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Re: Threshold Structural VAR

Posted: Wed Dec 06, 2017 8:23 am
by ege_man
Dear
I estimate a threshold VAR model using this addin but I would like to print them into table to see the differences in the upper and lower regimes. But the results are just presented in terms of Figure. Is there command for this?
Thanks for your help

Re: Threshold Structural VAR

Posted: Wed Dec 06, 2017 4:17 pm
by dakila
Not yet.

Re: Threshold Structural VAR

Posted: Mon Dec 11, 2017 1:34 am
by bizhenyu1234
Dear,

Thanks for the useful add-in. Anyway, I have problem when running the threshold VAR. I got the error message "68 is not a valid index for vector-series-coefficient D1V". May I know how to solve this problem? I have 69 observations.

Thank you!

Re: Threshold Structural VAR

Posted: Tue Dec 12, 2017 5:34 pm
by dakila
If you have missing observations then adjust the sample size.