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st: Re: Markov switching regression

From   Christopher F Baum <[email protected]>
To   [email protected]
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 (
with the free MSVAR package for that.

Christopher F Baum, Boston College Economics, Chestnut Hill MA 02467 USA
[email protected]             
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