I am currently trying to estimate a 2 variable MS-VECM using Eviews 9.
I believe the software does not have a build in application for MS-VECM, therefore I am trying to figure out a programming code. If anyone has a similar experience, could you help me up please?
Search found 2 matches
- Mon Aug 17, 2015 5:22 am
- Forum: Programming
- Topic: Markov Switching VECM programming
- Replies: 1
- Views: 2977
- Thu Oct 30, 2014 4:11 am
- Forum: Programming
- Topic: hodrick prescott filter in eviews model
- Replies: 1
- Views: 2402
hodrick prescott filter in eviews model
I am trying to run a model in eviews. It includes a production function identity with TFP generated as residual. I want to apply a hp filter on the generated TFP series to use in the potential GDP equation. I know it is possible to input hp filter command in the command window of eviews. But I can n...