publicaciones seleccionadas

• artículo

  • Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change 2009
  • Modelling Autoregressive Processes with a Shifting Mean 2008
  • Simulation-based Finite Sample Linearity Test against Smooth Transition Models 2006

• documento de trabajo

  • Panel Smooth Transition Regression Models 2017-10
  • Forecasting Inflation with Gradual Regime Shifts and Exogenous Information 2009-01
  • Modelling Autoregressive Processes with a Shifting Mean 2006-12
  • Simulation-Based Finite-Sample Linearity Test against Smooth Transition Models 2005-08
  • Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change 2002-08