The RATS Software Forum

Thanks very much. I appreciate your insights.

Thanks Tom for your quick reply and advice.

I found the Filardo replication example but I am trying to figure out how to code it in the MCMC estimation. Just wondering if I can add some code to example 11.3 or if I have to modify the procedure (MSSETUP.src) in some way?

Dear Tom I am using a MS-VAR, estimated by MCMC, as in Example 11.3 of the workbook. A referee has asked for a time-varying transition probability matrix where the p's depend on some variable(s). Is it possible to do adapt this example to include this possibility? Thank you in advance for any insigh...

Thanks for pointing that out.. the proper Calendar instruction works but I have one further problem. Now the procedure runs the test on one series, even though I want it to run on the whole panel. The data reads in properly Here is my instruction and output OPEN DATA "G:\PPP\CIPS.csv" CALE...

I am trying to run this procedure in WinRATS 8.0 and keep getting the following error message

## OP10. Instruction PSTATS Requires Option BLOCK
The Error Occurred At Location 489, Line 190 of IPSHIN

I can't see where I am going wrong - any help appreciated.

Thanks