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Massacci, Daniele
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A variable addition test for exogeneity in structural threshold models
Massacci, Daniele
- In:
Economics letters
120
(
2013
)
1
,
pp. 5-9
Persistent link: https://www.econbiz.de/10010119278
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A switching model with flexible threshold variable: With an application to nonlinear dynamics in stock returns
Massacci, Daniele
- In:
Economics letters
119
(
2013
)
2
,
pp. 199-203
Persistent link: https://www.econbiz.de/10010100399
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A simple test for linearity against exponential smooth transition models with endogenous variables
Massacci, Daniele
- In:
Economics letters
117
(
2012
)
3
,
pp. 851-857
Persistent link: https://www.econbiz.de/10010042067
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