Hi everyone, I was trying to model times series with markov switching regimes. Preliminarily, do I need to have my time series to be stationary? Doesnt the notion of regime switching itself imply that series should be non-stationary? Can I model non-stationary times series with markov switching regimes?
Related Posts with Stationarity, Markov switching
Logit fixed effects (cross sectional data)Hi, I'm trying to find the right command to run a model of a dichotomous outcome and use fixed effe…
Calculating weight for age z-scores in stataDear colleagues am trying to calculate weight for age z-score in stata but am just getting value 99 …
Binscatter: Ordering x axis according to size of dots.Hello. I have data similar to the following : Code: * Example generated by -dataex-. To install: ss…
stset with multiple failure per subject dataHi everyone, I would like to ask for some advice on stset-ing my dataset with multiple failures per…
Estimating margins for mprobit after CMPI have estimated a multinomial probit model with selection using the cmp command. I am trying to est…
Subscribe to:
Post Comments (Atom)
0 Response to Stationarity, Markov switching
Post a Comment