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MS-VECM (Markov switching vecm)

Posted: Sat Mar 08, 2014 7:19 am
by nguyentuanvu
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.

Re: MS-VECM (Markov switching vecm)

Posted: Fri Jul 10, 2015 6:07 am
by Amber
I also have the same question here, I also need to estimate MS-VECM for three variables, can anyone help?

Re: MS-VECM (Markov switching vecm)

Posted: Fri Jul 10, 2015 6:51 am
by EViews Gareth
There is nothing built in