Using Threshold Autoregressive Models to Study Dyadic Interactions
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Volume (Year): 74 (2009)
Issue (Month): 4 (December)
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References listed on IDEAS
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- Birgit Strikholm & Timo Teräsvirta, 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.
- Gonzalo, Jesus & Wolf, Michael, 2005.
"Subsampling inference in threshold autoregressive models,"
Journal of Econometrics,
Elsevier, vol. 127(2), pages 201-224, August.
- Jesús Gonzalo & Michael Wolf, 2001. "Subsampling inference in threshold autoregressive models," Economics Working Papers 573, Department of Economics and Business, Universitat Pompeu Fabra.
- Hansen Bruce E., 1997.
"Inference in TAR Models,"
Studies in Nonlinear Dynamics & Econometrics,
De Gruyter, vol. 2(1), pages 1-16, April.
- Tom Doan, "undated". "THRESHTEST: RATS procedure to perform Hansen's Test for Threshold Break," Statistical Software Components RTS00210, Boston College Department of Economics.
- Toni L. Bisconti & C. S. Bergeman & Steven M. Boker, 2004. "Emotional Well-Being in Recently Bereaved Widows: A Dynamical Systems Approach," Journals of Gerontology: Series B, Gerontological Society of America, vol. 59(4), pages P158-P167.
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