EViews.com

Posted: **Fri Oct 16, 2015 12:18 pm**

Hello Glenn,

Can you please please describe how the maximum likelihood estimation of the coefficient in the markov-swithching models in eviews are calculated (i.e. show me how the log-likelihood fuction looks like) ?

thank you :D

Posted: **Fri Oct 16, 2015 12:48 pm**

You can see the documentation for technical details. Also, the following (old) code might be of help in understanding the mechanics: http://forums.eviews.com/viewtopic.php?f=4&t=51#p5131

Posted: **Fri Oct 16, 2015 1:45 pm**

http://www.eviews.com/help/helpintro.ht ... 043.2.html

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log-likelihood function markov-switching model

log-likelihood function markov-switching model

Re: log-likelihood function markov-switching model

Re: log-likelihood function markov-switching model