Search found 2 matches
- Tue Jun 02, 2015 3:15 pm
- Forum: Estimation
- Topic: Markov switching tvtp urgent pls help!!
- Replies: 15
- Views: 17367
Re: Markov switching tvtp urgent pls help!!
For number 1, I just copied the Filardo example provided in Eviews website (the one with the title Time-Varying Transitions) but did not really understand why the conversion is needed. Before doing Markov chain we have done preliminaries like unit root test (all variables are i(1)), we also did VAR ...
- Tue Jun 02, 2015 3:52 am
- Forum: Estimation
- Topic: Markov switching tvtp urgent pls help!!
- Replies: 15
- Views: 17367
Markov switching tvtp urgent pls help!!
We are having problems in the input specification. Our dependent variable is employment rate and independent variable is business process outsourcing (bpo) revenues (contribution to gdp growth). Both variables are I(1), data is quarterly. Here are our questions: 1. Are we right in inputting them to ...
