Markov switching model

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.

Moderators: EViews Gareth, EViews Moderator

iam_celiiine
Posts: 3
Joined: Wed Apr 26, 2017 2:29 pm

Re: Markov switching model

Postby iam_celiiine » Sat May 13, 2017 4:14 pm

Can anyone tell me how to impose zero restriction on only one of the endogenous variable in a two-state model? such that my model would look like this:
yt1=c+X1+Z1+u @state 1
yt2=c+X2+u @state 2


Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 5 guests