Browsing Book Chapters by Author "Geweke, John"

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Browsing Book Chapters by Author "Geweke, John"

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  • Geweke, John (World Scientific, 2009)
    This discussion revisits Tong and Lim's seminal 1980 paper on the SETAR model in the context of advances in computation since that time. Using the Canadian lynx data set from that paper, it compares exact maximum likelihood ...