threshold autoregression&In-Reply-To=008c01c85ddd$998ed750$ccac85f0$@com

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threshold autoregression&In-Reply-To=008c01c85ddd$998ed750$ccac85f0$@com

louwsjh
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

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