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hi everyone, I would like to estimate the following LSTAR model: yt = a0 + a1yt-1 + (b0+b1yt-1) / (1+exp(-gamma*yt-1) + et and my code is: equation eq1.ls y=c(1)+c(2)*y(-1)+(c(3)+c(4)*y(-1))/(1+exp(-c(5)*(y(-1)))) but, by the definition of the LSTAR model, c(5) must be positive. Is there any way to ...

hi everyone I am confused. If I have three variables, two of them are I(1), and the other one is I(0), is it appropriate to use the bulit-in package(Johansen error correction model) to analysis? It sounds strange to use Johansen error correction model to analysis this kind of mixed group, but someon...

I' m using EViews7 now. Before I fill the number of lags in the lag specification column, there is a default value in that column. And when the sample is large, the default value will be large, such as 8. When the sample is small, the default value will be small, such as 3. I'm wondering that how EV...

I'm not sure what Gareth mean. If I estimate the weighting matrix by HAC to adjust the hetero and autocorrelation problem, then use the HAC to estimate the covariance matrix is still meaningful? I mean that, when I estimate the wieghting matirx, the hetero and autocorrelation problem should have bee...