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Hi,
I 'm trying to prove that the distribution is asymmetric. I will be grateful if you help me to apply in Eviews the tests necessary to verify the deepness and steepness? (test triples for example, or test of sichel(1993)
Ella

In this case, what is the right test to verify the hypothesis of the existence of 2 regimes?

Thank you Startz for your reply but there is no multiple regime, there is only 2 regime: one stress regime where the 3 betas become significative and high. I don't think that this too difficult. The tests that I made are : I began by assuming the existence of 2 regimes 1/ Wald test for hypothesis of...

Hi, I need your help to know how to test the hypothesis of change of regime for this model: Rit = alpha t + beta1 (RM-Rf)t + beta2 DEFt + beta 3 TERMt + et Rit = return of bond (i) at time (t) RM-Rf, TERM and DEF are the risk factors. In my research, I let the data tell me whether there is a set of ...

Thank you very much Eviews Gareth you helped me (specially when using switching regime model)
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EViews Gareth wrote:After freezing hit the name button to give the tables names.

Hi Mayowa, I need the answers to your questions please. Specially I don't know how to test the hypothesis of markov (that there is switching of regime) For the rest I do this tests and I am not sure that's correct. "Firstly, I will like to know how to carry out the Auto-correlation test in Mark...