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st: regime switching regression
I am working on switching regression models using
stata and I'm not too clear as to how to interprete
the output, especially the table of probabilities of
belonging to the first regime.
Also, how do I determine if indeed there exists two
regimes.Are there any tests I need to perform or it
comes straight from the regressions.
I am at my wits end.
Please save my day. Many thanks.
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