Threshold autoregression in economics

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Abstract

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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APA

Hansen, B. E. (2011). Threshold autoregression in economics. Statistics and Its Interface, 4(2), 123–128. https://doi.org/10.4310/sii.2011.v4.n2.a4

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