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Hi everyone,

I am trying to estimate a 2 states Markov Switching Regime model with Eviews 7. Can I use the sspace to estimate this model? Anyone knows how to specify the model's number of states, probability transition matrix in general?

Thank you,

The following discussion might be of help: http://forums.eviews.com/viewtopic.php?f=4&t=51

Thank you for pointing that discussion out for me. However, I am still not sure where I should put those code? Should I put them in the sspace or in the command line? I think the discussion is referring to Eviews 6. Does everything applies to Eviews 7?

The formulation requires the use of LogL object, which is the EViews' main feature in building and estimating maximum likelihood models. Currently, state space specification is not feasible in estimating Markov switching models. And yes, you can do all these in EViews 7 as well.

Thank you for your answer. I am going to work on it now.