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 Eviews? I could not find any link for help. Are there any add-in or programming which I can use to test it using E Views
Could you please help me how to run that measure?
For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.
1 post • Page 1 of 1
Who is online
Users browsing this forum: No registered users and 2 guests