Bruce E. Hansen

Threshold Autoregression in Economics"

Statistics and Its Interface, (2011).


The impact of Howell Tong's threshold autoregressive (TAR) model in the fields of econometrics and statistics is documented by a review of the enormous literature.

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Some of the above material is based upon work supported by the National Science Foundation under Grants No. SES-9022176, SES-9120576, SBR-9412339, and SBR-9807111. Any opinions, findings, and conclusions, or recommendations expressed in this material are those of the author(s), and do not necessarily reflect the views of the NSF.