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I wrote the following threshold program in Eviews, However I am encountering a problem of discontinuity where the SSR goes to zero in some estimations. Can anyone help? Thanks. Here is the program delete debt pool debt debt.add _ant _bah _dom _gre _guy _jam _stk _stl _stv _sur _tt debt.genr dum?=0 d...

Thanks a million, it worked! The only hitch now is that when the program runs it does not close the window of the individual equations it opens and so the program stops after a while and says "too many windows open". Is there a command I can insert to get it to close the equation window af...

I am using Eviews 7 and trying to estimate a panel threshold regression with the threshold value changing within an interval. So I ran the first equation with the threshold value at z=5 as: equation eq5.LS(?,WGT=CXDIAG,COV=CXWHITE,NODF,UNBALSUR) y y(-1) x1*(z>5) x1*(z<5) x2*(z>5) x2*(z<5) z*(z>5) z*...