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    • Analysis of the forecasting performance of the threshold autoregressive model 

      Vaca González, Paola Andrea
      Abstract: In this investigation, we analyze the forecasting performance of the threshold autoregressive (TAR) model. To this aim, we find the Bayesian predictive distribution from this model, and then, we conduct an ...
      Universidad Nacional de Colombia Sede Bogotá Facultad de Ciencias Departamento de Estadística Estadística.