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Dear Admin, I will like to know how to practically carry out the following diagnostic tests in the Markov Switching Regime using the Eviews 8 version. Firstly, I will like to know how to carry out the Auto-correlation test in Markov Switching regime Secondly, the ARCH test Thirdly, how to carry out ...

Yes, I had corrected the error, I omitted the multiplication sign.
Thanks

Good day Moderator, I guess i got another way out for splitting monetary policy shock into positive and negative shocks. Pos_MP = 0.5[abs(MP_Shock)+MP_Shock) Neg_MP = -0.5[abs(MP_Shock)-MP_Shock) However, when i enter the following commands, Genr Pos_MP=0.5((@abs(MP_Shock)+MP_Shock)) Genr Neg_MP=0.5...

Good day house, am trying to decompose a monetary shock from a SVAR equation into positive and negative shocks to replicate the James Cover (1992) paper titled "Asymmetric Effects of Positive and Negative Money-Supply Shocks" using the defintion Positive Money Shock = Max(0,E_t) Negative M...