Search found 2 matches

by jaekwan7337
Mon Mar 12, 2012 12:06 am
Forum: Add-in Support
Topic: ExpSmooth (Exponential Smoothing - requires R)
Replies: 10
Views: 13892

Re: ExpSmooth (Exponential Smoothing - requires R)

Hi, I am currently using Exponential Smooth Transition model to test a existence of bubble. It is nonlinear model, and I read one of your comments here that this add in will be allow me to get more accurate estimate for the coefficient, as I dont know how to do grid search from eviews. the model is ...
by jaekwan7337
Tue Feb 14, 2012 10:34 am
Forum: Estimation
Topic: ESTR model
Replies: 0
Views: 743

ESTR model

I am currently using ESTR model to estimiate a bubble in the housing market in the UK. The model is DPG=C(1)*PG_1-C(1)*PG_1*EXP(-C(2)*PG_1^2)+e where PG = price-income ratio, DPG = change in price-income ratio, PG_1 = lag one of price-income ratio, PG_1^2 = square of lag one of price-income ratio. T...

Go to advanced search