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Psaradakis, Zacharias and Sola, Martin and Spagnolo, F. and Spagnolo, N. (2009) Selecting nonlinear time series models using information criteria. Journal of Time Series Analysis 30 (4), pp. 369-394. ISSN 0143-9782.
Psaradakis, Zacharias and Spagnolo, N. (2006) Joint determination of the state dimension and autoregressive order for models with Markov regime switching. Journal of Time Series Analysis 27 (5), pp. 753-766. ISSN 0143-9782.
Psaradakis, Zacharias and Spagnolo, N. (2003) On the determination of the number of regimes in Markov-switching autoregressive models. Journal of Time Series Analysis 24 , pp. 237-252. ISSN 0143-9782.
Psaradakis, Zacharias and Spagnolo, N. (2002) Power properties of nonlinearity tests for time series with Markov regimes. Studies in Nonlinear Dynamics & Econometrics 6 (3), ISSN 1081-1826.