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by OlleWar
Wed May 10, 2017 8:57 am
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 127
Views: 383951

Re: Threshold Structural VAR

Hello fellow eviewers, this is my first forum post! I seek some help regarding model selection in the thsVAR-case. Since eviews returns both outputs for the upper and the lower regime, I can't wrap my head around how to compare different model specifications with the usual information criterias. Sin...

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