Development of the Renminbi Market in Hong Kong SAR: Assessing Onshore-Offshore Market Integration

Threshold Autoregression, Limit Cycles and Cyclical Data

H. Tong, K. S. Lim · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1980 · 1.3K citations

Natural Sciences, Earth Sciences, Dynamical Systems +16

Testing and Modeling Threshold Autoregressive Processes

Ruey S. Tsay · Journal of the American Statistical Association · 1989 · 910 citations

Business, Economics, Forecasting +15

Inference in TAR Models

Bruce E. Hansen · Studies in Nonlinear Dynamics and Econometrics · 1997 · 587 citations

Social Sciences, Economics, Econometrics +15

Threshold autoregression in economics

Bruce E. Hansen · Statistics and Its Interface · 2011 · 276 citations · Full text

Social Sciences, Business Economics, Economics +11

Threshold models in time series analysis — 30 years on

Howell Tong · Statistics and Its Interface · 2011 · 188 citations · Full text

Computing, Mathematics, Econometrics +10