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- Sat Nov 15, 2014 6:08 pm
- Forum: Estimation
- Topic: Switching Regression and Markov Switching in Eviews 8
- Replies: 1
- Views: 2718
Switching Regression and Markov Switching in Eviews 8
Could anyone help regarding fitting a Hidden Markov GARCH model? I did not find any option to fit HMM-GARCH model in Eviews. Secondly, In Markov switching option, What does graph of filter probability implies? and how could i plot the graph of estimated variance from Markov switching model in "...