Regime switching estimation on Two-regime Gaussian VAR(1) (Synthetic)
1,738Log-LikelihoodSP-RKHS
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| SP-RKHSKernel=squared-exponential2026.04 | 1,738 | 82.9 | 3.3 | |
| SP-SplineBasis=cubic B-spline, M=152026.04 | 1,761 | 81.2 | 3.1 | |
| MS-VAR-probitTransition type=probit link2026.04 | 1,839 | 74.6 | 5 | |
| MS-VAR-logitTransition type=logistic2026.04 | 1,843 | 74.1 | 5.2 |