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- 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...
