Estimation of Markov Switching vector autoregression in Eviews 9

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Post Reply
akrohit
Posts: 9
Joined: Thu Aug 11, 2016 11:45 pm

Estimation of Markov Switching vector autoregression in Eviews 9

Postby akrohit » Mon Aug 15, 2016 8:26 am

Can we estimate a MSVAR model in Eviews 9? If yes plz reply with a link to available information. What I found is that Eviews allows Markov switching in a univariate framework.
Top
EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: Estimation of Markov Switching vector autoregression in Eviews 9

Postby EViews Gareth » Mon Aug 15, 2016 8:37 am

There is nothing built in.
Top
Post Reply

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests