Testing for Common Structures in a Panel of Threshold Models
Article first published online: 11 MAR 2004
Volume 60, Issue 1, pages 225–232, March 2004
How to Cite
Chan, K. S., Tong, H. and Chr. Stenseth, N. (2004), Testing for Common Structures in a Panel of Threshold Models. Biometrics, 60: 225–232. doi: 10.1111/j.0006-341X.2004.00151.x
- Issue published online: 11 MAR 2004
- Article first published online: 11 MAR 2004
- Received October 2002. Revised April 2003. Accepted October 2003.
- Ecology; Fieller's theorem;
- Location-scale invariance;
- Lynx data;
- Population dynamics;
- Ratios of normal means
Summary. We consider the problem of examining the extent of (partial) similarity in the dynamics of a panel of independent threshold autoregressive processes. We develop some tests for common structure via Wald's approach and by checking whether the parameter estimates of the unconstrained threshold models satisfy the constraints defining the common structure. One test concerns the equality of independent ratios of normal means, which is shown to have nonstandard asymptotic null distribution. These tests are illustrated with a modern panel of Canadian lynx data; our analysis suggests that the lynx data over Canada share similar dynamics in the decrease phase, but they appear to be different in the increase phase.