Search found 4 matches

by Ameer
Sat Jul 11, 2020 5:57 am
Forum: Add-in Support
Topic: Threshold VAR: Number of observations is not valid for vector-series-coefficient
Replies: 1
Views: 498

Threshold VAR: Number of observations is not valid for vector-series-coefficient

Hi everyone I have data of six variables with 176 observations. I want to fit a threshold VAR model to this data using the 'thsvar' add-ins, but I always get this error message when I run the model 175 is not a valid index for vector-series-coefficient D1V. How can I fix this error? Any help is deep...
by Ameer
Wed Oct 30, 2019 7:30 am
Forum: Add-in Support
Topic: Quantile on Quantile regression & VAR for VAR model
Replies: 2
Views: 3600

Re: Quantile on Quantile regression & VAR for VAR model

Dear sir, The paper related to VAR for VaR model can be found in the link below https://www.sciencedirect.com/science/article/pii/S0304407615000287 A Matlab code of the method is posted in this page http://www.simonemanganelli.org/Simone/Research.html Regarding the quantile on quantile regression, t...
by Ameer
Wed Oct 30, 2019 5:41 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 113
Views: 69275

Re: Time varying SVAR

Hi Thanks for your efforts, really appreciate it, but this add-in still incomplete, it only gives the IRFs and their comparison, as well as the figures for the "Posterior mean, 16th and 84th pctiles of the standard deviation of variables' residuals, it does not produce all the results as in Pri...
by Ameer
Sun Jul 07, 2019 3:34 am
Forum: Econometric Discussions
Topic: Confidence intervals of time varying coefficients
Replies: 0
Views: 2352

Confidence intervals of time varying coefficients

Hi everyone I have estimated time-varying coefficient regression model with flexible least squares (FLS) provided by tvpuni adds-in 'simple fixed parameter estimation equation fixed.ls cc cpi li fdi fpi oi 'time varying parameter estimation with flexible least squares fixed.tvpuni(method="1&quo...

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