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- Thu Feb 09, 2017 5:51 am
- Forum: Add-in Support
- Topic: TARCOINT
- Replies: 47
- Views: 97976
Re: TARCOINT
Dear all. I am struggling with Threshold Erorr Correction Model in Eview. My model is delta P1t = a*delta P2t + b*delta P1(t-1) + c*delta P2(t-1) + d*[P1(t-1) - e*P2(t-1) - f] + error term. where a,b,c, d, e, f are diffent in each regimes and definded by P1t - P2t --> threshold variable and tc (tran...