wolly77 wrote:Hi guys, I have checked the code and this code embodies wrong commands. It gives implausible results. I suggest to use the old version @endersgranger code. I have checked it with other software and it works better.
wolly77 wrote:Thank you Tom. I have seen many papers using Enders-Granger 1998 procedure to run asymmetric cointegrating test. The same procedure is used in Enders book at the page 481. Enders uses the long-run relation residuals to calcualte the threshold using Enders-Granger 1998 approach. Enders-Siklos is different but Enders-Granger is not wrong and can also be used. Could you be so kind to confirm this view? Thank you again.
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