Matthiew, I am a lecturer in economics at the North est University, South Africa. I read with great interest about your work on threshold cointehration and the indication that you may have a piece of software in R that will allow one to do a threshold cointegration. Was my understanding correct? If so, could you please share your R threshold cointegration stuff mith me. Regards Faan Louw -------------- next part -------------- An HTML attachment was scrubbed... URL: <https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20080326/c5b66cc3/attachment.html>
threshold autoregression&In-Reply-To=008c01c85ddd$998ed750$ccac85f0$@com
1 message · Faan Louw