Hi dear gretel users, I need to work with Markov Switching Models with time varying probabilities so as to predict a variable. Is possible to work in gretl?
I have a program in Eviews language but it has only two states and I would like to work with three or more. Thanks -- Diego Fernández Magister en Economía Facultad Ciencias Económicas Montevideo Uruguay
Hi dear gretel users,
--
I need to work with Markov Switching Models with time varying probabilities so as to predict a variable. Is possible to work in gretl?
I have a program in Eviews language but it has only two states and I would like to work with three or more.Â
Thanks
Diego Fernández
Magister en EconomÃa
Facultad Ciencias Económicas
Montevideo Uruguay