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Adaptive estimation of the threshold point in threshold regression
Yu, Ping - In: Journal of econometrics 189 (2015) 1, pp. 83-100
Persistent link: https://www.econbiz.de/10011502494
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Asymptotic inference in multiple-threshold double autoregressive models
Li, Dong; Ling, Shiqing; Zakoïan, Jean-Michel - In: Journal of econometrics 189 (2015) 2, pp. 415-427
Persistent link: https://www.econbiz.de/10011504598
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On a threshold double autoregressive model
Li, Dong; Ling, Shiqing; Zhang, Rongmao - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 68-80
Persistent link: https://www.econbiz.de/10011691211
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Inference for heavy-tailed and multiple-threshold double autoregressive models
Yang, Yaxing; Ling, Shiqing - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 318-333
Persistent link: https://www.econbiz.de/10011704205
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Threshold regression asymptotics : from the compound Poisson process to two-sided Brownian motion
Yu, Ping; Phillips, Peter C. B. - In: Economics letters 172 (2018), pp. 123-126
Persistent link: https://www.econbiz.de/10012022094
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On the least squares estimation of multiple-threshold-variable autoregressive models
Zhang, Xinyu; Li, Dong; Tong, Howell - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 215-228
Persistent link: https://www.econbiz.de/10014449891