Search found 5 matches
- Mon Nov 24, 2008 11:57 am
- Forum: Estimation
- Topic: threshold VAR
- Replies: 0
- Views: 3211
threshold VAR
Can eviews perform a threshold VAR estimation? Thank you.
- Fri Nov 21, 2008 10:07 pm
- Forum: Estimation
- Topic: Markov switching model
- Replies: 30
- Views: 56048
Re: Markov switching model
I am interested in this topic too. Does anyone know how this can be done?
- Wed Oct 29, 2008 3:50 pm
- Forum: Data Manipulation
- Topic: recode data question
- Replies: 2
- Views: 5827
Re: recode data question
Tks a lot, it works now!!
- Wed Oct 29, 2008 3:18 pm
- Forum: Data Manipulation
- Topic: recode data question
- Replies: 2
- Views: 5827
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...
- Wed Oct 08, 2008 1:23 pm
- Forum: Estimation
- Topic: Mixture of short and long run restrictions in SAVR
- Replies: 0
- Views: 3934
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.
Does anyone know how to set the mixture of short and long run restrictions in SVAR likes the one in Gali (1992)? Thanks.