Switching ARCH program (GAUSS)
It is composed of two files: swarch (specification of the model) and eprocs1 (procedure with the likelihood function).
Reference: Hamilton and Susmel (1994), Journal of Econometrics.

SWARCH
EPROCS1

If you find any mistakes or if you can improve the programs, please, notify me. Thanks!

Standard Disclaimer: This program is provided free of charge, as is. The University of Houston and myself assume no responsability for its use or its content.

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