Markov Switching VECM programming
Posted: 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?
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?