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by yamakashici
Sun Feb 05, 2012 8:33 am
Forum: Estimation
Topic: Urgent help please: Smooth Transition VAR...
Replies: 1
Views: 4571

Urgent help please: Smooth Transition VAR...

I am using EViews 7. I am trying to estimate a smooth transition model (STVAR or STAR) proposed by Auerbach & Gorodnichenko that is: http://i41.tinypic.com/34rsv0z.png Where X is a three dimensional vector including G (government spending), T(taxes) and Y(gdp, output). Pi_r and Pi_e are multipli...

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