### Re: Threshold Structural VAR

Posted:

**Sun Aug 20, 2017 12:47 am**Hi,

Here is my work file and I think based on the formula, the following is the result.Is that right,please?

The endogenous variables are: dgdp,dspending,dtax and the threshold variable and response variable is dgdp and the lag length for the VAR is 2.

Degrees of freedom=N-1.

b = 0.15*(2014q2-1960q1+1)+3-217

= 0.15*(218+1)+3-217

=-181.15

Best.

Here is my work file and I think based on the formula, the following is the result.Is that right,please?

The endogenous variables are: dgdp,dspending,dtax and the threshold variable and response variable is dgdp and the lag length for the VAR is 2.

Degrees of freedom=N-1.

b = 0.15*(2014q2-1960q1+1)+3-217

= 0.15*(218+1)+3-217

=-181.15

Best.