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A Simple Test for Linearity Against Exponential Smooth Transition Models with Endogenous Variables
Massacci, Daniele, (2017)
Diagnostic tests based on quantile residuals for nonlinear time series models
Kalliovirta, Leena, (2009)
Testing the weak-form efficiency of agriculture's capital markets
Ghimire, Binam, (2016)
A variable addition test for exogeneity in structural threshold models
Massacci, Daniele, (2013)
A switching model with flexible threshold variable : with an application to nonlinear dynamics in stock returns
A two-regime threshold model with conditional skewed Student t distributions for stock returns
Massacci, Daniele, (2014)