switchreg

[startz]

In a panel data set, switching regressions is not an option in the estimate command. Nonetheless, switchreg brings up a dialog. So the treatment is inconsistent and one of them is probably wrong.

[EViews Glenn]

The dialog comes up but an error is generated if you actually try to estimate. We'll modify to suppress the dialog the way we do ARCH (by changing the selection to least squares).

[paldama]

Hi Glenn,

Is it still possible to use the switchreg command with the option IF crossid="countryname" in a panel dataset workfile?

I aim to estimate Dynamic Markov switching regression on a country-by-country analysis, and thus I'm wondering whether I should create a workfile for each country, or if it is possible to do so within a single panel dataset.

Thanks for your help,

PA