irrigation pumps. The unobserved stochastic threshold (UST) model popularly used in labor economics literature is applied, and is …

nonlinear approach, a stochastic threshold model. Trading information is embedded into the determination process for volatility … in the stochastic threshold model with a generalized conditional heteroskeasticitic variance (STGARCH). We use the number …

threshold models, which allow for stochastic dependence of the current economic state on the threshold regimes. In a stochastic … stochastic threshold models, we find that our stochastic threshold model fits the data best in terms of alternative model … regimes that the observed indicator variable falls into. This paper generalizes the threshold models to a class of stochastic …

threshold models, which allow for stochastic dependence of the current economic state on the threshold regimes. In a stochastic … stochastic threshold models, we find that our stochastic threshold model fits the data best in terms of alternative model … regimes that the observed indicator variable falls into. This paper generalizes the threshold models to a class of stochastic …