Threshold autoregressive model or Markov Switching model

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

irfan alam
Posts: 3
Joined: Sat Oct 21, 2017 3:01 am

Threshold autoregressive model or Markov Switching model

Postby irfan alam » Sun Oct 29, 2017 12:48 am

Please guide me this,
what is main difference between threshold auto regressive model and Markov switching model?
what kind of model is best fit to estimate real effective exchange rate?
and why?

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 8 guests