Using the Reversible Jump MCMC Procedure for Identifying and Estimating Univariate TAR Models

Fabio H. Nieto, Hanwen Zhang, Wen Li
  • Communications in Statistics - Simulation and Computation, April 2013, Taylor & Francis
  • DOI: 10.1080/03610918.2012.655827

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http://dx.doi.org/10.1080/03610918.2012.655827