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Yes, simrep option allows to select the number of replications for Hansen's test. However the recursive iterations is different animal. The thsvar add-in estimates Threshold SVAR model recursively for the every threshold value. That's is why you performs 71 recursive estimations.

Threshold SVAR model itself is trying to capture the nonlinearities or structural break. It is one type of regime switching model.

you can download it from http://www.eviews.com/Addins/addins.shtml or go Eviews Add-ins menu then Download Add-ins.
Theoretically VECM sounds nice. However in practice it does not work in my opinion. If you care about the long run relationship then you can use Threshold SVAR model in levels.

Hi! I have a question regarding the selection of the moving average order and the delay parameter. What is the best way to select this options? For example, if using a moving average order of 2 I obtain a lower value for the logdet(sigma) when using ma=3, does this means that I should select the ma...

HELLO, One last question is the endogenous variables that I am using are non-stationary in levels and hence I do first difference to get stationary series.However,when I try Johannesn co-integration test in levels,I found that they are co-integrated. My question is the following: is it appropriate ...

I am not sure when it will released. By the way you can manually calculate the multiplier. If you roll the mouse on the line of IRF, it will display the numbers you need.

Did you read the instruction which is located in the thsvar add-in folder? 1. You can’t add exogenous variable such as time trend. Constant is included in the model. You do not need to include it manually. 2. You can’t get GIRF in table form. It is not allowed. I will try to include this option in t...

0.05%

Please delete your thread and ask your question in Threshold Structural VAR thread.

No

Hi Justin, I understood that you are trying to explain the return(R_t) not the price (p_t). You can manually multiply 0.02 by 100. But more convenient way to do this is to define R_t = (ln(p_t)-ln(p_{t-1}))*100 before the estimation of VAR model . Interpretation: a one unit sd shock leads to a 100 *...

Sorry, It is compatible with the version 9.

the 6 months from 1919m1 to 1919m6

Go to Add-in menu then Download add-ins.

Try the Roll add-in.