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by jerrychang
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...
by jerrychang
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...

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