matlab source of alpha stable distribution s pdf,cdf, parameter estimation -alpha stable distribution s pdf,cdf, parameter estimation

This is a GAUSS program. It will implement the estimation and testing procedures for a Markov switching parameter model as presented in B. Hansen "The likelihood ratio test under non-standard conditions: Testing the Markov trend model of GNP."

计量经济学中平滑转移回归模型（Smooth Transition Regression Models）参数估计的程序-Econometrics smooth transfer regression model (Smooth Transition Regression Models) parameter estimation program