Nonlinear auto regressive model

[mohsin]

how to estimate the following nonlinear autoregressive model in eviews?

y(t) = [c0 +B1y(t-1)]+[c1 + b2 y(t-1)]*m(t) + e(t) (model 1 in base paper)

where m(t) is a dummy variable.
m=1 if y(t-1) > 0
b1 and b2 are coefficients.

the base paper is also attached.

Thank you.

[startz]

This appears to be a standard regression, written using an explicit equation. Have you looked at "ls" in the help system?