[R-SIG-Finance] threshold autoregression&In-Reply-To=008c01c85ddd$998ed750$ccac85f0$@com

[Faan Louw]

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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