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Switching state-space models Likelihood function, filtering and smoothing, и . Journal of Statistical Planning and Inference, 68 (1): 65--103 (01.05.1998)Qualitative threshold ARCH models, и . Journal of Econometrics, 52 (1-2): 159--199 (00 1992)Disequilibrium econometrics in dynamic models, и . Journal of Econometrics, 11 (2-3): 353--361 (00 1979)Time series and dynamic models, и . Themes in modern econometrics Cambridge Univ. Press, Cambridge u.a., (1997)Asymptotic properties of the maximum likelihood estimator in dichotomous logit models, и . Journal of Econometrics, 17 (1): 83--97 (сентября 1981)Testing, confidence regions, model selection, and asymptotic theory, и . Themes in modern econometrics Cambridge Univ. Press, Cambridge u.a., (1995)Simulated residuals, , , и . Journal of Econometrics, 34 (1-2): 201--252 (00 1987)Testing nested or non-nested hypotheses, , и . Journal of Econometrics, 21 (1): 83--115 (января 1983)Kuhn-Tucker, likelihood ratio and Wald tests for nonlinear models with inequality constraints on the parameters, , и . Journal of Econometrics, 16 (1): 166--161 (мая 1981)Simulation-based inference : A survey with special reference to panel data models, и . Journal of Econometrics, 59 (1-2): 5--33 (сентября 1993)