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[R] SETAR Estimation

ekhous

2005-07-26

Replies:

Dear R-helpers,

I was wondering if anyone has or knows someone who might have an implementation
of algorithm for estimating SETAR models including the lag-order. For some
reason my code gives me a bit wrong results. I am fighting with it for a week
and cannot bring it down.
Thanks a million in advance,
Sincerely,

Evgueni

McGill University
Department of Economics

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