The Asymmetric Effects of Uncertainty on Macroeconomic Activ

Discussion of models with structural breaks or endogenous switching.
wert12
Posts: 10
Joined: Thu Nov 15, 2018 2:47 am

The Asymmetric Effects of Uncertainty on Macroeconomic Activ

Unread post by wert12 »

Dear Tom;

I replicate the code related to The Asymmetric Effects of Uncertainty on Macroeconomic Activity- http://www.time-series.net/time-series_papers -.
When I implement the Code(Table 1), I got the warning "## CP18. BIC is not the Name of a PROCEDURE. (Did you forget to SOURCE?)". Has the name of the procedure chnaged? How can I solve it?
TomDoan
Posts: 7776
Joined: Wed Nov 01, 2006 4:36 pm

Re: The Asymmetric Effects of Uncertainty on Macroeconomic A

Unread post by TomDoan »

It looks like that's a procedure for computing the BIC. Just use @REGCRITS instead (it computes several other criterion in addition to BIC/SBC).
wert12
Posts: 10
Joined: Thu Nov 15, 2018 2:47 am

Re: The Asymmetric Effects of Uncertainty on Macroeconomic A

Unread post by wert12 »

Thank you very much, Tom. This time I used @REGCRITS and the code worked :D . It also requieres reset.src that can be downloadable from https://estima.com/procs_perl/mainproclistwrapper.shtml.
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