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Note that In this specific case, the @bounds function will do both parts of the bounded assignment:

Can you give an example of what you want calculated using the variables in your data? I am not entirely clear on what a peer is in this context.

Where is the workfile?

Great.

The values are taken from C (or whatever the explicit references are in the sspace object) but the @param overrides that default behavior.

Sorry you are having problems. Which version of EViews are you using and what is the build date? Thanks.

Time-dummies are not included by default, but depending on the settings that you choose, individual deterministic constants, linear and quadratic trends are removed first, or the models with deterministic components are estimated on individual cross-sections. You can add other additional determinist...

EViews computes in-sample one-step ahead, filtered, and smoothed probabilities values. EViews doesn't compute the one-step ahead out of-sample forecasts of the probabilities since the one-step ahead predicted is really only defined for the first period post-forecast as there is no out-of-sample filt...

Hi. Sorry, I just saw this question. This is a reasonable suggestion, though I can understand why it wasn't originally included as you can easily compute this using the commands grp1.makestates x? @ mean obs grp1.genr xsum = xmean / xobs The same sort of thing is true of the sums-of-squared deviatio...

None of the above tests are supported as in-built features. I will put them on the list for future development consideration.

There are no known issues with the EViews code at larger sample sizes. That's not to say that there aren't, but that present, I don't know of anything that could be an issue. To be honest, I don't remember the details of the Gauss code, nor why there were issues for larger sample sizes. [edit: To re...

Correct on the panel front. The issue is that the probabilities need to be handled on an individual basis, and this is quite tricky.

The algorithm for estimating the switching model goes through after correctly accounting for the panel lags in the VAR, but I think that the handling of the state initializations isn't ideal and probably misleading. You could make an argument that what the algorithm is producing is valid, but I thin...

1. I'll have to look at the greying out issue, but Markov switching VARs are problematic for panel data specifications. I'm suspect that it should be erroring for that data configuration, but perhaps I am not remembering what we are doing. I'll have to take a look. 2. No in principle, but yes in pra...

A couple of things. First, the state space object requires that the parameters exist as coefficients in the workfile. So you'll have to create a RHO_UNEMP and a SIGMA in the workfile at least as large as the number of parameters that you use. coef(2) rho_unemp coef(6) sigma Second, even after fixing...

I've finished the modifications of the VAR switching code to permit a 0 0 lag specification. This fix will be included in the next patch for EViews 12.