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.
Search found 4 matches
- Sat Sep 15, 2018 1:50 am
- Forum: Econometric Discussions
- Topic: nonlinearity tests
- Replies: 0
- Views: 3281
- Tue Aug 28, 2018 1:42 am
- Forum: Estimation
- Topic: Markov Switching Model - Regime classification measure (RCM)
- Replies: 0
- Views: 3564
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...
- Tue Jul 17, 2018 4:05 am
- Forum: Programming
- Topic: Markov Switching Model - Regime classification measure (RCM)
- Replies: 0
- Views: 3515
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...
- Tue Jul 17, 2018 1:13 am
- Forum: Add-in Support
- Topic: Markov Switching Model - Regime classification measure (RCM)
- Replies: 0
- Views: 6376
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...