Citation: H. Li et Rs. Tsay, A UNIFIED APPROACH TO IDENTIFYING MULTIVARIATE TIME-SERIES MODELS, Journal of the American Statistical Association, 93(442), 1998, pp. 770-782
Citation: Ks. Chan et Rs. Tsay, LIMITING PROPERTIES OF THE LEAST-SQUARES ESTIMATOR OF A CONTINUOUS THRESHOLD AUTOREGRESSIVE MODEL, Biometrika, 85(2), 1998, pp. 413-426
Citation: Jl. Lin et Rs. Tsay, COINTEGRATION CONSTRAINT AND FORECASTING - AN EMPIRICAL-EXAMINATION, Journal of applied econometrics, 11(5), 1996, pp. 519-538
Citation: Re. Mcculloch et Rs. Tsay, BAYESIAN-INFERENCE OF TRENDS-STATIONARITY AND DIFFERENCE-STATIONARITY, Econometric theory, 10(3-4), 1994, pp. 596-608
Citation: Re. Mcculloch et Rs. Tsay, BAYESIAN-INFERENCE AND PREDICTION FOR MEAN AND VARIANCE SHIFTS IN AUTOREGRESSIVE TIME-SERIES, Journal of the American Statistical Association, 88(423), 1993, pp. 968-978