Forecasting with MSVAR model
Posted: Wed May 25, 2022 11:31 pm
Hi there,
Is there an add-in or programme that I can use to do forecasts with a switching VAR (Markov). I am using Eviews 12.
Thanks in advance for your help.
Regards
Ilse
Is there an add-in or programme that I can use to do forecasts with a switching VAR (Markov). I am using Eviews 12.
Thanks in advance for your help.
Regards
Ilse