Markov switching estimation results t-statistic

I did a Markov Switching VAR estimation and receive two submodels, however, I cannot use the standard summarize command to display standard errors, test statistic and p-values. How can I receive the standard errors of my estimated coefficients for both submodels?
Thanks!

Answers (0)

Asked:

on 30 Apr 2020

Edited:

on 30 Apr 2020

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