Using Markov-Switching AR models with EViews
After my two first blogs on EViews programming, we are going to use Markov-Switching AR models to estimate current account persistence with quarterly data. AR stands for autoregressive.…
After my two first blogs on EViews programming, we are going to use Markov-Switching AR models to estimate current account persistence with quarterly data. AR stands for autoregressive.…
After a series of blogs using RATS, allow me to introduce the estimation of Markov-switching models and unit root tests using RATS. We are going to use the…
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