aliasing in Markov switching

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startz
Non-normality and collinearity are NOT problems!
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aliasing in Markov switching

Postby startz » Thu May 19, 2016 10:49 am

Is there a way to control which state is which in the Markov-switching model? For example, suppose you want state 2 to correspond to a higher value of a particular switched coefficient?
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EViews Glenn
EViews Developer
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Joined: Wed Oct 15, 2008 9:17 am

Re: aliasing in Markov switching

Postby EViews Glenn » Fri May 20, 2016 9:47 am

Unfortunately not.
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