Doh! I should have explored the underlying dataset more thoroughly.
Thank you very much!
This was very helpful.
THX!
Search found 2 matches
- Thu Sep 18, 2014 12:28 am
- Forum: Estimation
- Topic: MarkovRegime Heteroskedasticity; implied st dev Eviews Help
- Replies: 2
- Views: 2886
- Wed Sep 17, 2014 7:38 am
- Forum: Estimation
- Topic: MarkovRegime Heteroskedasticity; implied st dev Eviews Help
- Replies: 2
- Views: 2886
MarkovRegime Heteroskedasticity; implied st dev Eviews Help
Hi there, I am trying to solve, how the implied standard deviation was calculated in the Eviews Help file for Markov Regime Switching http://www.eviews.com/EViews8/ev8ecswitch_n.html#RegHet How did they retrieve the values for implied stand dev. 0.035, 0.176, and 0.063, respectively? Here is what th...