Asymmetric effects of the business cycle on bank credit risk

Time Series Analysis.

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Social Sciences, Economics, Econometrics +7

A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

James D. Hamilton · Econometrica · 1989 · 9.7K citations

Social Sciences, Business Economics, Economics +17

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

Bruce E. Hansen · Journal of Econometrics · 1999 · 4.9K citations

Public Health, Biostatistics, Causal Inference +10

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

Donald W. K. Andrews, Werner Ploberger · Econometrica · 1994 · 2.5K citations

Social Sciences, Economics, Econometrics +14

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

Bruce E. Hansen · Econometrica · 1996 · 2.3K citations

Natural Sciences, Economics, Econometrics +15