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Dear all
Is everyone know that the building-in Threshold Regression in Eviews 9.5 can fit a structural model in time series framework or not. Eg my model is growth =f(FDI, trade, XXX,XXX). [not in autoregressive form!!!!]
The example in the eviews guideline chapter 33 utilises example of TAR or SETAR model. It makes me confused whether TR estimation can be fitted in a structural model (time series data, not the panel data. I know STATA matlab can do panel threshold well)
Thanks guys, any hits would be highly appreciated.
Regards
Ethan

Any help, please.......
Regards
Ethan

Yes, of course you can fit a structural model. EViews will use whatever variable you enter as the threshold variable. If you believe or would like to test if "Z" is causing the regime switching then EViews will happily estimate the specification using the series Z as the threshold variable.

Thanks for your information. Much appreciated.
Regards
Ethan