Matches in SemOpenAlex for { <https://semopenalex.org/work/W1991123214> ?p ?o ?g. }
Showing items 1 to 60 of
60
with 100 items per page.
- W1991123214 abstract "The purpose of this paper is to derive some new results for threshold models. We consider AR(1) threshold models, with either self-exciting or exogenous triggers. In the latter case, we derive necessary and sufficient conditions for the existence of a stationary distribution, which are wider than the sufficient conditions that are the consequence of theorems provided in the literature by previous authors. We note that there appear to be no results in the literature for closed-form expressions for steady-state distributions for threshold models under econometrically relevant conditions. We provide such a result for the case of a threshold AR(1) with an exogenous trigger variable and normal innovations. It turns out to be a known distribution, namely, a compound geometric sum of normals." @default.
- W1991123214 created "2016-06-24" @default.
- W1991123214 creator A5001318457 @default.
- W1991123214 creator A5034680241 @default.
- W1991123214 date "2011-01-27" @default.
- W1991123214 modified "2023-09-27" @default.
- W1991123214 title "Some New Results for Threshold AR(1) Models" @default.
- W1991123214 cites W1993818233 @default.
- W1991123214 cites W2141251612 @default.
- W1991123214 doi "https://doi.org/10.2202/1941-1928.1085" @default.
- W1991123214 hasPublicationYear "2011" @default.
- W1991123214 type Work @default.
- W1991123214 sameAs 1991123214 @default.
- W1991123214 citedByCount "11" @default.
- W1991123214 countsByYear W19911232142012 @default.
- W1991123214 countsByYear W19911232142014 @default.
- W1991123214 countsByYear W19911232142015 @default.
- W1991123214 countsByYear W19911232142016 @default.
- W1991123214 countsByYear W19911232142018 @default.
- W1991123214 countsByYear W19911232142019 @default.
- W1991123214 crossrefType "journal-article" @default.
- W1991123214 hasAuthorship W1991123214A5001318457 @default.
- W1991123214 hasAuthorship W1991123214A5034680241 @default.
- W1991123214 hasConcept C110121322 @default.
- W1991123214 hasConcept C121332964 @default.
- W1991123214 hasConcept C121864883 @default.
- W1991123214 hasConcept C134306372 @default.
- W1991123214 hasConcept C149782125 @default.
- W1991123214 hasConcept C182365436 @default.
- W1991123214 hasConcept C202632270 @default.
- W1991123214 hasConcept C28826006 @default.
- W1991123214 hasConcept C33923547 @default.
- W1991123214 hasConceptScore W1991123214C110121322 @default.
- W1991123214 hasConceptScore W1991123214C121332964 @default.
- W1991123214 hasConceptScore W1991123214C121864883 @default.
- W1991123214 hasConceptScore W1991123214C134306372 @default.
- W1991123214 hasConceptScore W1991123214C149782125 @default.
- W1991123214 hasConceptScore W1991123214C182365436 @default.
- W1991123214 hasConceptScore W1991123214C202632270 @default.
- W1991123214 hasConceptScore W1991123214C28826006 @default.
- W1991123214 hasConceptScore W1991123214C33923547 @default.
- W1991123214 hasIssue "2" @default.
- W1991123214 hasLocation W19911232141 @default.
- W1991123214 hasOpenAccess W1991123214 @default.
- W1991123214 hasPrimaryLocation W19911232141 @default.
- W1991123214 hasRelatedWork W2016442240 @default.
- W1991123214 hasRelatedWork W2044035340 @default.
- W1991123214 hasRelatedWork W2077009683 @default.
- W1991123214 hasRelatedWork W2351859806 @default.
- W1991123214 hasRelatedWork W2388501007 @default.
- W1991123214 hasRelatedWork W2506074447 @default.
- W1991123214 hasRelatedWork W2795494011 @default.
- W1991123214 hasRelatedWork W3012702445 @default.
- W1991123214 hasRelatedWork W3028988506 @default.
- W1991123214 hasRelatedWork W3105615387 @default.
- W1991123214 hasVolume "3" @default.
- W1991123214 isParatext "false" @default.
- W1991123214 isRetracted "false" @default.
- W1991123214 magId "1991123214" @default.
- W1991123214 workType "article" @default.