Dear Ox users,
I'm using the MS-VAR routine and I am new in OX language. I would be
really grateful if someone can:
- indicate if there exists the possibility of obtaining the scores once
estimated a model in order to perform the Hamilton tests (1996) (see also
Breunig, Najarian and Pagan, 2003);
- made available some code to estimate MS-VAR models with time varying
transition probabilities.
Thanks in advance.
Ernesto
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