Search found 1 match
- Tue Dec 09, 2014 5:05 am
- Forum: Estimation
- Topic: SWARCH model
- Replies: 1
- Views: 2937
SWARCH model
Hi, I am trying to apply Eviews 8 to estimate SWARCH model and there's a problem. We know that Hamilton and Susmel's (1994) Markov switching ARCH model (SWARCH) is specified as SWARCH(k,q), which means it is a K-state, q th-order Markov switching ARCH process. In Eviews8, in the Equation specificati...