A Bayesian analysis of generalized threshold autoregressive models

Statistics and Probability Letters

Volumn 40, Issue 1, 1998, Pages 15-22

  Chen, Cathy W S ^a  

^a FENG CHIA UNIVERSITY   (Taiwan)

Author keywords

Generalized TAR models; Gibbs sampler; MCMC method; Metropolis algorithm

Indexed keywords

EID: 0032162261     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(98)00077-7     Document Type: Article

References (18)

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