TITLE

Tests and Modelling Thresholds for Time Series

AUTHOR(S)
Guironnet, Jean-Pascal
PUB. DATE
June 2005
SOURCE
Historical Social Research;2005, Vol. 30 Issue 2, p329
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
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).
ACCESSION #
17944395

 

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