Search found 3 matches

by irfan alam
Mon Nov 20, 2017 12:46 am
Forum: Estimation
Topic: Threshold AR Models
Replies: 15
Views: 19604

Re: Threshold AR Models

I need your guidance regarding Threshold autoregressive model in eview. My course of research is dependent variable "Real effective exchange rate"and follow a list of independent variables such as "Debt to Gdp, Nfa etc. and my data consist of 8 countries during the period of 2001 to 2...
by irfan alam
Sun Oct 29, 2017 12:48 am
Forum: Econometric Discussions
Topic: Threshold autoregressive model or Markov Switching model
Replies: 0
Views: 251

Threshold autoregressive model or Markov Switching model

Please guide me this,
what is main difference between threshold auto regressive model and Markov switching model?
what kind of model is best fit to estimate real effective exchange rate?
and why?
by irfan alam
Sun Oct 29, 2017 12:44 am
Forum: Econometric Discussions
Topic: Threshold Model
Replies: 0
Views: 226

Threshold Model

i am doing research work of debt threshold on Real effective exchange rate of 8 developing countries during the period of 16 years, panel data. Please guide me this what kind of model in it will apply both linear and non linear.
Real effective exchange rate is dependent variable.

Go to advanced search