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st: 3-regime Threshold Autoregressive model


From   Yong Yan <[email protected]>
To   [email protected]
Subject   st: 3-regime Threshold Autoregressive model
Date   Sat, 24 Jun 2006 15:07:29 +1000

Dear Stata users,

I am a research student at the University of Tasmania, Australia, and write
to enquire about getting a program used for the calculations of 3-regime
Threshold Autoregressive model (a standard one not symmetric). I will be
very grateful if someone could kindly provide the ado file to help me out.

Thanks in advance.

Best regard,

Yong Yan

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