Search found 4 matches

by shabkom
Sat Sep 15, 2018 1:50 am
Forum: Econometric Discussions
Topic: nonlinearity tests
Replies: 0
Views: 1289

nonlinearity tests

Are there nonlinearity tests in Eviews? I mean the test adopted by Davies (1977)upper bound approach as suggested
by Garcia and Perron (1996) for Markov switching model.
by shabkom
Tue Aug 28, 2018 1:42 am
Forum: Estimation
Topic: Markov Switching Model - Regime classification measure (RCM)
Replies: 0
Views: 1642

Markov Switching Model - Regime classification measure (RCM)

Hi, I am doing my thesis using Markov switching model. But I encounter a problem on how to use the regime classification measure (RCM) proposed by Ang and Bekaert (2002) to determine the accuracy of the Markov regime-switching models How do I conduct the Regime classification measure (RCM) Test on E...
by shabkom
Tue Jul 17, 2018 4:05 am
Forum: Programming
Topic: Markov Switching Model - Regime classification measure (RCM)
Replies: 0
Views: 1862

Markov Switching Model - Regime classification measure (RCM)

Hi, I am doing my thesis using Markov switching model. But I encounter a problem on how to use the regime classification measure (RCM) proposed by Ang and Bekaert (2002) to determine the accuracy of the Markov regime-switching models How do I conduct the Regime classification measure (RCM) Test on E...
by shabkom
Tue Jul 17, 2018 1:13 am
Forum: Add-in Support
Topic: Markov Switching Model - Regime classification measure (RCM)
Replies: 0
Views: 1896

Markov Switching Model - Regime classification measure (RCM)

Hi, I am doing my thesis using Markov switching model. But I encounter a problem on how to use the regime classification measure (RCM) proposed by Ang and Bekaert (2002) to determine the accuracy of the Markov regime-switching models How do I conduct the Regime classification measure (RCM) Test on E...

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