References

• 1996Impulse response analysis in nonlinear multivariate models5,071 cited
• 2000Sample Splitting and Threshold Estimation2,901 cited
• 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis2,282 cited
• 1998Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates1,203 cited
• 2002Testing for two-regime threshold cointegration in vector error-correction models847 cited
• 1998Testing and Modeling Multivariate Threshold Models677 cited
• 2001Forecasting Output and Inflation: The Role of Asset Prices478 cited
• 1999Testing for Linearity451 cited
• 1992A Cointegration Analysis of Treasury Bill Yields392 cited
• 1997Transaction Costs and Nonlinear Adjustment Towards Equilibrium in the US Treasury Bill Market182 cited
• 1998A threshold error-correction model for intraday futures and index returns164 cited
• 1997The performance of alternative forecasting methods for SETAR models127 cited
• 2001The non‐linear dynamics of output and unemployment in the U.S.103 cited
• 2000Testing for asymmetry in the link between the yield spread and output in the G-7 countries81 cited
• 1998Cointegration and Threshold Adjustment