Smooth Transition Regression Models
Click here to download a zip file containing a set of Matlab codes to estimate logistic smooth transition regression models. The model is described in McAleer and Medeiros (2008, Journal of Econometrics) or Hillebrand, Medeiros, and Xu (2010).  The main function is mrstar.m. If you want to use the model to detect and estimate time breaks as in Hillebrand, Medeiros, and Xu (2010), you should simply make the transition variable equal to t/T (q = t/T in the code).



Smooth Transition Models with Long Memory
Click here to download a zip file containing a set of Matlab codes to estimate the logistic smooth transtion regression models with long memory. The model is described in Hillebrand and Medeiros (2009). The main function is nlestimatiom.m.