Search found 2 matches
- Mon Mar 12, 2012 12:06 am
- Forum: Add-in Support
- Topic: ExpSmooth (Exponential Smoothing - requires R)
- Replies: 10
- Views: 24943
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 ...
- Tue Feb 14, 2012 10:34 am
- Forum: Estimation
- Topic: ESTR model
- Replies: 0
- Views: 1899
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...