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- Wed Dec 09, 2009 2:31 pm
- Forum: Programming
- Topic: Markov switching model
- Replies: 2
- Views: 8267
Re: Markov switching model
I just stumbled over this forum reply when looking for an Eviews solution to modeling Markov chain regime switching models. I am using Eviews 6 and so unfortunately the above answer applies. However I was reading over Hamilton's initial paper on MCRS models where he compares an MCRS to an AR(1). He ...