Abstract Interrupted time series are increasingly being used to evaluate the population-wide implementation of public health interventions. However, the resulting estimates of intervention impact can be severely biased if underlying disease trends are not adequately accounted for. Control series...

We demonstrate that the process of generating smooth transitions Call be viewed as a natural result of the filtering operations implied in the generation of discrete-time series observations from the sampling of data from an underlying continuous time process that has undergone a process of...

We propose a smoothed least squares estimator of the parameters of a threshold regression model. Our model generalizes that considered in Hansen (2000) to allow the thresholding to depend on a linear index of observed regressors, thus allowing discrete variables to enter. We also do not assume...