activity
20222026
most citedTesting for Threshold Effects in Presence of Heteroskedasticity and Measurement Error with an application to Italian Strikes

2 citations · 2 across the 3 of their papers we have counts for

collaborators
Showing econ.EMShow all

1 paper · 1 filter

econ.EM2023★ 2 cited

Testing for Threshold Effects in Presence of Heteroskedasticity and Measurement Error with an application to Italian Strikes

Francesco Angelini, Massimiliano Castellani, Simone Giannerini +1

Many macroeconomic time series are characterised by nonlinearity both in the conditional mean and in the conditional variance and, in practice, it is important to investigate separ…