Perraudin, Corinne; Salem, Mélika Ben - In: Économie et Prévision 148 (2001) 2, pp. 157-176
[eng] Linearity Tests and Threshold Model Specification and Estimation : a Comparative Analysis of the Tsay and Hansen Methods . by Mélika Ben Salem and Corinne Perraudin . This paper empirically studies threshold models and their application to time series. Threshold models are distinct in...