| Publication | Date of Publication | Type |
|---|
Ratings and rankings: voodoo or science?
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2024-12-06 | Paper |
GARCH density and functional forecasts
Journal of Econometrics | 2023-06-29 | Paper |
Correction of Caporin and Paruolo (2015)
Econometric Reviews | 2022-06-07 | Paper |
Proximity-structured multivariate volatility models
Econometric Reviews | 2022-06-03 | Paper |
A general inversion theorem for cointegration
Econometric Reviews | 2022-03-04 | Paper |
Variable selection In regression models using global sensitivity analysis
Journal of Time Series Econometrics | 2021-08-17 | Paper |
Cointegration in functional autoregressive processes
Econometric Theory | 2021-04-16 | Paper |
Tests of integration in circular autoregressive models
Journal of the Italian Statistical Society | 2020-09-29 | Paper |
| scientific article; zbMATH DE number 6811486 (Why is no real title available?) | 2017-11-22 | Paper |
Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order
Journal of Econometrics | 2017-04-26 | Paper |
A characterization of vector autoregressive processes with common cyclical features
Journal of Econometrics | 2016-08-12 | Paper |
Speed of adjustment in cointegrated systems
Journal of Econometrics | 2016-08-04 | Paper |
Inverting a matrix function around a singularity via local rank factorization
SIAM Journal on Matrix Analysis and Applications | 2016-06-23 | Paper |
Common trends and cycles in I(2) VAR systems
Journal of Econometrics | 2016-06-10 | Paper |
Impact factors
Journal of Econometrics | 2016-04-01 | Paper |
Inversion of regular analytic matrix functions: Local Smith form and subspace duality
Linear Algebra and its Applications | 2011-08-26 | Paper |
Tests for cointegration rank and choice of the alternative
Statistical Methods and Applications | 2009-10-13 | Paper |
The role of the drift in I(2) systems
Journal of the Italian Statistical Society | 2009-02-03 | Paper |
LR cointegration tests when some cointegrating relations are known
Statistical Methods and Applications | 2009-01-30 | Paper |
Simple Robust Testing of Regression Hypotheses: A Comment
Econometrica | 2006-06-29 | Paper |
| scientific article; zbMATH DE number 2216099 (Why is no real title available?) | 2005-10-19 | Paper |
AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A COMMENT
Econometric Theory | 2005-10-18 | Paper |
ASYMPTOTIC INFERENCE ON THE MOVING AVERAGE IMPACT MATRIX IN COINTEGRATED I (2) VAR SYSTEMS
Econometric Theory | 2003-05-18 | Paper |
ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN I (2) SYSTEMS
Econometric Theory | 2003-05-05 | Paper |
On Monte Carlo estimation of relative power
Econometrics Journal | 2002-08-28 | Paper |
Weak exogeneity in \(I(2)\) VAR systems
Journal of Econometrics | 1999-11-25 | Paper |
Two Mixed Normal Densities from Cointegration Analysis
Econometrica | 1997-01-01 | Paper |
On the determination of integration indices in I(2) systems
Journal of Econometrics | 1996-09-01 | Paper |
| scientific article; zbMATH DE number 813757 (Why is no real title available?) | 1995-12-13 | Paper |
