Tsay JASA 1998 Threshold VAR

Use this forum for posting example programs or short bits of sample code.
Post Reply
TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: Tsay JASA 1998 Threshold VAR

Unread post by TomDoan »

It looks like you're conditioning on 50 entries when you only have 55 observations in total. Tsay has 30 years of monthly data.


Last bumped by TomDoan on Tue Jan 30, 2018 3:06 pm.
Top
Post Reply

Return to “Examples and Sample Code”