Bayesian estimation for parsimonious threshold autoregressive models in R

“Bayesian estimation for parsimonious threshold autoregressive models in R” published in R News.

Published

April 30, 2008

Citation

Chen, et al., 2008

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    Citation

    For attribution, please cite this work as

    Chen, et al., "The R Journal: Bayesian estimation for parsimonious threshold autoregressive models in R", R News, 2008

    BibTeX citation

    @article{RN-2008-005,
      author = {Chen, Cathy W. S. and Lin, Edward M. H. and Liu, F. C. and Gerlach, Richard},
      title = {The R Journal: Bayesian estimation for parsimonious threshold autoregressive models in R},
      journal = {R News},
      year = {2008},
      note = {https://journal.r-project.org/articles/RN-2008-005/},
      volume = {8},
      issue = {1},
      issn = {1609-3631},
      pages = {26-33}
    }