Tests and Modelling Thresholds for Time Series

Guironnet, Jean-Pascal
June 2005
Historical Social Research;2005, Vol. 30 Issue 2, p329
Academic Journal
The threshold models are a particular type of nonlinear models in time series. The main features of this analysis are limit cycles and jump phenomena. However, the estimation of these models can prove difficult. Consequently, the purpose of this article is to present a simple procedure of modelling, inspired mainly by Tsay's methodology (1989).


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