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- Wed Mar 12, 2014 12:50 pm
- Forum: Estimation
- Topic: TAR model & asymmetric ECM
- Replies: 14
- Views: 20540
Re: TAR model & asymmetric ECM
I'm a student and a new users of Eviews. I want to test TAR and MTAR model to test cointegrate between goldprice( ln goldprice) and CPI ( ln CPI) . I've read the paper of Enders and Siklos and have done as the instruction . However, I have 2 question is that. 1. Endogenous I must fill is series ln g...