Website for Readers of
State-Space Models with Regime-Switching:
Classical and Gibbs-Sampling Approaches with Applications

By Chang-Jin Kim and Charles R. Nelson
Published by MIT Press


The purpose of this Website is to give readers access to computer routines and data files referred to in "State-Space Models with Regime Switching: Classical and Gibbs-sampling Approaches with Applications" by Chang-Jin Kim and Charles R. Nelson (MIT Press). A brief description of the programs for each chapter is available in the appendix at the end of the chapter. Please read the following conditions of use before proceeding to the programs below.

Copyright and Conditions of Use

The GAUSS programs available on this Website are written and Copyright © 1998 by Chang-Jin Kim. All rights reserved. No part of these programs may be reproduced in any form or by any mean s, except for the sole purpose of academic research and to make necessary modifications for specific applications. Distribution of these programs, including in modified form, for the purpose of sale or otherwise is strictly prohibited.

Any use of these programs, modified or otherwise, in published work must be acknowledged by citation of the textbook. For example, "The authors acknowledge use of computer routines described in Kim and Nelson (1998)." If you plan to use these programs in published work or would like to distribute these programs for research or teaching purposes, please contact Kim via e-mail at to seek permission in writing.

Disclaimer: No representation is made or implied as to the accuracy or completeness of the programs which may indeed contain bugs unknown to the author. Chang-Jin Kim, Charles R. Nelson, MIT Press, and the University of Washington take no respon sibility for results produced by these programs which are used entirely at the reader's risk.


By clicking on the link below to proceed to a listing of computer routines and data files, you acknowledge that you have read and fully understand the above conditions of use.If you have any questions about these conditions or are in any way uncertain about what constitutes lawful and appropriate use of the programs, contact Kim at the above email address.


Click here to proceed

I have read and agree to all the conditions of use.