Asymmetric IRF

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anto2209
Posts: 15
Joined: Fri Mar 04, 2016 8:49 am

Asymmetric IRF

Postby anto2209 » Tue Apr 26, 2016 3:23 am

Dear all,

I just wanted to ask if there is a code available somewhere for computing asymmetric impulse response functions in Eviews.

As it is possible to estimate threshold cointegration models it would be of great help.

Thanks,

bests

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