A threshold varying-coefficient autoregressive model for analyzing the influence of media reports of suicide on the actual suicides

Authors Huazhen Lin, Jiakun Jiang, Binhuan Wang, Paul S. F. Yip

Publication date 27 April 2021

autoregressive model threshold model time series data copycat suicide effect penalized smoothing least squares estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics to psychology (62P15) Applications of statistics to social sciences (62P25)

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Cites work

A nonparametric estimation of the infection curve
A smoothed least squares estimator for threshold regression models
Bayesian subset selection for two-threshold variable autoregressive models
Combining Multiple Markers for Classification Using ROC
Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
Functional-Coefficient Regression Models for Nonlinear Time Series
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
Nonlinear time series. Nonparametric and parametric methods
Nonparametric inference on structural breaks
On maximum likelihood estimators for a threshold autoregression
On the least squares estimation of multiple-regime threshold autoregressive models
Sample Splitting and Threshold Estimation
Sparsity and Smoothness Via the Fused Lasso
Standard errors and covariance matrices for smoothed rank estimators
Testing and Modeling Multivariate Threshold Models
The Limiting Distribution of the Maximum Rank Correlation Estimator
Theory and applications of TAR model with two threshold variables
Threshold Autoregression with a Unit Root
Threshold effects in non-dynamic panels: Estimation, testing, and inference
Threshold variable determination and threshold variable driven switching autoregressive mod\-els

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