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?