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markov-switching GARCH

https://forums.eviews.com/viewtopic.php?t=10997

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markov-switching GARCH

Posted: Sun Oct 12, 2014 11:07 pm
by elvis81
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!

Re: markov-switching GARCH

Posted: Mon Oct 13, 2014 8:07 am
by EViews Glenn
That particular estimator is not built-into EViews 8.
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