Hi everyone,
I have recently been trying to use the MSVAR package in order to estimate markov-switching VARs. Unfortunately, I could not make the package work because I always receive a message saying that my version of the MSVAR code is expired (see below). Does anyone have a version of MSVAR that is currently working (I am particularly interested in running the EM algorithm)?
I am using OX version 3.4 and not later versions because in http://www.doornik.com/download.html it says this is the required version... Could this be creating the problem? Should I try newer versions of OX?
Thank a lot!
Marcelo Ferman
--------------- Ox at 09:07:18 on 06-Apr-2010 ---------------
Ox version 3.40 (Windows) (C) J.A. Doornik, 1994-2004
This version may be used for academic research and teaching only
*** MSVAR (c) H-M Krolzig (1996-2006) ***
*** ***
*** This program has expired on 31.03.2007. ***
*** ***
*** Check for an update: ***
*** www.kent.ac.uk/economics/staff/krolzig ***
C:\Program Files (x86)\Ox\packages\msvar\HAMILTON.OX (17): main
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