Re: [Gretl-users] Threshold regressions in Practice files
On Wed, 9 May 2012, Anutechia Asongu wrote:
Could anyone gist me on where I could find examples of 'threshold
regressions' in Gretl, Greene or Ramanathan practice files?
There are no such examples in the practice files. However, there are
examples of use of the mle command in the Gretl User's Guide and I
presume that use of mle would be the preferred way of estimating a
threshold model. You just need the loglikelihood function for the
model you want to estimate.
Allin Cottrell