Sir,
in addition to the queries above I will be grateful if you could explain what the vector series MSSYSREGU and the vector series WT stand for. Also id there any way for me to retrieve the filtered and the smoothed probabilities
Thanks in advance.
Search found 4 matches
- Mon Oct 28, 2013 1:37 am
- Forum: Structural Breaks and Switching Models
- Topic: error in mssysreg
- Replies: 4
- Views: 8843
- Sun Oct 27, 2013 11:21 pm
- Forum: Structural Breaks and Switching Models
- Topic: error in mssysreg
- Replies: 4
- Views: 8843
Re: error in mssysreg
Sir, I have estimated the model . however I have a few queries 1. How can I get the residual series for the equations in order to carry out the diagnostics. 2. How can I arrive at the t statistics and the F statistics required for inference in the model. I will be grateful for any help in these areas.
- Fri Oct 25, 2013 1:24 am
- Forum: Structural Breaks and Switching Models
- Topic: error in mssysreg
- Replies: 4
- Views: 8843
Re: error in mssysreg
Sir,
Thanks for your prompt and helpful reply. I was subsequently able to run the program with the help of the codes due to Ehrmann, Ellison and Valla (2003). I am nevertheless attaching my data file as well as my procedure file. Thanks once again.
Thanks for your prompt and helpful reply. I was subsequently able to run the program with the help of the codes due to Ehrmann, Ellison and Valla (2003). I am nevertheless attaching my data file as well as my procedure file. Thanks once again.
- Thu Oct 24, 2013 1:07 am
- Forum: Structural Breaks and Switching Models
- Topic: error in mssysreg
- Replies: 4
- Views: 8843
error in mssysreg
I am a student at Delhi school of economics. I am trying to run the mssysregression procedure but am getting the following error message. I would be grateful for any input that you can provide. The Error Occurred At Location 348, Line 18 of %MCERGODIC Called From Location 9, Line 4 of MSEMFILTERINIT...