Hi
I'm trying to model a VAR model using switching regimes appraoch. I know that STATA14 performs SP-AR models (mswitch command). Is there any command to perform a SR-VAR model?
Thanks a lot, any advice will be appreciated.
I'm trying to model a VAR model using switching regimes appraoch. I know that STATA14 performs SP-AR models (mswitch command). Is there any command to perform a SR-VAR model?
Thanks a lot, any advice will be appreciated.
