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Daniele Massacci

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This is information that was supplied by Daniele Massacci in registering through RePEc. If you are Daniele Massacci , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Daniele
Middle Name:
Last Name: Massacci
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RePEc Short-ID: pma1104

Email:
Homepage: https://sites.google.com/site/danielemassacci/home
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Affiliation

Istituto Einaudi per l'Economia e la Finanza (EIEF)
Location: Roma, Italy
Homepage: http://www.eief.it/
Email:
Phone: +39 066790013
Fax: +39 0647924872
Postal: Via Sallustiana, 62 - 00187 Roma
Handle: RePEc:edi:einauit (more details at EDIRC)

Works

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Articles

  1. Massacci, Daniele, 2013. "A variable addition test for exogeneity in structural threshold models," Economics Letters, Elsevier, vol. 120(1), pages 5-9.
  2. Massacci, Daniele, 2013. "A switching model with flexible threshold variable: With an application to nonlinear dynamics in stock returns," Economics Letters, Elsevier, vol. 119(2), pages 199-203.
  3. Massacci, Daniele, 2012. "A simple test for linearity against exponential smooth transition models with endogenous variables," Economics Letters, Elsevier, vol. 117(3), pages 851-856.

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