Search found 2 matches

by student
Thu Feb 24, 2011 11:02 am
Forum: Estimation
Topic: Threshold AR Models
Replies: 15
Views: 36369

Re: Threshold AR Models

Thank you once again for your help. Could you please tell me how to expand above logl model to two variable case? I have tried two include it in a following way: lstar.append yf = alpha(1) + alpha(2)*y(-1) + (beta(1) + beta(2)*y(-1))/(1+exp(-theta(1)*(x(-1)-theta(2)))) but it does not work as it sta...
by student
Mon Feb 21, 2011 10:48 am
Forum: Estimation
Topic: Threshold AR Models
Replies: 15
Views: 36369

Re: Threshold AR Models

Hello, Thank you very much for your answer I dound it really useful, although not everything is clear for me, can I use nls to estimate unemployment rate as a dependant and gdp as a independent variable? Also what c(1), c(2) ..., c(6) stands for? I am a new user of eviews and also new to STAR models...

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