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TAR AND SETAR models
Posted: Sun Feb 27, 2011 3:13 pm
by vahid1985
Can someone explain to me what are TAR and SETAR models and how can i use them in Eviews?
Re: TAR AND SETAR models
Posted: Mon Feb 28, 2011 10:13 am
by donihue
See Ruey Tsay, Analysis of Financial Time Series, 3rd edition, 2010, pp. 179 ff. for a discussion of these models.
Regards
Donihue
Re: TAR AND SETAR models
Posted: Mon Feb 28, 2011 12:00 pm
by vahid1985
thank you dear Donihue
Re: TAR AND SETAR models
Posted: Tue Mar 01, 2011 8:52 am
by donihue
You may find an example EViews programme written by Trubador under
http://forums.eviews.com/viewtopic.php?f=4&t=3712
Regards
Donihue
Re: TAR AND SETAR models
Posted: Tue Mar 01, 2011 9:07 am
by vahid1985
thank you so much.I appreciate your help