threshold-ARDL model
Posted: Sat Mar 09, 2019 5:04 am
Dear Tom and all the users;
I am looking for a threshold-ARDL model code written in RATS to estimate the models in Asymmetric oil product pricing in India: Evidence from a multiple threshold nonlinear ARDL model (https://www.sciencedirect.com/science/a ... 9316302255) and The Asymmetric ARDL Model with Multiple Unknown Threshold Decompositions: An Application to the Phillips Curve in Canada (http://www.greenwoodeconomics.com/(MG2)IMK_multi.pdf).
Regards;
I am looking for a threshold-ARDL model code written in RATS to estimate the models in Asymmetric oil product pricing in India: Evidence from a multiple threshold nonlinear ARDL model (https://www.sciencedirect.com/science/a ... 9316302255) and The Asymmetric ARDL Model with Multiple Unknown Threshold Decompositions: An Application to the Phillips Curve in Canada (http://www.greenwoodeconomics.com/(MG2)IMK_multi.pdf).
Regards;