TAR & Data
Posted: Wed Aug 21, 2013 11:22 pm
Hello
I want to estimate TAR and M-TAR models. I could find my data just from 1986 to 2012 and the annual while my bace paper has used data from 1970 to 2011 and monthly and another paper has used the quarter. So what can I do for my data? Haw many data must I have at least? Do if I change my data to monthly or quarter by EViews is right for me in this sicuation? Also is TAR models econometrics different for monthly and annual data? Pleas help me. Thank you very much.
Bes regards.
Mary
I want to estimate TAR and M-TAR models. I could find my data just from 1986 to 2012 and the annual while my bace paper has used data from 1970 to 2011 and monthly and another paper has used the quarter. So what can I do for my data? Haw many data must I have at least? Do if I change my data to monthly or quarter by EViews is right for me in this sicuation? Also is TAR models econometrics different for monthly and annual data? Pleas help me. Thank you very much.
Bes regards.
Mary