[R] SETAR Estimation

ekhous@po-box.mcgill.ca ekhous at po-box.mcgill.ca
Tue Jul 26 17:34:53 CEST 2005

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,


McGill University
Department of Economics

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