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Hi Glenn,

thank you so much for your answer!
Yes, fortunately now I can compute the ergodic using the transition probabilities, but I wanted then to test the model with more states, i.e. k>3 (bear, bull and steady state) and I guess it will be hard to do in eviews!

Thanks a lot for your help!

Just to give more details: if there is no quick command to get the ergodic probability of such MS,2-state regression, how can I compute them? The ergodic probabilitiy vector should be the eigenvector of the transition probability matrix of the markov chain associated with the unit eigenvalue. Can I ...

Dear all, I have a very urgent request of help! I am running switching regressions (switchreg (type=markov, k=2)) on different series. I need to save the ergodic probabilities from each model so that, I can export those ergotic probabilities in excel. How should I compute it in eviews? Is there a co...