Using Threshold Autoregressive Models to Study Dyadic Interactions
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Bibliographic InfoArticle provided by Springer in its journal Psychometrika.
Volume (Year): 74 (2009)
Issue (Month): 4 (December)
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Web page: http://www.springerlink.com/link.asp?id=112911
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- Jesús Gonzalo & Michael Wolf, 2001.
"Subsampling inference in threshold autoregressive models,"
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- Birgit Strikholm & Timo Ter�svirta, 2006. "A sequential procedure for determining the number of regimes in a threshold autoregressive model," Econometrics Journal, Royal Economic Society, vol. 9(3), pages 472-491, November.
- Hansen Bruce E., 1997.
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- Tom Doan, . "THRESHTEST: RATS procedure to perform Hansen's Test for Threshold Break," Statistical Software Components RTS00210, Boston College Department of Economics.
- Peter Halpin & Paul Boeck, 2013. "Modelling Dyadic Interaction with Hawkes Processes," Psychometrika, Springer, vol. 78(4), pages 793-814, October.
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