Nonlinear Adjustment for the Integration between Internation, Econometrics

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Hi,
I''m a PhD student in empirical finance
I’m trying to conduct bivariate nonlinear conintegration tests using threshold Vector Error Correction (TVEC) methodology (Hansen and Seo, 2002). I have a matlab coding written by these professors, which will need some modifications or ssimplifications. I''m inexperience in using Matlab. Do you someone who can help me?

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