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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/10009745760
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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/10009760511
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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. 851-856
Persistent link: https://www.econbiz.de/10009682577
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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
Cover Image
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
Cover Image
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