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Threshold models in time series analysis—Some reflections

Author:
Tong, Howell
Source:
Journal of econometrics 2015 v.189 no.2 pp. 485-491
ISSN:
0304-4076
Subject:
econometric models, economic analysis, economic theory, threshold models, time series analysis
Abstract:
In this paper, I reflect on the developments of the threshold model in time series analysis since its birth in 1978, with particular reference to econometrics.
Agid:
6027923