Search found 3 matches

by ege_man
Wed Dec 06, 2017 8:23 am
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 108
Views: 16721

Re: Threshold Structural VAR

I estimate a threshold VAR model using this addin but I would like to print them into table to see the differences in the upper and lower regimes. But the results are just presented in terms of Figure. Is there command for this?
Thanks for your help
by ege_man
Mon Jul 17, 2017 2:05 pm
Forum: Programming
Topic: time-varying cointegration
Replies: 1
Views: 281

time-varying cointegration

Is there any available code for the following referenced paper?

Park, Joon Y. and Hahn, Sang B., 1999. Cointegrating Regressions With Time Varying Coefficients, Econometric Theory, 15(05), 664-703.
by ege_man
Mon Dec 14, 2015 8:32 am
Forum: Add-in Support
Topic: STAR Package Problem
Replies: 0
Views: 1740

STAR Package Problem

I am using eviews version 9. I tried to install star package to estimate smooth transition regression models. But the package is not loaded even I get the response of "installed or uptdated succesfully" after the installation.
Best Regards

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