BAYSTAR - On Bayesian Analysis of Threshold Autoregressive Models
Fit two-regime threshold autoregressive (TAR) models by Markov chain Monte Carlo methods.
Last updated 3 years ago
1.30 score 2 stars 4 scripts 434 downloadsFit two-regime threshold autoregressive (TAR) models by Markov chain Monte Carlo methods.
Last updated 3 years ago
1.30 score 2 stars 4 scripts 434 downloads