The following pages link to Daniele Massacci (Q506055):
Displayed 5 items.
- Least squares estimation of large dimensional threshold factor models (Q506056) (← links)
- A switching model with flexible threshold variable: with an application to nonlinear dynamics in stock returns (Q2437202) (← links)
- A variable addition test for exogeneity in structural threshold models (Q2440139) (← links)
- A simple test for linearity against exponential smooth transition models with endogenous variables (Q2440457) (← links)
- Predicting the Distribution of Stock Returns: Model Formulation, Statistical Evaluation, VaR Analysis and Economic Significance (Q4687541) (← links)