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by janimagus
Thu Apr 27, 2017 8:35 am
Forum: Estimation
Topic: Markov Switching estimation
Replies: 9
Views: 13430

Re: Markov Switching estimation

Hi there! I am working on using the Markov Switching Model for exchange rates of Philippine Peso to US Dollar. I am studying this eviews tutorial online http://www.eviews.com/EViews8/ev8ecswit ... l#MarkovAR for reference and there are some things I do not understand. How do you determine the "...

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