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A Note on Threshold Principle, Artificial Neural Network Connections and Econometric Legacy

Tong, Howell
arXiv (All) · Papers
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methodology
This is mostly a non-technical note, reflecting the author's philosophy and personal views on time series analysis, with references limited to only a few representatives for brevity. The Threshold Principle, formally announced in Tong (1990), modernised time series analysis by introducing a collecti
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