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Switching state-space models Likelihood function, filtering and smoothing, and . Journal of Statistical Planning and Inference, 68 (1): 65--103 (May 1, 1998)Qualitative threshold ARCH models, and . Journal of Econometrics, 52 (1-2): 159--199 (00 1992)Disequilibrium econometrics in dynamic models, and . Journal of Econometrics, 11 (2-3): 353--361 (00 1979)Asymptotic properties of the maximum likelihood estimator in dichotomous logit models, and . Journal of Econometrics, 17 (1): 83--97 (September 1981)Time series and dynamic models, and . Themes in modern econometrics Cambridge Univ. Press, Cambridge u.a., (1997)Testing, confidence regions, model selection, and asymptotic theory, and . Themes in modern econometrics Cambridge Univ. Press, Cambridge u.a., (1995)Generalised residuals, , , and . Journal of Econometrics, 34 (1-2): 5-32 (1987)Simulation-based inference : A survey with special reference to panel data models, and . Journal of Econometrics, 59 (1-2): 5--33 (September 1993)Testing nested or non-nested hypotheses, , and . Journal of Econometrics, 21 (1): 83--115 (January 1983)Kuhn-Tucker, likelihood ratio and Wald tests for nonlinear models with inequality constraints on the parameters, , and . Journal of Econometrics, 16 (1): 166--161 (May 1981)