Markov Switching Regression

[ABDUR REHMAN]

Hi,
Can any one guide on Markov Switching Models in Stata.Should the dependent Variable be the one that is subject to regime switching.How to place the variables in MS modelling.
Thanks

[Phil Bromiley]

You didn't get a quick answer. You'll increase your chances of a quick answer if you follow the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data using dataex.

Have you even looked in the documentation? Have you googled this? Entering findit markov switching at the command line of Stata 15 brings up mswitch - markov switching models which is a Stata routine in Stata 15.

Read the documentation. After you've read the documentation and tried out specifying and running the model in the editor and using the interactive interface to specify the model, if you still don't see what to do, post a new question following the FAQ.