TY  - JOUR
TI  - Threshold effects in non-dynamic panels: Estimation, testing, and inference
AU  - Bruce E. Hansen
JO  - Journal of Econometrics
PY  - 1999
VL  - 93
IS  - 2
DO  - 10.1016/s0304-4076(99)00025-1
UR  - https://doi.org/10.1016/s0304-4076(99)00025-1
ER  -


TY  - JOUR
TI  - Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
AU  - Tim Bollerslev
AU  - Jeffrey M. Wooldridge
JO  - Econometric Reviews
PY  - 1992
VL  - 11
IS  - 2
DO  - 10.1080/07474939208800229
UR  - https://doi.org/10.1080/07474939208800229
ER  -


TY  - JOUR
TI  - Estimating regression models with unknown break‐points
AU  - Vito M. R. Muggeo
JO  - Statistics in Medicine
PY  - 2003
VL  - 22
IS  - 19
DO  - 10.1002/sim.1545
UR  - https://doi.org/10.1002/sim.1545
ER  -


TY  - JOUR
TI  - Consistency and Limiting Distribution of the Least Squares Estimator of a Threshold Autoregressive Model
AU  - Kung‐Sik Chan
JO  - The Annals of Statistics
PY  - 1993
VL  - 21
IS  - 1
DO  - 10.1214/aos/1176349040
UR  - https://doi.org/10.1214/aos/1176349040
ER  -