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- Wed Jul 28, 2021 8:23 pm
- Forum: Estimation
- Topic: Problem when using msvar model,need help
- Replies: 0
- Views: 25093
Problem when using msvar model,need help
Hi, I'm running a msvar model about Japanese economics and now I'm facing some problems that I don't know how to solve. If I set c as exogenous variables and probability regressor, since there are so many 0 in c, the regime probabilities will keep a certain state instead like P(S(t=1)=0 and P(S(t=2)...