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- Sun Mar 15, 2015 7:29 pm
- Forum: Econometric Discussions
- Topic: Markov-Switching Regression and error message
- Replies: 1
- Views: 2606
Markov-Switching Regression and error message
Hello I use daily stock return data and I got the below error message when I run regression model with Markov-switching. I am very keen to know if I could find a solution to this problem. The error is: Dependent Variable: Method: Switching Regression (Markov Switching) Date: 03/16/15 Time: 12:40 Sam...