[R-SIG-Finance] Estar Models

Eric Zivot ezivot at uw.edu
Sun Jul 31 17:27:18 CEST 2016


Look at the twinkle package from Alexios Ghalanos

Sent from my iPhone

> On Jul 31, 2016, at 3:38 AM, George Matysiak <gmatysiak at gmail.com> wrote:
> 
> Having looked through the documenation of the tsDyn package, I see that
> LSTAR models can be estimated but there is no reference to ESTAR models.
> I'd be grateful if someone could confirm where ESTAR models could be
> estimated, thanks.
> 
> 
> 
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