Hi Tom.
Thanks once again. I am a bit confused from your response. Is there a procedure in RATS tvar_test.rpf which does the simulation of the critical values? I could not find it. I can find for a single equation case. Please advice.
Thanks
Haydory Akbar Ahmed
Search found 2 matches
- Sun Feb 07, 2016 7:12 pm
- Forum: Examples and Sample Code
- Topic: Balke(2000) Threshold VAR
- Replies: 98
- Views: 191543
- Thu Feb 04, 2016 2:48 pm
- Forum: Examples and Sample Code
- Topic: Balke(2000) Threshold VAR
- Replies: 98
- Views: 191543
Re: Balke(2000) Threshold VAR
Hi Tom. I have used the RATS code you created for the following paper "Credit and Economic Activity: Credit Regimes and Nonlinear Propagation of Shocks," Review of Economics and Statistics, vol 82, 344-349 for my research. Thank you so much. I have been trying to find the critical values f...