Large shocks vs. small shocks. (Or does size matter? May be so.) (Q291855): Difference between revisions

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+Weak convergence of the sequential empirical processes of residuals in ARMA models
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+Are Output Fluctuations Transitory?
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+Threshold Autoregression with a Unit Root
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+Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
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+Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
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+Q3753259
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+Q4370586
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+Normal rank
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+On threshold moving-average models
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+Estimation and model selection based inference in single and multiple threshold models.
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
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+Impulse response analysis in nonlinear multivariate models
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+Nonparametric model checks for time series
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+A threshold AR(1) model
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+Asymptotics for linear processes
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+Signal extraction error in nonstationary time series
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+Nonlinear impulse response functions
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+The Relative Importance of Permanent and Transitory Components: Identification and Some Theoretical Bounds
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