Anybody knows where I can find the MSVAR for ox package mentioned above? The
websited is not working anymore :(
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Try the package vars.
On Wed, Aug 31, 2011 at 4:17 PM, Tayfur wrote:
> Can u help me how can i get impulse response function for msvar models in r
> programme???
> thanks lots of
> Best,
> Tayfur
>
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Can u help me how can i get impulse response function for msvar models in r
programme???
thanks lots of
Best,
Tayfur
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Actually there aren't by now so many packages for markov regime switching
models in R but I just saw that at the userR 2009 conference a talk will be
held about it, maybe that can help you, though the authors don't mention
whether they use a existing package or developed new functionalities.
ht
Dear Henrique,
I think that R is not actually the best statistical tool to model MS-VAR.
Indeed, the package msvar only allow a simple specification of the model.
One tool I have ever used is on Ox with the package MSVAR built by Krolzig.
This package allow a large variety of model specifications,
Dear R community,
I'm starting to learn the MS-VAR methodology and I would like to know
what I need to download (e.g. packages) to make MS-VAR estimations
using R.
Best,
Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge
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Dear R community,
I'm starting to learn the MS-VAR methodology and I would like to know what I
need to download (e.g. packages) to make MS-VAR estimations using R.
Best,
Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge
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