Search found 4 matches

by doreenruba
Tue Nov 22, 2016 5:17 am
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 123
Views: 35553

Re: Threshold Structural VAR

Doreenruba, you need to adjust sample size manually. Because the first observation (2000q1) is missing. So change sample 2000q1 2015q4 to 2000q2 2015q4. Thanks. Help so far appreciated. I have run the command thsvar(girf=1, sample="2001q1 2015q4") 2 rgdp @ rgdp pinv agr reer tot using sam...
by doreenruba
Thu Nov 17, 2016 6:40 am
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 123
Views: 35553

Re: Threshold Structural VAR

dakila wrote:Can you run the example program? Could you post the workfile?


Attached. rgdp is the threshold variable. want to run a threshold SVAR.
by doreenruba
Wed Oct 19, 2016 6:40 am
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 123
Views: 35553

Re: Threshold Structural VAR

I've upgraded to 9 but i still get the same message.
by doreenruba
Fri Oct 14, 2016 9:57 am
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 123
Views: 35553

Re: Threshold Structural VAR

Thanks for the add-in. I am trying to estimate a threshold SVAR. I've gone through the process of estimating a SVAR including estimating the coefficients in A and B. Problem is I am stuck thereafter. I keep on getting an error message "na found in matrix". It seems there's something I am n...

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