Regime Switching Model Estimation in Eviews 7

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liumartin
Posts: 10
Joined: Mon Mar 15, 2010 6:01 pm

Regime Switching Model Estimation in Eviews 7

Postby liumartin » Mon Mar 15, 2010 7:15 pm

Dear

I am wondering if the new version of Eviews 7 could run Regime switching regression.

Thanks :lol:

Martin
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startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: Regime Switching Model Estimation in Eviews 7

Postby startz » Mon Mar 15, 2010 7:17 pm

There are not built-in procedures to handle regime switching.
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liumartin
Posts: 10
Joined: Mon Mar 15, 2010 6:01 pm

Re: Regime Switching Model Estimation in Eviews 7

Postby liumartin » Tue Mar 16, 2010 7:10 pm

Could we program the regime switching model in Eviews 7? If yes, is there any sample code?

thanks
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startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: Regime Switching Model Estimation in Eviews 7

Postby startz » Tue Mar 16, 2010 7:34 pm

Take a look at http://forums.eviews.com/viewtopic.php? ... hing#p5131
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