Hamilton ARCH markov code GAUSS 12

When running the program in GAUSS 12 of Hamilton for Markov Switching ARCH :

 Estimation of Markov-switching ARCH models. Data and software for methods used in J. Econometrics, Sept./Oct. 1994.

I get the following error:

Line 205 in X:\Hamilton\procs

Syntax error G0008 : 'endp'

Line 217 in X:\Hamilton\Maxseek

Undefined symbol G0025 : 'x'

Line 230 in X:\Hamilton\Maxseek

Undefined symbol G0025 : 'zzs'


I guess it should be a problem of the GAUSS version (the code is prepared for the version 2.0), could anyone help me with this? I am not able to find what isn't working



3 Answers


It will run fine in newer versions of GAUSS. Here are a couple things you will need to fix, though. (Don't worry, they are simple and quick!).

  1. Delete the strange "SUB" character at the bottom of the PROCS file:
    delete SUB character
  2. The references to the data file crisp.w and the procedures file procs are lower case in the Maxseek file, but the actual file names are upper case. Since Windows is case insensitive, it works OK on Windows. If you are on Mac or Linux, you need to make the references in Maxseek match the case of the actual file name

After you have done that, it should run just fine in GAUSS 11 to GAUSS 14.


I deleted the SUB character and it runs perfectly! (I'm working on Windows)


Thank you very much!


coxis I am also working on SWARCH. Can you share about SWARCH with me. Can you help me?
May I ask if your email. thank you

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