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Thanks Glenn, you are really helpful!

Dear Glenn, Sorry for the confusion caused by me. I didn't express my problem clearly. I want to estimate y=b1*(x1-c1)+b2*(x2-c2) x1 and x2 are non-switching regressors, c1 and c2 are switching constants to be estimated. b1 and b2 are coefficients to be estimated. Could you please help advise me how...

Hi, I want to make a regime switching regression with Eviews 8. I wish to post a restriction such that coefficents of switching regressor and non-switching one are the same. For example, x1 is non-switching regressor while c is switching one, y is dependent. I wish to regress y=b*(x1-c) b is the coe...