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Journal of Business & Economic Statistics Volume 35, 2017 - Issue 2: Regime Switching and Threshold Models

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Introductions

Guest Editors’ Introduction: Regime Switching and Threshold Models

Kung-Sik ChanDepartment of Statistics and Actuarial Science, The University of Iowa, Iowa City, IA52242 ([email protected])

Bruce E. HansenDepartment of Economics, University of Wisconsin, Madison, WI53706 ([email protected])

Allan TimmermannUCSD, CEPR, and CREATES, University of California, San Diego, La Jolla, CA92093 ([email protected])

Pages 159-161 | Published online: 13 Mar 2017

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https://doi.org/10.1080/07350015.2017.1236521
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REFERENCES

Tong, H., and Lim, K.S. (1980), “Threshold autoregression, Limit Cycles and Cyclical Data,” Journal of the Royal Statistical Society,Series B, 42, 245–292.
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Tong, H. (2011), “Threshold models in Time Series Analysis—30 Years On,” Statistics and its Interface, 4, 107–118.
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