The 1 reference with contexts in paper Christopher F. Baum, Meral Karasulu (1996) “Modelling Federal Reserve Discount Policy” / RePEc:boc:bocoec:335

Priestley, M.B., Non-linear and non-stationary time series analysis. London: Academic Press, 1988.
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  1. In-text reference with the coordinate start=25626
    a single bandwidth parameter, we estimate separate positive and negative thresholds from the data. 3.3 Identification of the Band-TAR model Before applying threshold cointegration techniques to our sample, we must determine whether appropriate nonlinear behavior is present in the data. Within the sizable literature on threshold autoregressive (TAR) models and their variants (e.g. Tong (1983),
    Priestley (1988),
    Tsay (1989)), a testing strategy has arisen that examines the relationship between the variable of interest and the lagged value of a threshold variable, which may itself be the variable of interest, in the case of a "selfexciting" TAR, or SETAR.