Gianluca Cubadda

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
Optimization of the generalized covariance estimator in noncausal processes Statistics and Computing	2024-07-31	Paper
On cointegration for processes integrated at different frequencies Journal of Time Series Analysis	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 Journal of Econometrics	2016-07-04	Paper
Macro-panels and reality Economics Letters	2013-01-29	Paper
Testing for common autocorrelation in data-rich environments Journal of Forecasting	2011-05-10	Paper
A unifying framework for analysing common cyclical features in cointegrated time series Computational Statistics and Data Analysis	2009-06-02	Paper
Testing for cointegration at any frequency using spectral methods Journal of the Italian Statistical Society	2009-02-03	Paper
Small-sample improvements in the statistical analysis of seasonally cointegrated systems Computational Statistics and Data Analysis	2008-11-26	Paper
COMMON FEATURES IN TIME SERIES WITH BOTH DETERMINISTIC AND STOCHASTIC SEASONALITY Econometric Reviews	2003-10-27	Paper
SEASONALITY, PRODUCTIVITY SHOCKS, AND SECTORAL COMOVEMENTS IN A REAL BUSINESS CYCLE MODEL FOR ITALY Macroeconomic Dynamics	2002-11-20	Paper
On non-contemporaneous short-run co-movements Economics Letters	2002-03-03	Paper
A NOTE ON TESTING FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS IN THE FREQUENCY DOMAIN Journal of Time Series Analysis	2001-05-17	Paper

Research outcomes over time

This page was built for person: Gianluca Cubadda