Modelling the non-linear response of Spanish electricity demand to temperature variations

Time Series Analysis.

Jörg Breitung, James D. Hamilton · Contemporary Sociology A Journal of Reviews · 1995 · 11.2K citations

Social Sciences, Economics, Econometrics +7

Sample Splitting and Threshold Estimation

Bruce E. Hansen · Econometrica · 2000 · 2.8K citations

Social Sciences, Business Economics, Economics +15

Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models

Timo Teräsvirta · Journal of the American Statistical Association · 1994 · 2.1K citations

Business, Business Economics, Econometrics +10

Modelling Nonlinear Economic Relationships

Dennis W. Jansen, Clive W. J. Granger, Timo Teräsvirta · Southern Economic Journal · 1995 · 1.2K citations

Social Sciences, Business Economics, Economics +17

Semiparametric Estimates of the Relation between Weather and Electricity Sales

Robert F. Engle, Clive W. J. Granger, John Rice et al. · Journal of the American Statistical Association · 1986 · 994 citations

Social Sciences, Economics, Econometrics +15