Bayesian estimation for parsimonious threshold autoregressive models in R

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


Published

May 1, 2008

Citation

Chen, et al., 2008


Footnotes

    Reuse

    Text and figures are licensed under Creative Commons Attribution CC BY 4.0. The figures that have been reused from other sources don't fall under this license and can be recognized by a note in their caption: "Figure from ...".

    Citation

    For attribution, please cite this work as

    Chen, et al., "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 = {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}
    }