Bruce E. Hansen, "Erratum. The Likelihood Ratio Test under Nonstandard
Conditions: Testing the Markov Switching Model of GNP", Journal of
Applied Econometrics, Vol. 11, No. 2, 1996, pp. 195-198.

There are three included files.  They are:

(1) GNP82.DAT.  An ASCII file containing the data.  Originally extracted
from Citibase.

(2) MARKOVM.PRG.  A Gauss program file.

(3) MARKOVP.PRG.  A Gauss program file.

The two program files will replicate the empirical work reported in the
"Erratum."  The start of the files contain explanations of the code, and
how to modify the code for other applications.

All three files are included in the zip file h-data.zip.