Search found 2 matches

by lagrace
Sun Sep 24, 2017 8:27 am
Forum: Estimation
Topic: estimation Switching regression
Replies: 2
Views: 2552

Re: estimation Switching regression

ok.. thanks.. very kind.. my fault.. i'm not able to establish the high regime in the case of a regression.
I just know the formula for the autoregressive case..
by lagrace
Sun Sep 24, 2017 12:47 am
Forum: Estimation
Topic: estimation Switching regression
Replies: 2
Views: 2552

estimation Switching regression

Goodmorning to you all, I'm a new user of EViews and I'm doing a series of switching regressions. I've noticed that every time I repeat the estimation my results change. Could someone give me an explanation about this issue? The software inverts the regimes results so I'm not able to understand if a...

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