MS-VECM (Markov switching vecm)
Posted: 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.
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.