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- Sun Aug 27, 2017 6:59 am
- Forum: Estimation
- Topic: Smooth Transition Regression - transition with time
- Replies: 9
- Views: 10019
Re: Smooth Transition Regression - transition with time
Hi, I am an Eviews user for many years but only for basics. Now I want to estimate following equations: Logistic smooth transition regression model: Y(t)= b(0) + b(1)Y(t-1) + b(2)X(1t) + b(3)X(2t) + b(4)X(3t) + θ(b(0) + b(1)Y(t-1) + b(2)X(1t) + b(3)X(2t) + b(4)X(3t)) + ε(t) (1) Θ = {1 + exp[-γ(Y(t-1...