Giovanni Urga

Available identifiers

zbMath Open urga.giovanniMaRDI QIDQ265110

List of research outcomes

Publication	Date of Publication	Type
Combining p-values for Multivariate Predictive Ability Testing	2024-03-06	Paper
A practical multivariate approach to testing volatility spillover	2023-09-14	Paper
Independent Factor Autoregressive Conditional Density Model	2022-06-03	Paper
Asymptotics for Panel Models with Common Shocks	2022-05-31	Paper
True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison	2022-05-31	Paper
Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions	2019-07-01	Paper
Consistent estimation of time-varying loadings in high-dimensional factor models	2019-04-29	Paper
COMMON STOCHASTIC TRENDS AND AGGREGATION IN HETEROGENEOUS PANELS	2018-12-21	Paper
Testing for instability in covariance structures	2017-09-21	Paper
Micro versus macro cointegration in heterogeneous panels	2016-07-25	Paper
Robust GMM tests for structural breaks	2016-04-01	Paper
Identification robust inference in cointegrating regressions	2014-08-06	Paper
Copula-based tests for cross-sectional independence in panel models	2013-01-29	Paper
On the identification problem in testing the dynamic specification of factor-demand equations	1997-02-28	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Giovanni Urga