Sfoglia DiSES Working Papers per Autore "Amendola, Alessandra"
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A note on the invertibility of the threshold moving average model
Amendola, Alessandra; Niglio, Marcella; Vitale, Cosimo Damiano (2010)The Threshold Moving Average model with k regimes of order q is examined. In particular we provide sufficient conditions for its invertibility by generalizing some results reported in the literature. In the first part ... -
Self-assessment and career choices: an on-line resource for the university of Salerno
Amendola, Alessandra; Vitale, Maria Prosperina (2004)Aim of this paper is to examine the different factors that might influence high school students in their choice of a University degree program and the relationship with occupational interests. In this framework, an ... -
Variable selection in forecasting models for corporate bankruptcy
Amendola, Alessandra; Restaino, Marialuisa; Sensini, Luca (2011)In this paper we develop statistical models for bankruptcy prediction of Italian firms in the limited liability sector, using annual balance sheet information. Several issues involved in default risk analysis are ...