Search found 2 matches
- Fri Oct 13, 2017 8:00 am
- Forum: Estimation
- Topic: Threshold regression cross sample equality test
- Replies: 0
- Views: 2390
Threshold regression cross sample equality test
Dear Sir/Madam I have a question regarding the estimation of the threshold regression model (TAR) in eviews. I am estimating a threshold model with three regimes and two thresholds. According to theories, I am supposed to get three regimes, and the test also suggests so. Thus, everything went as pla...
- Tue Jun 16, 2015 1:01 am
- Forum: Estimation
- Topic: regime switching models
- Replies: 1
- Views: 2269
regime switching models
Hi everyone I am really new to regime switching model, and I am trying to estimate a three state regime switching model by using eviews. And I have read the menu multiple times. But, I have a very,very basic question. When we estimate a three regime model using eviews, how can we know which regime i...
