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January 1, 2011Statistics and Its InterfaceOpen Access

Threshold autoregression in economics

Bruce E. Hansen

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Abstract

The impact of Howell Tong's threshold autoregressive (TAR) model in the fields of econometrics and economics is documented by a review of the enormous literature.

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Bruce E. Hansen (2011) studied this question.

synapsesocial.com/papers/6a157b4eb2e0231f15828d6d https://doi.org/10.4310/sii.2011.v4.n2.a4

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