Riccardo Lucchetti

Available identifiers

Publication	Date of Publication	Type
Testing distributional assumptions in CUB models for the analysis of rating data	2024-12-05	Paper
Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices	2022-12-06	Paper
A test for bivariate normality with applications in microeconometric models	2016-03-17	Paper
A simple and effective misspecification test for the double-hurdle model	2014-06-06	Paper
IDENTIFICATION OF COVARIANCE STRUCTURES	2008-01-23	Paper
Artificial regression testing in the GARCH‐in‐mean model	2006-01-24	Paper
Analytical score for multivariate GARCH models	2002-08-21	Paper
Inconsistency of naive GMM estimation for QR models with endogenous regressors.	2002-03-03	Paper
https://portal.mardi4nfdi.de/entity/Q4358405	1997-11-20	Paper

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