Asymmetric IRF
Posted: 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
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