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Thank you for your prompt answer. I have sent the bug report to eviews support. Meanwhile, I have one more question. I am using regime switching estimation for forecasting in the eviews program I attach. rs_forecast.prg and using the following workfile regswitchforecasting.wf1 However, in each loop ...

I use the latest updated version of Eviews 8. I found the reason for e-views crashing. When I use a shorter sample in the regime switching estimation one of the dummy variables is always zero. But I guess this is still a bug since e-views should probably give a message and not crash.

Indeed, the Hamilton model with AR terms works better. But now a new problem arised. When I change the sample size in regime switching estimation (to 186 observations) the program crashes and a message that Eviews 8 has stopped working appears. Is this a bug or something else? Thanks a lot for your ...

I am estimating a Markov regime switching regression model in E-views 8 of the following form: equation eq1.switchreg(type=markov) y c y(-1) @nv d1 d2 d3 and when estimation stops I get NAs for SE, zStats and p-values and the following warning message: "Singular covariance: coefficients are not...

So y(-1) and ar(1) are exactly the same as in standard ols estimation with eviews?

I would like to estimate a Markov regime switching ARMA(3,2) model. Is this the right code;
equation eqf.switchreg(type=markov) y c y(-1) y(-2) y(-3) ar(1) ar(2)
Thanks.

I am using Eviews 8 (62 bit) version and I have just updated it. When I run a regime switching model with 5 lags of the dependent and AR(1) error I get the following message "Eviews 8 has stopped working". I do not get the same message if I estimate a regime switching model with e.g. 4 lag...

Could you please give me some advise on whether and how I can estimate in E-views7 a panel data model with cross-section random effects, time-series fixed effects and an AR(1) error term of the following form, v(i,t)=rho*v(i,t-1)+e(i,t)? The part that is puzzling me is the AR(1) error assumption in ...