Results 81 to 90 of about 24,553,875 (153)

Estimation in threshold autoregressive models with a stationary and a unit root regime [PDF]

open access: yes
This paper treats estimation in a class of new nonlinear threshold autoregressive models with both a stationary and a unit root regime. Existing literature on nonstationary threshold models have basically focused on models where the nonstationarity can ...
Dag Tjøstheim, Jiti Gao, Jiying Yin
core  

Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions [PDF]

open access: yes
In this paper we propose a method for determining the number of regimes in threshold autoregressive models using smooth transition autoregression as a tool.
Strikholm, Birgit, Teräsvirta, Timo
core  

Renewable energy, economic freedom and economic policy uncertainty: New evidence from a dynamic panel threshold analysis for the G-7 and BRIC countries. [PDF]

open access: yesStoch Environ Res Risk Assess, 2023
Işık C   +7 more
europepmc   +1 more source

THE RELATIONSHIP BETWEEN EXPORTS AND ECONOMIC GROWTH IN EAST ASIAN COUNTRIES: A MULTIVARIATE THRESHOLD AUTOREGRESSIVE APPROACH [PDF]

open access: yes
During the process of economic development, different economic policies are adopted in accordance with particular circumstances. Therefore, conventional methods of time-series analysis may give misleading results if the problems associated with regime ...
Chien-Hui Lee, Bwo-Nung Huang
core  

Intraoperative mechanical power and postoperative pulmonary complications: association and threshold analysis in adult intra-abdominal surgery. [PDF]

open access: yesJ Anesth Analg Crit Care
El-Khatib M   +8 more
europepmc   +1 more source

The reality about aid and governance: the threshold theory [PDF]

open access: yes
The aim of this survey is to explain the real impact of aid on governance in the developing countries: including the subsahara and the MENA region during the period 1990-2004 by using the “threshold theory”.
Jaouadi, Saïd
core  

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