Markov switching tvtp urgent pls help!!

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.

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

Re: Markov switching tvtp urgent pls help!!

Postby startz » Sat Dec 03, 2016 9:54 am

I don't believe there is a test in EViews. Look at the paper I cited and the references it gives, particularly to the paper by White.
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