Statistica Sinica, Vol. 26, No. 4, Bayesian Inference, Environment Statistics, Time Series Analysis, and Their Applications (October 2016), pp. 1555-1567 (13 pages) This paper proposes a conditional ...

This is a preview. Log in through your library . Abstract Tong's threshold models have been found useful in modelling nonlinearities in the conditional mean of a time series. The threshold model is ...

This paper examines whether a tipping point exists for real GDP growth in Italy above which the ratio of non-performing loans (NPLs) to total loans falls significantly. Estimating a heterogeneous ...