Statistics and Its Interface · 2011 · 276 citations · 83 references
Social SciencesBusiness EconomicsEconomicsEconometricsEconomic ForecastingMicroeconometricsThreshold AnalysisTime Series EconometricsAutoregressive ProcessesEconometric Forecast ModelsEconometric Forecasting ModelsThreshold AutoregressionThreshold Autoregressive ModelsThreshold Economics
The impact of Howell Tong's threshold autoregressive (TAR) model in the fields of econometrics and economics is documented by a review of the enormous literature.
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