Search found 5 matches

by megan
Mon Nov 24, 2008 11:57 am
Forum: Estimation
Topic: threshold VAR
Replies: 0
Views: 1794

threshold VAR

Can eviews perform a threshold VAR estimation? Thank you.
by megan
Fri Nov 21, 2008 10:07 pm
Forum: Estimation
Topic: Markov switching model
Replies: 30
Views: 35392

Re: Markov switching model

I am interested in this topic too. Does anyone know how this can be done?
by megan
Wed Oct 29, 2008 3:50 pm
Forum: Data Manipulation
Topic: recode data question
Replies: 2
Views: 2817

Re: recode data question

Tks a lot, it works now!!
by megan
Wed Oct 29, 2008 3:18 pm
Forum: Data Manipulation
Topic: recode data question
Replies: 2
Views: 2817

recode data question

Hello, Can anyone help me with this? I want to separate a series into two classes: large and small. The raw data X run from -3 to 1. If a number is between -0.14 to 0.14, it is considered small, otherwise large. I wrote series large=recode( X>0.14 or X<-0.14,X,0) series small=recode(-0.14<X<0.14,X,0...
by megan
Wed Oct 08, 2008 1:23 pm
Forum: Estimation
Topic: Mixture of short and long run restrictions in SAVR
Replies: 0
Views: 1817

Mixture of short and long run restrictions in SAVR

Hi there,

Does anyone know how to set the mixture of short and long run restrictions in SVAR likes the one in Gali (1992)? Thanks.

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