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..
Search found 2 matches
- Sun Sep 24, 2017 8:27 am
- Forum: Estimation
- Topic: estimation Switching regression
- Replies: 2
- Views: 2552
- 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...
