Threshold models in time series analysis—Some reflections

A-Tier
Journal: Journal of Econometrics
Year: 2015
Volume: 189
Issue: 2
Pages: 485-491

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:eee:econom:v:189:y:2015:i:2:p:485-491
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-29