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matlab or Octave program for threshold model
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From: |
hassen62 |
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Subject: |
matlab or Octave program for threshold model |
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Date: |
Thu, 11 Jun 2009 02:36:05 +0200 (CEST) |
Hi friends,
I would like to ask you is there any Matlab or Octave program for econometric
threshold models("self exciting threshold autoregressive model" SETAR or
"smooth transition autoregressive model" STAR). Many thanks in advance.
Hassen.
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