How can I run an LR test for switching models in eviews?

22 July 2015 0 3K Report

I run a Markov switching model and now I want to run Log-Likelihood ratio test to test the non-switching hypothesis (one state model) against a two-state model. How could I run this test in eviews 8. Markov chain is stationary with constant transition probabilities.

Badges
Science topic

Similar topics
Mathematics
Algebra
Matrix

More Mirela Momcilovic's questions See All

Would you like to yoin us?

Would you like to join our workshop as an invited speaker? Send your abstract and your CV at contact of https://photocatalysis-workshop.eu/ and you can become our Invited speaker! 3 slots...

05 July 2023 1,150 1 View

How can I amplify by PCR two fragments with hte same primers set?

Hello! I would like to know how can I amplify two fragments: 340bp and 1500 bp with the same primers set. I have designed F and R primers to amplify two fragments, but the result is just the...

13 June 2023 4,131 4 View

Why I have a weight gain (TGA) for Zn4Sb3?

Why on TGA I get a weight gain about 6% analyzing Zn4Sb3? All knowed causes (buoyancy, impurities, calibrations of the instruments) are excluded. From which procent this increase can be seriously...

19 March 2015 1,735 6 View

"A Markov-like Model for Patient Progression"?

A Markov-like Model for Patient Progression" Markov Chain Monte Carlo (MCMC) Markov Chain Monte Carlo (MCMC) is a powerful computational technique used to draw samples from a probability...

05 August 2024 10,079 0 View

How to get solution for house-selling task (or task of selling an asset) with conditions “finite horizon, recall is allowed” ?

House-selling is one of the typical tasks of the Optimal Stopping problems. Offers come in daily for an asset, such as a house, that you wish to sell. Let Xi denote the amount of the offer...

03 February 2024 4,482 4 View

How to solve this error in Mr Bayes?

mcmc ngen=3000000 append=yes Setting number of generations to 3000000 Setting append to yes Running Markov chain MCMC stamp = 0369747344 Seed = 1623279333 Swapseed = 1700407362...

18 November 2023 2,335 0 View

How to establish the MSIH-AR model which is a form of Markov switching autoregressive model using python?

Hello, I'm new in the Markov Switching autoregressive model. I need some help with implementing the MSIH-AR model in Python. This model requires introducing regime state variables into the...

09 November 2023 6,766 3 View

What is the minimum number of C2C12 cells for Western blot?

I would like to observe myosin heavy chain and myosin expressions in C2C12 3D samples. What is the least amount of cells required for Western blot? If I start with 10000 cells, will the results be...

23 October 2023 4,746 0 View

Can we have a continuous Markov Decision Process (infinite states) where actions don't affect the states ?

I'm working on an time-discrete Dec-MDP where my states are defined by a network's topology at each moment t. Basically, the nodes are agents in 3D space and the edges are links between them (if...

04 September 2023 1,199 1 View

How to estimate the uncertainty of RUSLE modeling results by stochastic simulations?

The RUSLE is a purely deterministic model in which the product of physical measures is used to derive the amount of soil loss, a rigorous assessment of uncertainties is not feasible, especially...

04 August 2023 2,005 0 View

How the Hidden Markov Model is used in speech recognition in DSP?

When it comes to speech recognition software like siri, alexa, google translate; we human beings have different accents, slangs when we speak and we also do mispronunciations of words but still...

02 August 2023 5,522 2 View

How to apply Hiddem Markov model for DNA sequence ?

Good morning to all if i have following random DNA sequence then how to find intron and exon manually for Hidden Markov model...

03 June 2023 5,447 2 View

How to transform a statistical Markov transition matrix into a hyper-statistical transition matrix?

An original Markov process is described by a square matrix M (nxn) whose entries M i, j verify the following two conditions: i- All inputs M i,j are real and belong to the closed interval...

21 May 2023 9,185 1 View