markov-switching GARCH

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elvis81
Posts: 1
Joined: Sun Oct 12, 2014 11:05 pm

markov-switching GARCH

Postby elvis81 » Sun Oct 12, 2014 11:07 pm

Hi,

is it possible to estimate a Markov-switching GARCH model in the latest version of Eviews? If so, how can I do it?

Thank you!
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EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: markov-switching GARCH

Postby EViews Glenn » Mon Oct 13, 2014 8:07 am

That particular estimator is not built-into EViews 8.
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