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1. nsmarkov-matlab nsmarkov-matlab Public

   Markov-chain approximations for non-stationary AR(1) processes (Matlab version)

   MATLAB 5 5

2. nsmarkov-fortran nsmarkov-fortran Public

   Markov-chain approximations for non-stationary AR(1) processes (Fortran version)

   Fortran 4 1

3. gf_solver gf_solver Public

   Hybrid Newton-bisection root finder

   Fortran

4. gf_qsort gf_qsort Public

   Quicksort algorithm modified to return also the sorted array index

   Fortran

5. gf_int_node gf_int_node Public

   Faster location of interpolating nodes for ordered arrays

   Fortran

6. dfp_markov dfp_markov Public

   R code to estimate a (possibly non-stationary) first-order, Markov chain from a panel of observations.

   R