BALCILARGUPTAMILLER_EE2015: RATS program to replicate Balcilar, Gupta, Miller(2015) Markov Switching VECM

Tom Doan ()
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Tom Doan: Estima

Statistical Software Components from Boston College Department of Economics

Abstract: Replication of Balcilar, Gupta, Miller(2015), "Regime switching model of US crude oil and stock market prices: 1859 to 2013", Energy Economics, vol 49, 317-327.

Language: RATS
Requires: RATS 9.20
Keywords: Switching models; VECM (search for similar items in EconPapers)
Date: 2025-12-29
Note: RPF and SRC files are plain text. See https://estima.com/ratsfiletypes.shtml
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Downloads: (external link)
https://estima.com/procedures/balcilarguptamiller_ee2015.zip (application/zip)

Related works:
Journal Article: Regime switching model of US crude oil and stock market prices: 1859 to 2013 (2015)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rtz00192

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