R help - Apr 2009 - VAR with binary endogenous variables

Hi all!  Does anyone know if a vector autoregression package is avaialable
that allows binary variables as part of the endogenous system?  I'm looking
for something along the lines of what is implemented in "Dynamic Forecasts
of Qualitative Variables: A Qual VAR Model of US Recessions" by Michael
Dueker, 2003, Fed Reserve Bank of St. Louis.  Another possibility is the
autoregressive conditional hazard model by Hamilton.  Thx!

Best,

John

	[[alternative HTML version deleted]]

Anybody knows what could be the problem?
I am trying to use the class4 (I also tried the class2) JDBC driver for
DB2 and I get the following error. This driver is for db2 9.5, so it
does not require a matching license .jar file, and I tried redownloading
the driver.

I am running R 2.6 on Windows XP, and my java version is sun's 1.6_10

library(RJDBC) 
drv
<-JDBC("com.ibm.db2.jcc.DB2Driver","C:/jars/db2jcc4.jar",identifier.quot
e="'")
Error in .jfindClass(as.character(driverClass)[1]) : class not found

The only thing I find bizarre is that I cannot view the content of this
jar file (unless I use winzip)
E.g.
jar -t db2jcc4.jar

Just hangs.