[Gretl-users] Asymmetric Cointegration Test with TAR

Has anyone written a script for doing a "grid research" for determining the threshold value for a TAR to be used as a test of asymmetric cointegration? Enders has something in his RATS programming guide and I was wondering if anyone has written anything for GRETL. Thanks in advance! Tom Thomas W. Volscho Assistant Professor of Sociology Department of Sociology, Anthropology, and Social Work City University of New York-College of Staten Island 2800 Victory Blvd., Bldg. 4S, Room 210 Staten Island, NY 10314 phone: 718-982-3774 email: thomas.volscho(a)csi.cuny.edu web: http://scholar.library.csi.cuny.edu/~volschot Think green before you print this email.