Sunday, April 21, 2019

Threshold, Gaps Not allowed

I am working with threshold regression: I have quarterly data (strongly balanced)
Stock_return=constant+ B interest_rate

I got always an error: gaps not allowed

When I run:
threshold stock_return , threshvar(interest_rate)

I got error:
gaps not allowed

​​​​​​​Any way to deal with this?



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