Mateusz

Mateusz

Economics Phd candidate at Uni of Brescia. Interested in Macroeconomics, finance and data science.

MarSwitching.jl: A Julia package for Markov switching dynamic models

Published in Journal of Open Source Software, 2024

Recommended citation: Dadej, M., (2024). MarSwitching.jl: A Julia package for Markov switching dynamic models. Journal of Open Source Software, 9(98), 6441, https://doi.org/10.21105/joss.06441 https://joss.theoj.org/papers/10.21105/joss.06441

See the paper here and the package it describes here.