Bayesian Estimation for Parsimonious Threshold Autoregressive Models in R

BAYSTAR provides Bayesian MCMC methods for iteratively sampling to provide parameter estimates and inference for the two-regime SETAR model. A convenient user interface for importing data from a file or specifying true values for simulated data is easy to apply for analysis. Parameter inferences are summarized to an easily readable format. Simultaneously, the checking of convergence can be done by monitoring the MCMC trace plots and autocorrelograms

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Year of publication:	2009
Authors:	Chen, Cathy W. S.
Other Persons:	Lin, Edward M.H. (contributor) ; Liu, Feng-Chi (contributor) ; Gerlach, Richard H. (contributor)
Publisher:	[2009]: [S.l.] : SSRN
Subject:	Bayes-Statistik \| Bayesian inference \| Schätztheorie \| Estimation theory \| Autokorrelation \| Autocorrelation \| Schätzung \| Estimation

Extent:	1 Online-Ressource (8 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: The Newsletter of the R Project Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 27, 2009 erstellt
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013159447