Search found 3 matches
- Tue May 19, 2015 9:13 am
- Forum: Estimation
- Topic: Convergence of Markov Switching Models'estimations
- Replies: 3
- Views: 4406
Re: Convergence of Markov Switching Models'estimations
Thank you for your answer ! I will try increasing the figures you mentioned. (Is there any upper limit ?) Moreover, as I know the approximate values my probabilities should take, I wanted to know how (in the code) to specify them. (I am new to eviews so I am sorry if this questions appears as trivia...
- Tue May 19, 2015 8:50 am
- Forum: Estimation
- Topic: Convergence of Markov Switching Models'estimations
- Replies: 3
- Views: 4406
Re: Convergence of Markov Switching Models'estimations
I found another post on the same subject saying this might be coming from the data. (sorry for double posting). However the previous thread line did not really answer the question .. =/ Moreover I tried estimating the model again today and suddenly it started "working" for some countries b...
- Tue May 19, 2015 2:00 am
- Forum: Estimation
- Topic: Convergence of Markov Switching Models'estimations
- Replies: 3
- Views: 4406
Convergence of Markov Switching Models'estimations
Hi everybody! I'm estimating MSM (in mean and in mean and variance) using Eviews 8 on quarterly GDP/GDPperCap data. However as soon as I move from two to three regimes my coefficients do not have any Standard Error, nor Z Stat and Prob (all indicate NA). This is puzzling as in many articles in the l...