Mixed-frequency VAR models with Markov-switching dynamics
Posted: Tue Jan 23, 2018 8:13 pm
Looking for code of rats Mixed-frequency VAR models with Markov-switching dynamics by AMaximo Camacho 2013. Economic Letter Volume 121, Issue 3, December 2013, Pages 369-373. Professor Camacho have upload the GAUSS code on http://www.um.es/econometria/Maximo/publications.html. but it does not work. Does anyone like to replicate it in rats?
Regards,
Li
Regards,
Li