[R-SIG-Finance] Estar Models

[George Matysiak]

Many thanks for your prompt reply. I have looked at the *Twinkle* package
and it also does not seem to estimate ESTAR models. It seems that I will
need to write a routine in R if there's not one available.

*"In God we trust, all others bring data."*

On 31 July 2016 at 16:27, Eric Zivot <ezivot at uw.edu> wrote:

> 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.
> >
> >
> >
> > *Contact number +48 781 415 432**"In God we trust, all others bring
> data."*
> >
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