--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
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
