TAR AND SETAR models

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vahid1985
Posts: 9
Joined: Mon Feb 21, 2011 1:30 pm

TAR AND SETAR models

Postby vahid1985 » Sun Feb 27, 2011 3:13 pm

Can someone explain to me what are TAR and SETAR models and how can i use them in Eviews?
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donihue
Posts: 139
Joined: Wed Oct 07, 2009 8:51 am

Re: TAR AND SETAR models

Postby donihue » Mon Feb 28, 2011 10:13 am

See Ruey Tsay, Analysis of Financial Time Series, 3rd edition, 2010, pp. 179 ff. for a discussion of these models.

Regards
Donihue
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vahid1985
Posts: 9
Joined: Mon Feb 21, 2011 1:30 pm

Re: TAR AND SETAR models

Postby vahid1985 » Mon Feb 28, 2011 12:00 pm

thank you dear Donihue
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donihue
Posts: 139
Joined: Wed Oct 07, 2009 8:51 am

Re: TAR AND SETAR models

Postby donihue » Tue Mar 01, 2011 8:52 am

You may find an example EViews programme written by Trubador under http://forums.eviews.com/viewtopic.php?f=4&t=3712

Regards
Donihue
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vahid1985
Posts: 9
Joined: Mon Feb 21, 2011 1:30 pm

Re: TAR AND SETAR models

Postby vahid1985 » Tue Mar 01, 2011 9:07 am

thank you so much.I appreciate your help
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