search

MatthieuStigler / tsDyn

tsDyn
tsdyn.googlecode.com
GNU General Public License v2.0
34 stars 20 forks source link

Number of lags TVAR #20

Closed 1997camilolopez closed 4 years ago

1997camilolopez commented 4 years ago

I was wondering if it would be possible to estimate the TVAR with a different number of lags for each regime.

MatthieuStigler commented 4 years ago

Hi Camilo

Unfortunately, this is not possible for now :-(

Best

1997camilolopez commented 4 years ago

Thanks for the reply