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st: Re: Markov switching regression

From   PETRESKI Marjan <[email protected]>
To   [email protected]
Subject   st: Re: Markov switching regression
Date   Wed, 27 Jan 2010 18:45:33 -0000

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 (
with the free MSVAR package for that.

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

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