Multivariate Self-Exciting Threshold Autoregressive Modeling by Genetic Algorithms
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References listed on IDEAS
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- Frauke Schleer, 2015. "Finding Starting-Values for the Estimation of Vector STAR Models," Econometrics, MDPI, Open Access Journal, vol. 3(1), pages 1-26, January.
More about this item
KeywordsGenetic algorithms; Monte Carlo simulation; Multivariate self-exciting threshold autoregression;
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