Dear Ox-users;
I am interested in estimating a Logistic Smooth Transition Autoregressive(LSTAR) model and get an estimate of a threshold value for a varible.
I don't know whether there exists an Ox package that can do this. If anybody knows, could you please send me the tutorial of the package?
Thanks in advance...
Neslihan KAYA.
Research Department
Central Bank of Turkey
P.S. I would also be interested in a code that I can modify and run via OxRun...
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