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Markov switching with constraint
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Markov switching with constraint
Posted:
Mon May 23, 2016 11:43 am
by
startz
Is it possible to to estimate a Markov switching model with a constraint on a coefficient in one of the states?
Re: Markov switching with constraint
Posted:
Tue May 24, 2016 9:41 am
by
EViews Glenn
Unfortunately, no.