regime probabilities of MS-BVAR
Posted: Wed Aug 19, 2015 6:03 am
Hi, anyone know how to recover the regime probabilities after the MSBVAR estimation? Where is the data stored?
In particular, I would like to recover the data used in the figure output of the ms_compute_probabilities commend.
Many thank's
In particular, I would like to recover the data used in the figure output of the ms_compute_probabilities commend.
Many thank's