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ARCH model 1 ARCH-Modell 1 All-step-ahead prediction 1 Asymmetry 1 Autocorrelation 1 Autokorrelation 1 Bayesian decision 1 Business cycle 1 Catastrophe 1 Conditionally heteroscedastic autoregressive models with thresholds 1 Einheitswurzeltest 1 Estimation 1 Estimation theory 1 GARCH model 1 Hidden Markov chain 1 Hysterese 1 Hysteresis 1 Jump resonance 1 Markov chain 1 Markov switching model 1 Markov-Kette 1 Mis-specified model 1 Mixture of distributions 1 Nichtlineare Regression 1 Non-likelihood approach 1 Non-stationarity 1 Nonlinear regression 1 Nonlinear unit root 1 Open-loop system 1 Panel threshold model 1 Positive-valued time series 1 Schätztheorie 1 Schätzung 1 Smooth threshold autoregressive models 1 Splines 1 Stochastic process 1 Stochastic volatility 1 Stochastischer Prozess 1 Structural break 1 Structural breaks 1
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Tong, Howell 1
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Journal of econometrics 1
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Threshold models in time series analysis : some reflections
Tong, Howell - In: Journal of econometrics 189 (2015) 2, pp. 485-491
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