Hi, is anyone aware of estimation functions for threshold vector error correction / threshold cointegration models? I didn't find anything for R using RSeek or Google.
Thanks a lot for any pointers, Werner __________________________________________________ Do You Yahoo!? hutz gegen Massenmails. http://mail.yahoo.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
