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Guest Editors’ Introduction: Regime Switching and Threshold Models |
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| Authors: | Kung-Sik Chan Bruce E Hansen Allan Timmermann |
| Institution: | 1. Department of Statistics and Actuarial Science, The University of Iowa, Iowa City, IA 52242 (kung-sik-chan@uiowa.edu);2. Department of Economics, University of Wisconsin, Madison, WI 53706 (behansen@wisc.edu);3. UCSD, CEPR, and CREATES, University of California, San Diego, La Jolla, CA 92093 (atimmerm@ucsd.edu) |
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