Alessandro Casini

MaRDI QIDQ2043250zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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

Research outcomes over time

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