Search found 2 matches
- Tue Dec 10, 2013 2:56 pm
- Forum: Estimation
- Topic: Markov Regime Switching & Smooth Transition Regression
- Replies: 4
- Views: 5538
Re: Markov Regime Switching & Smooth Transition Regression
Thanks a lot Glenn and Trubador for your prompt responses.
- Wed Dec 04, 2013 4:09 pm
- Forum: Estimation
- Topic: Markov Regime Switching & Smooth Transition Regression
- Replies: 4
- Views: 5538
Markov Regime Switching & Smooth Transition Regression
Hi, I have two questions: (1) one related to Markov Switching Regression and (2) one related to Smooth Transition Regression. (1) I would like to know if it is possible to get the mean of the dependent variable for each regime when using the Markov's switching regression model. In the results I only...