Chapter 4 The Vector Floor and Ceiling Model

DOI10.1016/S0573-8555(05)76004-1MaRDI QIDQ5294103zbMATH OpenOpenAlexFDO

Authors Gary Koop, Simon Potter

Publication date 23 July 2007

Published in Nonlinear Time Series Analysis of Business Cycles (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0573-8555(05)76004-1

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)

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Cited in

(5)

• Absorption of shocks in nonlinear autoregressive models
• Peaks, gaps, and time‐reversibility of economic time series
• Multivariate contemporaneous-threshold autoregressive models
• A flexible approach to parametric inference in nonlinear and time varying time series models
• Nonparametric vector autoregressions: specification, estimation, and inference

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