Threshold cointegration

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resbaby
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Joined: Tue Apr 15, 2014 1:04 am

Threshold cointegration

Postby resbaby » Tue Apr 15, 2014 1:09 am

Hi i am using Eviews 8 and i was wondering if someone could tell me how to do a threshold cointegration analysis ?
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Threshold cointegration

Postby EViews Gareth » Tue Apr 15, 2014 9:14 am

It isn't a build in procedure.
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resbaby
Posts: 5
Joined: Tue Apr 15, 2014 1:04 am

Re: Threshold cointegration

Postby resbaby » Wed Apr 16, 2014 2:26 am

thank you for the reply but how am i gonna analyse threshold cointegration to check if a set of markets have a non linear cointegration
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