Dear All,
I run threshold regression for a single country over 1963-2017. My econometric model is based on Hansen (1997)'s Tar.
I got the output table of results. But, I am not able to get the LR test and plot the figure of confidence interval for the threshold.
Please, can anyone help me?
Many thanks in advance.
Hermann
I run threshold regression for a single country over 1963-2017. My econometric model is based on Hansen (1997)'s Tar.
I got the output table of results. But, I am not able to get the LR test and plot the figure of confidence interval for the threshold.
Please, can anyone help me?
Many thanks in advance.
Hermann
