Theory and Applications of TAR Model with Two Threshold Variables
By Haiqiang Chen, Terence Tai-Leung Chong, Jushan Bai. 2012
54 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/7f2acefa138db7478bd8081b45ce71130ab8c384
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Citations in the corpus
- Threshold Regression With a Threshold Boundary (2020, background): “If q1 = q2, that is, there are two threshold variables, then this is an extension of Chen, Chong, and Bai (2012) and Chong and Yan (2015).”