Leopoldo Catania

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!

Publication	Date of Publication	Type
Unobserved component models, approximate filters and dynamic adaptive mixture models Journal of Econometrics	2026-02-18	Paper
Bayesian flexible local projections Studies in Nonlinear Dynamics & Econometrics	2024-11-28	Paper
Dynamic Discrete Mixtures for High-Frequency Prices Journal of Business and Economic Statistics	2024-10-17	Paper
A Stochastic Volatility Model With a General Leverage Specification Journal of Business and Economic Statistics	2024-10-17	Paper
Semiparametric modeling of multiple quantiles Journal of Econometrics	2023-11-17	Paper
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings Econometric Reviews	2023-07-25	Paper
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings Econometric Reviews	2023-07-25	Paper
Hierarchical Markov-switching models for multivariate integer-valued time-series Journal of Econometrics	2021-02-04	Paper
Robust estimation of a location parameter with the integrated Hogg function Statistics & Probability Letters	2020-10-12	Paper
Comparison of value-at-risk models using the MCS approach Computational Statistics	2016-08-04	Paper

Research outcomes over time

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