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)=1, unlike the sample given by Eviews. I want to know how to solve this problem.
For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.
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