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st: Re: Markov switching regression


From   Christopher F Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: Markov switching regression
Date   Wed, 18 Dec 2002 08:26:57 -0500

--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
baum@bc.edu                       http://fmwww.bc.edu/ec-v/baum.fac.html
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