SOME REGIME-SWITCHING MODELS FOR ECONOMIC TIME SERIES: A COMPARATIVE STUDY
Author:
Publisher
Anadolu Universitesi Bilim ve Teknoloji Dergisi-A: Uygulamali Bilimler ve Muhendislik
Subject
General Medicine
Reference28 articles.
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2. Tong, H. On a Threshold Model. In: Chen C, editor. Pattern Recognition and Signal Processing. Amsterdam, Sijthoff & Noordhoff, 1978, 575-586.
3. Terasvirta T, Anderson H. Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models. J Appl Econom 1992; 7: 119-136.
4. Hamilton JD. A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle. Econometrica 1989; 57: 357-384.
5. Tong H, Lim KS. Threshold Autoregression, Limit Cycles and Cyclical Data. J R Stat Soc 1980; 42: 245-292.
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