Matteo M. Pelagatti

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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!

PublicationDate of PublicationType
jumps2026-10-30Software
Detecting association in microbiome compositional data: a novel approach2025-10-27Paper
A Hodrick–Prescott filter with automatically selected breaks
Economic Modelling
2025-09-01Paper
Spatiotemporal event studies for environmental data under cross-sectional dependence: an application to air quality assessment in Lombardy
Journal of Agricultural, Biological and Environmental Statistics
2024-12-31Paper
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Quantitative Finance
2024-07-23Paper
A Hodrick-Prescott filter with automatically selected jumps2024-01-01Paper
A least squares approach to latent variables extraction in formative-reflective models
Computational Statistics and Data Analysis
2018-08-17Paper
Rank tests for short memory stationarity
Journal of Econometrics
2017-05-12Paper
Modelling good and bad volatility
Studies in Nonlinear Dynamics & Econometrics
2010-07-02Paper


Research outcomes over time


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