GIRFs

[ecrgap]

Dear all

I am trying to compute the nonlinear impulse response functions in a multivarite smooth transition autoregressive model. I have troubles with the code. If someone could help me I would be gratefull.

Thank you very much.

[TomDoan]

Take a look at:

http://www.estima.com/forum/viewtopic.php?f=5&t=291

The process for a multivariate model is pretty much the same.

[ecrgap]

Thank you very much indeed.

K