MS-VECM (Markov switching vecm)

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nguyentuanvu
Posts: 5
Joined: Fri Sep 27, 2013 2:38 am

MS-VECM (Markov switching vecm)

Postby nguyentuanvu » Sat Mar 08, 2014 7:19 am

Dear Eviews Forums.
I know, Eviews 8 has Switching model and has supported for Markov Switching AR model. I don't Know Eviews 8 has support for MS - VECM.
If yes, please help me estimate MS - VECM model.
Thankyou very much.
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Amber
Posts: 31
Joined: Wed Aug 03, 2011 4:35 am

Re: MS-VECM (Markov switching vecm)

Postby Amber » Fri Jul 10, 2015 6:07 am

I also have the same question here, I also need to estimate MS-VECM for three variables, can anyone help?
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13583
Joined: Tue Sep 16, 2008 5:38 pm

Re: MS-VECM (Markov switching vecm)

Postby EViews Gareth » Fri Jul 10, 2015 6:51 am

There is nothing built in
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