Markov Switching VECM programming

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Enian
Posts: 2
Joined: Thu Oct 30, 2014 4:04 am

Markov Switching VECM programming

Postby Enian » Mon Aug 17, 2015 5:22 am

I am currently trying to estimate a 2 variable MS-VECM using Eviews 9.
I believe the software does not have a build in application for MS-VECM, therefore I am trying to figure out a programming code. If anyone has a similar experience, could you help me up please?
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riyan
Posts: 1
Joined: Thu May 12, 2016 2:33 am

Re: Markov Switching VECM programming

Postby riyan » Thu May 12, 2016 2:41 am

I have the same question, can anyone help, please?
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