Uncovering unobserved heterogeneity is a requirement to obtain valid results when using structural equation modeling (SEM). Conventional segmentation methods usually fail in an SEM context because they account for the indicator data, but not for the latent variables and their relationships in...

One of the most important parametric nonlinear time series models is the (self exciting) threshold autoregressive model. The TAR model was introduced by Tong/Lim (1980). There are some extensions to this class of models, namely smooth transition threshold autoregressive model. Other nonlinear...