References

• 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis2,282 cited
• 1988Testing Linearity Against Smooth Transition Autoregressive Models1,365 cited
• 1998Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates1,203 cited
• 2002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS1,175 cited
• 2000Nonlinear Time Series Models in Empirical Finance1,111 cited
• 1996Testing Continuous-Time Models of the Spot Interest Rate923 cited
• 1988Rational-expectations econometric analysis of changes in regime898 cited
• 1992Characterizing nonlinearities in business cycles using smooth transition autoregressive models890 cited
• 2001Threshold Autoregression with a Unit Root707 cited
• 1996Erratum: The likelihood ratio test under nonstandard conditions: Testing the Markov switching model of GNP645 cited
• 1992The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp623 cited
• 1995A nonlinear approach to US GNP562 cited
• 1997Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited560 cited
• 1998Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates380 cited