How to specify SWARCH

Discussion of models with structural breaks or endogenous switching.

How to specify SWARCH

Postby hardmann » Sun Feb 12, 2012 11:14 am

Dear Tom:

I am working on SWARCH modles. We can directly specify lags by computer q=x. However, I specify state option=2 instead of original 3, I must modify demension of theta and Hv and initional value of p matrix. But procedure response MSFilterInit errors.
How can I do?
hardmann
 
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Re: How to specify SWARCH

Postby TomDoan » Thu Feb 16, 2012 12:25 pm

I was able to modify SWARCH to do two states without a problem. The following were the required changes:

@MSSetup(states=2)

compute hv=||10||
compute p=||.8,.2||
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