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- Sun Jan 04, 2015 2:44 am
- Forum: Estimation
- Topic: TAR model & asymmetric ECM
- Replies: 14
- Views: 20539
Re: TAR model & asymmetric ECM
Hello I want to estimate TAR & M-TAR model and do asymmetric ECM. I have added tarcoint in my EViews. But I don't know how I must do the TAR, M-TAR and asymmetric ECM by tarcoint. What must I write as endogenous and exgenous variables? And what steps must I do for doing esymmetric ECM? and the o...