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.
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- Non-normality and collinearity are NOT problems!
- Posts: 3504
- Joined: Wed Sep 17, 2008 2:25 pm
Here's a snippet of a switching regression, simple switching on postwar GDP growth. Note that the standard error of the regression is larger than the standard deviation of the dependent variable. Is that odd?
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