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Guest Editors’ Introduction: Regime Switching and Threshold Models

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  • Kung-Sik Chan
  • Bruce E. Hansen
  • Allan Timmermann

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Suggested Citation

  • Kung-Sik Chan & Bruce E. Hansen & Allan Timmermann, 2017. "Guest Editors’ Introduction: Regime Switching and Threshold Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 159-161, April.
    • Handle: RePEc:taf:jnlbes:v:35:y:2017:i:2:p:159-161
    DOI: 10.1080/07350015.2017.1236521
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    Citations

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    Cited by:

    1. Mishelle Doorasamy & Prince Kwasi Sarpong, 2018. "Fractal Market Hypothesis and Markov Regime Switching Model: A Possible Synthesis and Integration," International Journal of Economics and Financial Issues, Econjournals, vol. 8(1), pages 93-100.
    2. Chiappini, Raphaël & Jégourel, Yves & Raymond, Paul, 2019. "Towards a worldwide integrated market? New evidence on the dynamics of U.S., European and Asian natural gas prices," Energy Economics, Elsevier, vol. 81(C), pages 545-565.
    3. Ma, Chenchen & Tu, Yundong, 2023. "Shrinkage estimation of multiple threshold factor models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1876-1892.
    4. Greta Goracci & Davide Ferrari & Simone Giannerini & Francesco ravazzolo, 2022. "Robust estimation for Threshold Autoregressive Moving-Average models," Papers 2211.08205, arXiv.org.
    5. Giannerini, Simone & Goracci, Greta & Rahbek, Anders, 2024. "The validity of bootstrap testing for threshold autoregression," Journal of Econometrics, Elsevier, vol. 239(1).

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