Riccardo Lucchetti

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
An improved density approximation for the Zivot-Andrews test Economics Letters	2026-03-25	Paper
Testing distributional assumptions in CUB models for the analysis of rating data AStA. Advances in Statistical Analysis	2024-12-05	Paper
Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices Econometrics Journal	2022-12-06	Paper
A test for bivariate normality with applications in microeconometric models Statistical Methods and Applications	2016-03-17	Paper
A simple and effective misspecification test for the double-hurdle model Economics Letters	2014-06-06	Paper
IDENTIFICATION OF COVARIANCE STRUCTURES Econometric Theory	2008-01-23	Paper
Artificial regression testing in the GARCH‐in‐mean model Econometrics Journal	2006-01-24	Paper
Analytical score for multivariate GARCH models Computational Economics	2002-08-21	Paper
Inconsistency of naive GMM estimation for QR models with endogenous regressors. Economics Letters	2002-03-03	Paper
scientific article; zbMATH DE number 1067786 (Why is no real title available?)	1997-11-20	Paper

Research outcomes over time

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