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Thank you. A few more questions if I may on Markov switching models. I'm reading through the Eviews manual at the same time. - Can we add additional independent/explanatory variables to the switching model? - How should we interpret the Log(Sigma) coefficient and its statistical significance? (in bo...

Hi, one more question.

How do I download the raw data from a regime probability graph (I'm using the switching regression).

Right now, I can view the graph but I can't find a way to download the data

Thanks v much!

I've also read somewhere that dynamic factor models are a specific variation of a state space model?

If that's right, what's peculiar about the dynamic factor model.

Thanks so much in advance.

Thank you.

Would you be able to show me how to do dynamic factor models in Eviews?

I was able to do a very simple Markov switching model to gauge recession probability, but I'll try to supplement it with others.

Hi, I'm very new to this, so forgive me for my basic questions. I want to estimate a dynamic factor with Markov switching equation (see http://faculty.ucr.edu/~chauvet/ier.pdf). Question is to see if an economy might enter recession soon. Any idea how I can do this in Eviews? I'm using Eviews 9.5. T...