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Threshold cointegration
Posted: Tue Apr 15, 2014 1:09 am
by resbaby
Hi i am using Eviews 8 and i was wondering if someone could tell me how to do a threshold cointegration analysis ?
Re: Threshold cointegration
Posted: Tue Apr 15, 2014 9:14 am
by EViews Gareth
It isn't a build in procedure.
Re: Threshold cointegration
Posted: Wed Apr 16, 2014 2:26 am
by resbaby
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