Dear all,
I would like to use this older post below in order to ask a question on markov-switching. I presume that since the time of this post below (2002), MS has not been implemented in Stata. However, when I opt to use Krolzig's MSVAR in Ox, it gives me a message that the program has expired on 31.03.2007. Do you maybe know how to overcome this and solve an MSVAR?
Thank you very much for your help.
Mr. Marjan Petreski
--On Wednesday, December 18, 2002 2:33 -0500 Nick wrote:
Konstantin Komissarov
Can I perform a Markov switching regression (MSR) using STATA?
The same question on 11 Dec got no
reply and -findit- yields nothing.
Answer looks like No, unless you write the program.
Highly recommend Ox (http://www.nuff.ox.ac.uk/Users/Doornik/index.html)
with the free MSVAR package for that.
Kit
________________________________________________________________________
Christopher F Baum, Boston College Economics, Chestnut Hill MA 02467 USA
[email protected] http://fmwww.bc.edu/ec-v/baum.fac.html
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