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Re: st: Re: Markov switching regression


From   Tirthankar Chakravarty <[email protected]>
To   [email protected]
Subject   Re: st: Re: Markov switching regression
Date   Thu, 28 Jan 2010 01:48:17 +0530

A simple fix I use when I want to use Krolzig's MSVAR for Ox is to set
my computer clock to 2006 or something. It should work.

PS. Oxmetrics 6 Professional has a fully updated Markov Switching module.

T

2010/1/28 PETRESKI Marjan <[email protected]>:
> 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
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