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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...

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.

I've upgraded to 9 but i still get the same message.

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...