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- Tue Mar 25, 2014 10:23 pm
- Forum: Estimation
- Topic: Ask for help! Eviews 8 markov-switching AR model
- Replies: 1
- Views: 2593
Ask for help! Eviews 8 markov-switching AR model
I try to use the new function of Eviews 8 to fit one Markov-switching AR(2) model which has two state. In my model, "dr" is the dependent variable, and I input "dr c dr(-1) dr(-2) " in the equation specification and choose the Markov in the switching specification. But I am not s...