Search found 2 matches

by RonBacardi
Fri Sep 19, 2014 12:20 pm
Forum: CATS Questions
Topic: Smooth Transition Regressions in CATS
Replies: 5
Views: 50241

Re: Smooth Transition Regressions in CATS

Ok thank you for the information.
by RonBacardi
Wed Sep 17, 2014 2:18 pm
Forum: CATS Questions
Topic: Smooth Transition Regressions in CATS
Replies: 5
Views: 50241

Re: Smooth Transition Regressions in CATS

Hi, I am using the code in the users guide to perform STAR models in RATS. I use as my transition variable the first lag of the dependent variable and I also include in the model an exogenous variable. My question is when I add a second exogenous variable I obtain different values for gamma and c fr...