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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...

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...

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...

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...