[R-sig-finance] TAR

[Pfaff, Bernhard]

> Hi,
> I need to make an estimation by using TAR  (Tsay, 1989)Does 
> anyone know how to do it in R?
> Thanks,
> 

Hello Alessandro,

have you considered the approach proposed in
http://fmwww.bc.edu/EC-P/WP325.pdf?

HTH,
Bernhard

>  
> Alessandro de Castro Correa
> 
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> 
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