Regime Switching - Sample
Posted: Sat Aug 24, 2013 1:50 am
Hi,
I estimate a regime switching model for the period from 1990M11 to 2012M11. Then re-estimate by using a different sample period (by changing the sample period from the equation object) but I get the results for the full period (1990 M11 2012M11).
I attach the file I work.
Regards,
Timotheos.
PS: For the beta version of Eviews 8 you have created a forum that is not available now. I had made a question how can we make constraint optimization (maximize the Sharpe ratio by setting the sum of the weights to be equal to 1) and you upload a program that can do it. Is it possible to send the program or post it on the forum?
I estimate a regime switching model for the period from 1990M11 to 2012M11. Then re-estimate by using a different sample period (by changing the sample period from the equation object) but I get the results for the full period (1990 M11 2012M11).
I attach the file I work.
Regards,
Timotheos.
PS: For the beta version of Eviews 8 you have created a forum that is not available now. I had made a question how can we make constraint optimization (maximize the Sharpe ratio by setting the sum of the weights to be equal to 1) and you upload a program that can do it. Is it possible to send the program or post it on the forum?