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Exchange rates and fundamentals : a bootstrap panel data analysis
Xie, Zixiong, (2019)
Panel data analysis with heterogeneous dynamics
Okui, Ryo, (2019)
Forecasting a nonstationary time series with a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha, (2020)
Model selection in threshold models
Kapetanios, George, (1999)
Threshold models for trended time series
Incorporating lag order selection uncertainty in parameter inference for AR models
Kapetanios, George, (2001)