Using Threshold Models to Characterize Selected Economic and Financial Time Series Data 1 Dr. Joselito C. Magadia 2 ABSTRACT Threshold autoregression (TAR) models constitute a class of models which belongs to a bigger cl - SETAR - Document - PDFSEARCH.IO

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	Using Threshold Models to Characterize Selected Economic and Financial Time Series Data 1 Dr. Joselito C. Magadia 2 ABSTRACT Threshold autoregression (TAR) models constitute a class of models which belongs to a bigger cl Add to Reading List Document Date: 2013-05-29 04:25:00 Open Document File Size: 1,68 MB Share Result on Facebook Facility University of the Philippines Diliman / University of the Philippines / / IndustryTerm statistical software / / MarketIndex PSE / / Organization University of the Philippines Diliman / School of Statistics / University of the Philippines / Bangko Sentral ng Pilipinas / / Position researcher / Associate Professor of Statistics / BSP Professorial Centennial Chair / / Technology Neural Network / t-1 / / SocialTag Dynamical systems Regression analysis Statistical models SETAR Autoregressive conditional heteroskedasticity Time series Partial autocorrelation function Recurrence plot Linear model Statistics

Using Threshold Models to Characterize Selected Economic and Financial Time Series Data 1 Dr. Joselito C. Magadia 2 ABSTRACT Threshold autoregression (TAR) models constitute a class of models which belongs to a bigger clAdd to Reading List