Testing for Linearity

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

1980 • 25,774 citations

Density Estimation for Statistics and Data Analysis

2018 • 15,477 citations

Bootstrap Methods and Their Application

1999 • 5,712 citations

Estimating and Testing Linear Models with Multiple Structural Changes

1998 • 5,657 citations

Tests for Parameter Instability and Structural Change With Unknown Change Point

1993 • 4,272 citations

Threshold effects in non-dynamic panels: Estimation, testing, and inference

1999 • 3,853 citations

Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative

1994 • 2,512 citations

Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis

1996 • 2,280 citations

Hypothesis testing when a nuisance parameter is present only under the alternative

1987 • 2,016 citations

The Jackknife and Bootstrap

1995 • 1,985 citations

Non-linear time series. A dynamical system approach

1990 • 1,974 citations

Threshold Models in Non-linear Time Series Analysis

1983 • 1,541 citations

Modelling Nonlinear Economic Relationships

1995 • 1,322 citations

Testing linearity against smooth transition autoregressive models

1988 • 1,322 citations

Consistency and Limiting Distribution of the Least Squares Estimator of a Threshold Autoregressive Model

1993 • 1,304 citations

Characterizing nonlinearities in business cycles using smooth transition autoregressive models

1992 • 911 citations

Testing and Modeling Threshold Autoregressive Processes

1989 • 863 citations

Estimating Multiple Breaks One at a Time

1997 • 804 citations

On a Threshold Model

1978 • 731 citations

Inference in TAR Models

1997 • 607 citations

ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS

1986 • 571 citations

Testing for structural change in conditional models

2000 • 471 citations

CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE

1998 • 350 citations

Chapter 38 Applied nonparametric methods

1994 • 346 citations

Empirical Process Methods in Econometrics

1993 • 299 citations

Forecasting the U.S. Unemployment Rate

1998 • 261 citations

Threshold autoregression, limit cycles and cyclical data- with discussion

1980 • 238 citations

Testing structural stability with endogenous breakpoint A size comparison of analytic and bootstrap procedures

1996 • 204 citations

TESTS FOR STRUCTURAL CHANGE IN COINTEGRATED SYSTEMS

1998 • 156 citations

Nonlinear time-series analysis of stock volatilities

1992 • 155 citations

Bayes factors and nonlinearity: Evidence from economic time series

1999 • 142 citations

Testing for Threshold Autoregression

1990 • 136 citations

Further evidence on the asymmetric behavior of unemployment rates over the business cycle

1991 • 134 citations

On Likelihood Ratio Tests for Threshold Autoregression

1990 • 127 citations

A Nonlinear Approach to U.S. GNP

1993 • 105 citations

ASPECTS OF MODELLING NONLINEAR TIME SERIES

1992 • 77 citations

Data Transformation and Self-Exciting Threshold Autoregression

1981 • 64 citations

Threshold Autoregressions with a Near Unit Root

1998 • 53 citations

8 Nonlinear time series and macroeconometrics

1993 • 41 citations

Test for partial parameter instability in regressions with I(1) processes

1998 • 40 citations

Credit rationing and threshold effects in the relation between money and output

1996 • 38 citations

Nonlinear dynamics in a structural model of employment

1992 • 37 citations