Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5095769 | Journal of Econometrics | 2015 | 7 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Howell Tong,