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Regime Switching Model Estimation in Eviews 7

Posted: Mon Mar 15, 2010 7:15 pm
by liumartin
Dear

I am wondering if the new version of Eviews 7 could run Regime switching regression.

Thanks :lol:

Martin

Re: Regime Switching Model Estimation in Eviews 7

Posted: Mon Mar 15, 2010 7:17 pm
by startz
There are not built-in procedures to handle regime switching.

Re: Regime Switching Model Estimation in Eviews 7

Posted: Tue Mar 16, 2010 7:10 pm
by liumartin
Could we program the regime switching model in Eviews 7? If yes, is there any sample code?

thanks

Re: Regime Switching Model Estimation in Eviews 7

Posted: Tue Mar 16, 2010 7:34 pm
by startz