Threshold ARCH(1) processes: asymptotic inference

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

Robert F. Engle · Econometrica · 1982 · 20.6K citations

Computing, Economics, Econometrics +15

Quasi-likelihood functions, generalized linear models, and the Gauss—Newton method

R. W. M. Wedderburn · Biometrika · 1974 · 2K citations

Business, Biostatistics, Econometrics +15

Efficient and Adaptive Estimation for Semiparametric Models.

Peter J. Bickel, Chris A. J. Klaassen, Ya’acov Ritov et al. · Biometrics · 1994 · 1.5K citations

Business, Biostatistics, Econometrics +15

Quasi-Likelihood Functions, Generalized Linear Models, and the Gauss-Newton Method

R. W. M. Wedderburn · Biometrika · 1974 · 515 citations

Business, Mathematics, Optimization +7

A threshold AR(1) model

Joseph D. Petruccelli, Samuel W. Woolford · Journal of Applied Probability · 1984 · 249 citations

Natural Sciences, Economics, Econometrics +16