Hi!
How do I modify threshold value in such a way that lower regime is recession and upper for growth?
Also, what should be the p values of sup, avg and exp wald?
Thank you!
Search found 1 match
- Wed Apr 11, 2018 11:05 am
- Forum: Add-in Support
- Topic: Threshold Structural VAR
- Replies: 127
- Views: 298382