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Using Threshold Autoregressive Models to Study Dyadic Interactions

Author

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  • Ellen Hamaker

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  • Zhiyong Zhang
  • Han Maas

Abstract

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Suggested Citation

  • Ellen Hamaker & Zhiyong Zhang & Han Maas, 2009. "Using Threshold Autoregressive Models to Study Dyadic Interactions," Psychometrika, Springer;The Psychometric Society, vol. 74(4), pages 727-745, December.
  • Handle: RePEc:spr:psycho:v:74:y:2009:i:4:p:727-745
    DOI: 10.1007/s11336-009-9113-4
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    File URL: http://hdl.handle.net/10.1007/s11336-009-9113-4
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    References listed on IDEAS

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    1. 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 158-167.
    2. Gonzalo, Jesus & Wolf, Michael, 2005. "Subsampling inference in threshold autoregressive models," Journal of Econometrics, Elsevier, vol. 127(2), pages 201-224, August.
    3. 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.
    4. Hansen Bruce E., 1997. "Inference in TAR Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 2(1), pages 1-16, April.
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    Cited by:

    1. Joel Steele & Emilio Ferrer & John Nesselroade, 2014. "An Idiographic Approach to Estimating Models of Dyadic Interactions with Differential Equations," Psychometrika, Springer;The Psychometric Society, vol. 79(4), pages 675-700, October.
    2. Peter Halpin & Paul Boeck, 2013. "Modelling Dyadic Interaction with Hawkes Processes," Psychometrika, Springer;The Psychometric Society, vol. 78(4), pages 793-814, October.

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