1 "and evaluation of smooth transition auto-regressive models Journal of the American Statistical Association" 1994
2 "\Tests for parameter instability and structural change with unknown change point" eco (eco): 1993
3 "\On estimating thresholds in autoregressive models Journal of Time Series Analysis" 1986
4 "\Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model" 1981189{196
5 "\Hypothesis testing when a nuisance parameter is present only under the alternative" 1987
6 "\Characterizing nonlinearities in business cycles using smooth transition autoregressive models Journal of Applied Econometrics" 1992
7 "\Are economic time series asymmetric over the business cycle? Journal of Political Economy" 1984
8 "Transactions costs and nonlin-ear adjustment in real exchange rates: an empirical investigation" 105 (105): 862-879, 1997
9 "Threshold autoregression with a unit root" 69 : 1555-1596, 2001
10 "Tests for structural change in cointegrated systems" 14 : 222-259, 1998
1 "and evaluation of smooth transition auto-regressive models Journal of the American Statistical Association" 1994
2 "\Tests for parameter instability and structural change with unknown change point" eco (eco): 1993
3 "\On estimating thresholds in autoregressive models Journal of Time Series Analysis" 1986
4 "\Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model" 1981189{196
5 "\Hypothesis testing when a nuisance parameter is present only under the alternative" 1987
6 "\Characterizing nonlinearities in business cycles using smooth transition autoregressive models Journal of Applied Econometrics" 1992
7 "\Are economic time series asymmetric over the business cycle? Journal of Political Economy" 1984
8 "Transactions costs and nonlin-ear adjustment in real exchange rates: an empirical investigation" 105 (105): 862-879, 1997
9 "Threshold autoregression with a unit root" 69 : 1555-1596, 2001
10 "Tests for structural change in cointegrated systems" 14 : 222-259, 1998
11 "Testing for two-regime threshold cointegration in vector error-correction models" 110 : 293-318, 2002
12 "Inference when a nuisance parameter is not identied under the null hypothesis" 64 : 413-430, 1996