Gianluca Cubadda

Available identifiers

Publication	Date of Publication	Type
Optimization of the generalized covariance estimator in noncausal processes	2024-07-31	Paper
On cointegration for processes integrated at different frequencies	2022-08-08	Paper
Modelling comovements of economic time series: a selective survey	2021-02-04	Paper
Studying co-movements in large multivariate data prior to multivariate modelling	2016-07-04	Paper
Macro-panels and reality	2013-01-29	Paper
Testing for common autocorrelation in data-rich environments	2011-05-10	Paper
A unifying framework for analysing common cyclical features in cointegrated time series	2009-06-02	Paper
Testing for cointegration at any frequency using spectral methods	2009-02-03	Paper
Small-sample improvements in the statistical analysis of seasonally cointegrated systems	2008-11-26	Paper
COMMON FEATURES IN TIME SERIES WITH BOTH DETERMINISTIC AND STOCHASTIC SEASONALITY	2003-10-27	Paper
SEASONALITY, PRODUCTIVITY SHOCKS, AND SECTORAL COMOVEMENTS IN A REAL BUSINESS CYCLE MODEL FOR ITALY	2002-11-20	Paper
On non-contemporaneous short-run co-movements	2002-03-03	Paper
A NOTE ON TESTING FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS IN THE FREQUENCY DOMAIN	2001-05-17	Paper

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