Alessandro Casini

Available identifiers

zbMath Open casini.alessandroMaRDI QIDQ2043250

List of research outcomes

Publication	Date of Publication	Type
Change-point analysis of time series with evolutionary spectra	2024-09-06	Paper
Prewhitened long-run variance estimation robust to nonstationarity	2024-07-17	Paper
The fixed-\(b\) limiting distribution and the ERP of HAR tests under nonstationarity	2024-02-13	Paper
Comment on Andrews (1991) “Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation”	2024-01-23	Paper
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings	2023-07-25	Paper
Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models	2023-06-29	Paper
GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS	2022-03-21	Paper
Continuous record Laplace-based inference about the break date in structural change models	2021-07-30	Paper
Continuous Record Laplace-based Inference about the Break Date in Structural Change Models	2018-03-31	Paper

Research outcomes over time

This page was built for person: Alessandro Casini