Non-linear threshold model

Threshold regression models are a diverse set of non-regular regression models that all depend on change points or thresholds. They provide a simple but elegant and interpretable way to model certain kinds of nonlinear relationships between the outcome and a predictor.

7p viconnecticut2711 29-10-2020 32 0   Download

This paper attempts to determine the oil price threshold while analyzing oil price effects on several macro factors, such as inflation, GDP growth, budget deficit, and unemployment rate over the 2000–2015 period.

17p danhnguyentuongvi27 18-12-2018 40 2   Download

This chapter presents the following content: Linear versus nonlinear adjustment, simple extensions of the ARMA model, testing for nonlinearity, threshold autoregressive models, extensions of the TAR model, three threshold models, smooth transition models,...

62p nomoney17 04-07-2017 86 2   Download