{"id":"https://openalex.org/W1976285535","doi":null,"title":"Threshold Autoregressions with a Near Unit Root","display_name":"Threshold Autoregressions with a Near Unit Root","publication_year":1998,"publication_date":"1998-01-01","ids":{"openalex":"https://openalex.org/W1976285535","mag":"1976285535"},"language":"en","primary_location":{"id":"mag:1976285535","doi":null,"is_oa":false,"landing_page_url":"https://EconPapers.repec.org/RePEc:bil:wpaper:9821","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"RePEc: Research Papers in Economics","raw_type":null},"volume":null,"type":"preprint","indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5009555550","display_name":"Mehmet Caner","orcid":"https://orcid.org/0000-0002-5566-8476","observed_orcids":["https://orcid.org/0000-0002-5566-8476"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Mehmet Caner","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0002-5566-8476","affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5024558520","display_name":"Bruce E. Hansen","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Bruce E. Hansen","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":53,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9570000171661377,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9570000171661377,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13370","display_name":"Diverse Scientific and Economic Studies","score":0.010499999858438969,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.004399999976158142,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/threshold-autoregression","display_name":"threshold autoregression","score":0.8730000257492065},{"id":"https://openalex.org/keywords/near-unit-root","display_name":"near unit root","score":0.9449999928474426},{"id":"https://openalex.org/keywords/unit-roots","display_name":"unit roots","score":0.5230000019073486},{"id":"https://openalex.org/keywords/nonlinear-time-series","display_name":"nonlinear time series","score":0.6639999747276306},{"id":"https://openalex.org/keywords/cointegration","display_name":"cointegration","score":0.5789999961853027}],"concepts":[{"id":"https://openalex.org/C195561663","wikidata":"https://www.wikidata.org/wiki/Q1307899","display_name":"Unit root","level":2,"score":0.7553079128265381},{"id":"https://openalex.org/C122637931","wikidata":"https://www.wikidata.org/wiki/Q118084","display_name":"Unit (ring theory)","level":2,"score":0.5251469612121582},{"id":"https://openalex.org/C171078966","wikidata":"https://www.wikidata.org/wiki/Q111029","display_name":"Root (linguistics)","level":2,"score":0.5251443386077881},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4800789952278137},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.41145217418670654},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.34640830755233765},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.26844316720962524},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.10998493432998657},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.07581034302711487},{"id":"https://openalex.org/C145420912","wikidata":"https://www.wikidata.org/wiki/Q853077","display_name":"Mathematics education","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"mag:1976285535","doi":null,"is_oa":false,"landing_page_url":"https://EconPapers.repec.org/RePEc:bil:wpaper:9821","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"RePEc: Research Papers in Economics","raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":16,"referenced_works":["https://openalex.org/W1529112126","https://openalex.org/W1830420560","https://openalex.org/W1970909640","https://openalex.org/W1970999465","https://openalex.org/W1989089774","https://openalex.org/W2020934462","https://openalex.org/W2050111105","https://openalex.org/W2065376442","https://openalex.org/W2073393571","https://openalex.org/W2074812030","https://openalex.org/W2096734231","https://openalex.org/W2100084310","https://openalex.org/W2104267426","https://openalex.org/W2144452471","https://openalex.org/W2155083623","https://openalex.org/W2158154896"],"related_works":["https://openalex.org/W7034208078","https://openalex.org/W16889957","https://openalex.org/W1545441364","https://openalex.org/W7005953920","https://openalex.org/W7015584342","https://openalex.org/W6996658062","https://openalex.org/W1480950295","https://openalex.org/W7074139697","https://openalex.org/W1577966462","https://openalex.org/W1643705900"],"abstract_inverted_index":null,"counts_by_year":[{"year":2019,"cited_by_count":2},{"year":2017,"cited_by_count":2},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":3},{"year":2012,"cited_by_count":4}],"updated_date":"2026-10-12T09:40:04.860316","created_date":"2016-06-24T00:00:00"}