Search found 2 matches
- Wed Mar 15, 2017 2:47 am
- Forum: Examples and Sample Code
- Topic: Balke(2000) Threshold VAR
- Replies: 98
- Views: 188019
Re: Balke(2000) Threshold VAR
Thank you for your advice. This was actually the Code that I intended to send. I wasn't aware of the first issue you mentioned. Regarding the second issue I thought I corrected it already, thank you. I reviewed the Code that I attached to this post and now it should be correct. As I mentioned before...
- Tue Mar 14, 2017 12:55 pm
- Forum: Examples and Sample Code
- Topic: Balke(2000) Threshold VAR
- Replies: 98
- Views: 188019
Re: Balke(2000) Threshold VAR
Dear Mr. Doan, I am working on a TVAR with 2 regimes and 4 variables: GDP, Consumer Prices, interest rates and uncertainty. I didnt change the code much. For the lower regime (upper=0) I receive reasonable results. However, once I switch to the upper regime (upper=1), I receive the following error m...