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Threshold regression is used to model regime switching dynamics where the effects of the explanatory variables in predicting the response variable depend on whether a certain threshold has been crossed. When regime-switching dynamics are present, new estimation problems arise related to estimating the value of the threshold.

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    Date Created
    2015
    Resource Type
  • Text
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    Note
    • Partial requirement for: M.S., Arizona State University, 2015
      Note type
      thesis
    • Includes bibliographical references (page 27)
      Note type
      bibliography
    • Field of study: Industrial engineering

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    by Maria van Schaijik

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