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Estimation and model selection based inference in single and multiple threshold models

, and . Journal of Econometrics, 110 (2): 319--352 (October 2002)

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Estimation and model selection based inference in single and multiple threshold models, and . Journal of Econometrics, 110 (2): 319--352 (October 2002)Total expenditure endogeneity in a system of demand for public consumption expenditures in the UK, and . Economic Modelling, 16 (2): 279--291 (Apr 1, 1999)Specification via model selection in vector error correction models, and . Economics Letters, 60 (3): 321--328 (Sep 1, 1998)On the bias of the OLS estimator in a nonstationary dynamic panel data model. Statistics & Probability Letters, 38 (2): 145--150 (Jun 1, 1998)Lag length estimation in large dimensional systems, and . Journal of Time Series Analysis, 23 (4): 401--423 (182 07 2002)doi: 10.1111/1467-9892.00270.