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Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules
Zhu, Yanli, (2019)
A hitchhiker guide to empirical macro models
Canova, Fabio, (2020)
A flexible predictive density combination model for large financial data sets in regular and crisis periods
Casarin, Roberto, (2022)
Concepts and illustrations
Phillips, Peter C. B., (1991)
Posterior odds testing for a unit root with data-based model selection
Phillips, Peter C. B., (1992)
An asymptotic theory of Bayesian inference for time series
Phillips, Peter C. B., (1996)