Date:         Wed, 26 Apr 2000 14:18:13 -0400
Reply-To:     "Sharma, Namit" <Namit.Sharma@NERA.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         "Sharma, Namit" <Namit.Sharma@NERA.COM>
Organization: Globix Corp.
Subject:      jump processes; markov regime switching

These time series models can be estimated in Gauss or Rats by providing
a user-specified likelihood function.  Can a user-specified likelihood
function be used in SAS? Does anyone know of code already written in SAS
for these processes?