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(1 - 9 of 9)
Testing for Structural Change in Conditional Models
Erratum
Threshold Autoregressions with a Unit Root
Approximate Asymptotic P-Values for Structural Change Tests
Sample Splitting and Threshold Estimation
Threshold effects in non-dynamic panels
Estimation of TAR Models
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays
Review Article Methodology