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How to implement the Bootstrap in Static or Stable Dynamic Regression Models
van Giersbergen, Noud P.A., (2001)
Giersbergen, Noud P.A. van, (2001)
How to Implement the Bootstrap in Static or Stable Dynamic Regression Models
Testing for linearity
Hansen, B.E., (1999)
Threshold autoregression with a near unit root
Caner, M., (1998)
The Likelihood Test Under Non-Standard Conditions: Testing the Markov Trend Model of GNP.
Hansen, B.E., (1991)