ESTAR

Discussion of models with structural breaks or endogenous switching.

ESTAR

Postby ef08kp » Sun Jul 26, 2009 6:30 am

COULD SOMEBODY HELP ME BY PROVIDING CODE FOR ESTAR MODELS
ef08kp
 
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Re: ESTAR

Postby TomDoan » Sun Jul 26, 2009 8:56 am

Check out

http://www.estima.com/newslett/July2005RATSLetter.pdf

The Terasvirta examples are on the distribution CD's and on the web.

BTW: Please don't post a message in all caps.
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