Markov Switching Model - Regime classification measure (RCM)

For questions regarding programming in the EViews programming language.

Moderators: EViews Gareth, EViews Jason, EViews Moderator

Posts: 2
Joined: Mon Jul 16, 2018 5:10 am

Markov Switching Model - Regime classification measure (RCM)

Postby shabkom » Tue Jul 17, 2018 4:05 am


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?

Return to “Programming”

Who is online

Users browsing this forum: No registered users and 5 guests