[R] SETAR Estimation

[ekhous@po-box.mcgill.ca]

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,
Sincerely,

Evgueni

McGill University
Department of Economics