ESTAR

Discussion of models with structural breaks or endogenous switching.
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ef08kp
Posts: 11
Joined: Fri Jul 24, 2009 6:08 am

ESTAR

Unread post by ef08kp »

COULD SOMEBODY HELP ME BY PROVIDING CODE FOR ESTAR MODELS
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TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: ESTAR

Unread post by TomDoan »

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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