Journal of Business & Economic Statistics, Volume 35, Issue 2 (2017)

Browse this journal
Sample our Economics, Finance,Business & Industry journals, sign in here to start your access, latest two full volumes FREE to you for 14 days

Journal of Business & Economic Statistics, Volume 35, Issue 2 (2017)

See all volumes and issues
Vol 42, 2024 Vol 41, 2023 Vol 40, 2022 Vol 39, 2021 Vol 38, 2020 Vol 37, 2019 Vol 36, 2018 Volume 35, 2017 Vol 34, 2016 Vol 33, 2015 Vol 32, 2014 Vol 31, 2013 Vol 30, 2012 Vol 29, 2011 Vol 28, 2010 Vol 27, 2009 Vol 26, 2008 Vol 25, 2007 Vol 24, 2006 Vol 23, 2005 Vol 22, 2004 Vol 21, 2003 Vol 20, 2002 Vol 19, 2001 Vol 18, 2000 Vol 17, 1999 Vol 16, 1998 Vol 15, 1997 Vol 14, 1996 Vol 13, 1995 Vol 12, 1994 Vol 11, 1993 Vol 10, 1992 Vol 9, 1991 Vol 8, 1990 Vol 7, 1989 Vol 6, 1988 Vol 5, 1987 Vol 4, 1986 Vol 3, 1985 Vol 2, 1984 Vol 1, 1983
Download citations Download PDFs Download issue

Regime Switching and Threshold Models

Introductions

Introduction
Guest Editors’ Introduction: Regime Switching and Threshold Models
Kung-Sik Chan, Bruce E. Hansen & Allan Timmermann
Pages: 159-161
Published online: 13 Mar 2017
First Page PreviewforGuest Editors’ Introduction: Regime Switching and Threshold Models | Full Text | References | PDF (49 KB)
  • 2778 Views
  • 11 CrossRef citations
  • 0Altmetric
Free Access

Original Articles

Article
Autoregressive Moving Average Infinite Hidden Markov-Switching Models
Luc Bauwens, Jean-François Carpantier & Arnaud Dufays
Pages: 162-182
Published online: 13 Mar 2017
AbstractforAutoregressive Moving Average Infinite Hidden Markov-Switching Models | Full Text | References | PDF (795.5 KB) | Supplemental
  • 949 Views
  • 15 CrossRef citations
  • 0Altmetric
Article
Forecasting Macroeconomic Variables Under Model Instability
Davide Pettenuzzo & Allan Timmermann
Pages: 183-201
Published online: 13 Mar 2017
AbstractforForecasting Macroeconomic Variables Under Model Instability | Full Text | References | PDF (1.5 MB) | Supplemental
  • 1189 Views
  • 20 CrossRef citations
  • 0Altmetric
Article
Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model
Jesùs Gonzalo & Jean-Yves Pitarakis
Pages: 202-217
Published online: 13 Mar 2017
AbstractforInferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model | Full Text | References | PDF (415.6 KB) | Supplemental
  • 625 Views
  • 10 CrossRef citations
  • 0Altmetric
Article
Testing for Threshold Diffusion
Fei Su & Kung-Sik Chan
Pages: 218-227
Published online: 13 Mar 2017
AbstractforTesting for Threshold Diffusion | Full Text | References | PDF (345.2 KB) | Supplemental
  • 380 Views
  • 7 CrossRef citations
  • 0Altmetric
Article
Regression Kink With an Unknown Threshold
Bruce E. Hansen
Pages: 228-240
Published online: 13 Mar 2017
AbstractforRegression Kink With an Unknown Threshold | Full Text | References | PDF (540.8 KB)
  • 3283 Views
  • 137 CrossRef citations
  • 0Altmetric
Article
Is There a Jump in the Transition?
Young-Joo Kim & Myung Hwan Seo
Pages: 241-249
Published online: 13 Mar 2017
AbstractforIs There a Jump in the Transition? | Full Text | References | PDF (437.5 KB) | Supplemental
  • 665 Views
  • 2 CrossRef citations
  • 0Altmetric
Article
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models
Laurent Callot, Mehmet Caner, Anders Bredahl Kock & Juan Andres Riquelme
Pages: 250-264
Published online: 13 Mar 2017
AbstractforSharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models | Full Text | References | PDF (319.2 KB) | Supplemental
  • 506 Views
  • 5 CrossRef citations
  • 0Altmetric
Article
Status Traps
Steven N. Durlauf, Andros Kourtellos & Chih Ming Tan
Pages: 265-287
Published online: 13 Mar 2017
AbstractforStatus Traps | Full Text | References | PDF (511.8 KB) | Supplemental
  • 694 Views
  • 9 CrossRef citations
  • 0Altmetric
Article
A New Class of Bivariate Threshold Cointegration Models
Biqing Cai, Jiti Gao & Dag Tjøstheim
Pages: 288-305
Published online: 13 Mar 2017
AbstractforA New Class of Bivariate Threshold Cointegration Models | Full Text | References | PDF (336.5 KB)
  • 643 Views
  • 6 CrossRef citations
  • 0Altmetric
Article
On Mixture Double Autoregressive Time Series Models
Guodong Li, Qianqian Zhu, Zhao Liu & Wai Keung Li
Pages: 306-317
Published online: 13 Mar 2017
AbstractforOn Mixture Double Autoregressive Time Series Models | Full Text | References | PDF (419.9 KB)
  • 755 Views
  • 15 CrossRef citations
  • 0Altmetric
Article
Inference for Heavy-Tailed and Multiple-Threshold Double Autoregressive Models
Yaxing Yang & Shiqing Ling
Pages: 318-333
Published online: 13 Mar 2017
AbstractforInference for Heavy-Tailed and Multiple-Threshold Double Autoregressive Models | Full Text | References | PDF (529 KB) | Supplemental
  • 577 Views
  • 5 CrossRef citations
  • 0Altmetric
Article
Threshold Estimation via Group Orthogonal Greedy Algorithm
Ngai Hang Chan, Ching-Kang Ing, Yuanbo Li & Chun Yip Yau
Pages: 334-345
Published online: 13 Mar 2017
AbstractforThreshold Estimation via Group Orthogonal Greedy Algorithm | Full Text | References | PDF (538 KB)
  • 914 Views
  • 11 CrossRef citations
  • 0Altmetric

Explore articles

Explore the most recently published articles

Incorporating different sources of information for Bayesian optimal portfolio selection
Olha Bodnar et al.
Article | Published online: 16 Jul 2024
Open Access
Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns
Lin Deng et al.
Article | Published online: 15 Jul 2024
Open Access
A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound
Daan Opschoor et al.
Article | Published online: 15 Jul 2024
Open Access
Estimating Latent-Variable Panel Data Models Using Parameter-Expanded SEM Methods
Siqi Wei
Article | Published online: 15 Jul 2024
Open Access
View all latest articles