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Non- and semiparametric identification of seasonal nonlinear autoregession models
Yang, Lijian, (1998)
Asymptotic distributions for regression-based seasonal unit root tests in a near-integrated model
Rodrigues, Paulo M. M., (2003)
Seasonality in regression : economic theory and econometric practice
Gersovitz, Mark, (1977)
Model selection uncertainty and detection of threshold effects
Pitarakis, Jean-Yves, (2006)
Threshold effects in multivariate error correction models
Pitarakis, Jean-Yves, (2005)
Least squares estimation and tests of breaks in mean and variance under misspecification
Pitarakis, Jean-Yves, (2004)