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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?

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