estimation Switching regression
Posted: Sun Sep 24, 2017 12:47 am
Goodmorning to you all,
I'm a new user of EViews and I'm doing a series of switching regressions.
I've noticed that every time I repeat the estimation my results change. Could someone give me an explanation about this issue? The software inverts the regimes results so I'm not able to understand if an estimation belongs to regime one or regime two. Sometimes it says to me that a number belongs to regime 1, the subsequent estimation says that the same number belongs to regime 2!
Have I to leave Eviews and use Gauss?
Please help me!!!
I'm a new user of EViews and I'm doing a series of switching regressions.
I've noticed that every time I repeat the estimation my results change. Could someone give me an explanation about this issue? The software inverts the regimes results so I'm not able to understand if an estimation belongs to regime one or regime two. Sometimes it says to me that a number belongs to regime 1, the subsequent estimation says that the same number belongs to regime 2!
Have I to leave Eviews and use Gauss?
Please help me!!!