Eviews code for Panel threshold of Hansen
Posted: Fri Jul 29, 2011 6:40 am
Hi friends,
I need some help with the Eviews codes for the following two papers by Hansen (1999) and Hansen & Seo (2002).
Alternatively, as Hansen has posted codes in Gauss, Matlab and R, is there any way to translate these codes so that Eviews can run them?
I am so sorry if this seems straightforward to some of you. I just need some help on this.
I'm using Eviews 7.2 and below are the papers I refered to above.
Thank so much in advance.
"Threshold effects in non-dynamic panels: Estimation, testing and inference," Journal of Econometrics, (1999), 93, 345-368.
"Testing for two-regime threshold cointegration in vector error correction models," Journal of Econometrics, (2002), 110, 293-318
I need some help with the Eviews codes for the following two papers by Hansen (1999) and Hansen & Seo (2002).
Alternatively, as Hansen has posted codes in Gauss, Matlab and R, is there any way to translate these codes so that Eviews can run them?
I am so sorry if this seems straightforward to some of you. I just need some help on this.
I'm using Eviews 7.2 and below are the papers I refered to above.
Thank so much in advance.
"Threshold effects in non-dynamic panels: Estimation, testing and inference," Journal of Econometrics, (1999), 93, 345-368.
"Testing for two-regime threshold cointegration in vector error correction models," Journal of Econometrics, (2002), 110, 293-318