Markov switching with constraint

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startz
Non-normality and collinearity are NOT problems!
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Markov switching with constraint

Postby startz » Mon May 23, 2016 11:43 am

Is it possible to to estimate a Markov switching model with a constraint on a coefficient in one of the states?
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EViews Glenn
EViews Developer
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Joined: Wed Oct 15, 2008 9:17 am

Re: Markov switching with constraint

Postby EViews Glenn » Tue May 24, 2016 9:41 am

Unfortunately, no.
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