Threshold Models in Time Series Analysis-30 Years On
By Howell Tong. 2011
204 citations recorded by the source corpus.
View Paper: https://www.semanticscholar.org/paper/a12b0623ed4435f8b4f924305304769239f4d93f
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
- Dong Li
- Howell Tong
- Lingxue Pan
- S. Ling
- Pierre Pinson
- Dimitris Nicolas Politis
- B. Hansen
- Xinyu Zhang
Citations in the corpus
- Wind Energy: Forecasting Challenges for Its Operational Management (2013, methodology): “The regime sequence can be defined based on an observable process, like wind direction at time t or a previous wind power measurement, yielding models of the Threshold AutoRegressive (TAR) family, which are common in econometrics (Tong, 2011).”
- Threshold models in time series analysis—Some reflections (2015, background): “Xia and Tong (2011) have given an example.”
- On the least squares estimation of multiple-regime threshold autoregressive models (2012, background): “A very all-sided survey on TARmodels is available in Tong (1990) and a selective reviewof the history of threshold models is given by Tong (2011).”
- Threshold autoregression in economics (2011, background): “3 of Tong’s review [76], one statistical issue of primary importance is testing for linearity against the TAR alternative.”
- Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions (2016, methodology): “Bootstrap prediction intervals for TAR models Threshold autoregressive (TAR) models were introduced by H. Tong more than 30 years ago; see Tong (2011) [40] for a review.”
- Threshold Regression with Endogeneity (2017, unknown): “The former extension is potentially useful in financial econometrics — see Section 7 of Tong (2011) for a review of the related time series literature and Chan et al. (2014) for an analysis of the conditionally heteroscedastic AR model with thresholds.”
- Nested sub-sample search algorithm for estimation of threshold models (2016, background): “A concise overview of the history and prospects of threshold models is given by Tong (2011).”