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• Francesco Audrino

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Article provided by American Statistical Association in its journal Journal of Business and Economic Statistics.

Volume (Year): 24 (2006)
Issue (Month): (July)
Pages: 338-353
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Handle: RePEc:bes:jnlbes:v:24:y:2006:p:338-353

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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. Francesco Audrino & Marcelo C. Medeiros, 2008. "Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process," University of St. Gallen Department of Economics working paper series 2008 2008-16, Department of Economics, University of St. Gallen. [Downloadable!]
2. David I. Harvey & Stephen J. Leybourne & Bin Xiao, . "A powerful test for linearity when the order of integration is unknown," Discussion Papers 07/06, University of Nottingham, Granger Centre for Time Series Econometrics. [Downloadable!]
3. Francesco Audrino & Fabio Trojani, 2007. "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2007 2007-25, Department of Economics, University of St. Gallen. [Downloadable!]
   Other versions:
   • Fabio Trojani & Francesco Audrino, 2005. "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2005 2005-04, Department of Economics, University of St. Gallen. [Downloadable!]
4. Francesco Audrino & Enrico De Giorgi, . "Beta Regimes for the Yield Curve," IEW - Working Papers iewwp244, Institute for Empirical Research in Economics - IEW. [Downloadable!]
5. David I. Harvey & Stephen J. Leybourne & Ben Xiao, . "A powerful test for linearity when the order of integration is unknown [Revised to become No. 07/06 above]," Discussion Papers 07/01, University of Nottingham, Granger Centre for Time Series Econometrics. [Downloadable!]

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This page was last updated on 2009-12-19.