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Articles tagged with: regime switching

Additional Features, Journal of Business and Economic Statistics »

[1 Aug 2017 | Comments Off on JBES Highlights: Editor’s Introduction: Regime Switching and Threshold Models | ]

This special issue of the Journal of Business & Economic Statistics on regime switching and threshold models is motivated by the mounting empirical evidence of important nonlinearities in regression models commonly used to model the dynamics in macroeconomic and financial time series.