GIRF for a TVAR with external threshold

[Yasmine Bedoui]

Hello 

I encountered two issues while estimating a TVAR model that includes an external threshold variable. The first problem is that the TVAR.LRtest function is only working for "1vs" but not for "2vs3". The second issue is that the GIRF function is not working and gives an error message "Error: Simulations of models with external transition variables (argument thVar in TVAR) not supported"

Thanks,

Yas

[Matthieu S]

Hi

The second message is simply telling you that this is not supported.

For the first error, can you please produce a minimal self-reproducible example, and post it on the Github issue page?

Thanks

--
You received this message because you are subscribed to the Google Groups "tsdyn" group.
To unsubscribe from this group and stop receiving emails from it, send an email to tsdyn+un...@googlegroups.com.
To view this discussion on the web visit https://groups.google.com/d/msgid/tsdyn/d577e404-2244-4572-8cd1-c0ebe0be3f7cn%40googlegroups.com.