Chan, K. -S., and G. Goracci. 2019. “On the Ergodicity of First-Order
Threshold Autoregressive Moving-Average Processes.” J. Time Series
Anal. 40 (2): 256–64.
Chan, K.-S., S. Giannerini, G. Goracci, and H. Tong. 2024. “Testing for
Threshold Regulation in Presence of Measurement Error.”
Statistica
Sinica 34 (3).
https://doi.org/10.5705/ss.202022.0125.
Giannerini, S., and G. Goracci. 2021. “Estimating and Forecasting with
TARMA Models.” University of Bologna.
Giannerini, S., G. Goracci, and A. Rahbek. 2022. “The Validity of
Bootstrap Testing in the Threshold Framework.” arXiv.
https://doi.org/10.48550/ARXIV.2201.00028.
———. 2023. “The Validity of Bootstrap Testing in the Threshold
Framework.”
Journal of Econometrics, no. 105379: in press.
https://doi.org/10.1016/j.jeconom.2023.01.004.
Goracci, G., D. Ferrari, S. Giannerini, and F. Ravazzolo. 2023. “Robust
Estimation for Threshold Autoregressive Moving-Average Models.” Free
University of Bolzano, University of Bologna.
https://doi.org/10.48550/ARXIV.2211.08205.
Goracci, G., S. Giannerini, K.-S. Chan, and H. Tong. 2021. “Testing for
Threshold Effects in the TARMA Framework.” University of Bologna, Free
University of Bolzano, University of Iowa, London School of Economics.
https://arxiv.org/abs/2103.13977.
———. 2023. “Testing for Threshold Effects in the TARMA Framework.”
Statistica Sinica 33 (3): 1879–1901.
https://doi.org/10.5705/ss.202021.0120.