I am trying to estimate the markov switching model.
But when I run the model I got the error
'WARNING: Singular covariance - coefficients are not unique'
and there is no std error and s-statistic values.
Can somebody help plzzzzzzzz.
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.
2 posts • Page 1 of 1
you may try to set a initial value for your estimation, I've tried and I worked!
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