Thank you for your response.
I guess my question is right in between. How do you program a simple Smooth Transition Autoregressive Model in the LogL framework of Eviews?
Search found 2 matches
- Mon Oct 18, 2010 12:24 pm
- Forum: Estimation
- Topic: STAR
- Replies: 3
- Views: 4524
- Wed Oct 06, 2010 12:46 pm
- Forum: Estimation
- Topic: STAR
- Replies: 3
- Views: 4524
STAR
Hello, what is the best (easiest) way of performing a siple estimation of a Smooth Transition Threshold Autoregression (STAR) model?
My model is very simple, I have a time seires that is regressed onto one specific lag.
My model is very simple, I have a time seires that is regressed onto one specific lag.