Professor of Economics
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Queen Mary University of London
- London
- http://giuliofella.net
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nsmarkov-matlab
nsmarkov-matlab PublicMarkov-chain approximations for non-stationary AR(1) processes (Matlab version)
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nsmarkov-fortran
nsmarkov-fortran PublicMarkov-chain approximations for non-stationary AR(1) processes (Fortran version)
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dfp_markov
dfp_markov PublicR code to estimate a (possibly non-stationary) first-order, Markov chain from a panel of observations.
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