Search found 4 matches
- Tue Nov 22, 2016 5:17 am
- Forum: Add-in Support
- Topic: Threshold Structural VAR
- Replies: 127
- Views: 298868
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...
- Thu Nov 17, 2016 6:40 am
- Forum: Add-in Support
- Topic: Threshold Structural VAR
- Replies: 127
- Views: 298868
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.
- Wed Oct 19, 2016 6:40 am
- Forum: Add-in Support
- Topic: Threshold Structural VAR
- Replies: 127
- Views: 298868
Re: Threshold Structural VAR
I've upgraded to 9 but i still get the same message.
- Fri Oct 14, 2016 9:57 am
- Forum: Add-in Support
- Topic: Threshold Structural VAR
- Replies: 127
- Views: 298868
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...