Paolo Paruolo

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Person:265012

Available identifiers

zbMath Open paruolo.paoloMaRDI QIDQ265012

List of research outcomes





PublicationDate of PublicationType
Ratings and rankings: voodoo or science?2024-12-06Paper
GARCH density and functional forecasts2023-06-29Paper
Correction of Caporin and Paruolo (2015)2022-06-07Paper
Proximity-Structured Multivariate Volatility Models2022-06-03Paper
A general inversion theorem for cointegration2022-03-04Paper
Variable selection In regression models using global sensitivity analysis2021-08-17Paper
COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES2021-04-16Paper
Tests of integration in circular autoregressive models2020-09-29Paper
https://portal.mardi4nfdi.de/entity/Q45936852017-11-22Paper
Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order2017-04-26Paper
A characterization of vector autoregressive processes with common cyclical features2016-08-12Paper
Speed of adjustment in cointegrated systems2016-08-04Paper
Inverting a matrix function around a singularity via local rank factorization2016-06-23Paper
Common trends and cycles in I(2) VAR systems2016-06-10Paper
Impact factors2016-04-01Paper
Inversion of regular analytic matrix functions: Local Smith form and subspace duality2011-08-26Paper
Tests for cointegration rank and choice of the alternative2009-10-13Paper
The role of the drift in I(2) systems2009-02-03Paper
LR cointegration tests when some cointegrating relations are known2009-01-30Paper
Simple Robust Testing of Regression Hypotheses: A Comment2006-06-29Paper
https://portal.mardi4nfdi.de/entity/Q56968052005-10-19Paper
AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A COMMENT2005-10-18Paper
ASYMPTOTIC INFERENCE ON THE MOVING AVERAGE IMPACT MATRIX IN COINTEGRATED I (2) VAR SYSTEMS2003-05-18Paper
ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN I (2) SYSTEMS2003-05-05Paper
On Monte Carlo estimation of relative power2002-08-28Paper
Weak exogeneity in \(I(2)\) VAR systems1999-11-25Paper
Two Mixed Normal Densities from Cointegration Analysis1997-01-01Paper
On the determination of integration indices in I(2) systems1996-09-01Paper
https://portal.mardi4nfdi.de/entity/Q48541011995-12-13Paper

Research outcomes over time

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