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Structural Macroeconomic Analysis for Dynamic Factor Models 1-gen-2010 Cavicchioli, Maddalena
Some Convergence Results on Dynamic Factor Models 1-gen-2011 Cavicchioli, Maddalena
Acute Triangulations of Convex Quadrilaterals 1-gen-2012 Cavicchioli, Maddalena
Inference Methods for Stochastic Volatility Models 1-gen-2013 Cavicchioli, Maddalena
Spectral Density of Markov Switching VARMA Models 1-gen-2013 Cavicchioli, Maddalena
Acute Triangulations of Trapezoids and Pentagons 1-gen-2013 Cavicchioli, Maddalena
On Asymptotic Properties of the QML Estimator for GARCH Models 1-gen-2013 Cavicchioli, Maddalena
Autocovariance and Linear Transformations of Markov Switching VARMA Processes 1-gen-2014 Cavicchioli, Maddalena
Business Cycle and Markov Switching Models with Distributed Lags: a Comparison between US and Euro area 1-gen-2014 Billio, Monica; Cavicchioli, Maddalena
Quasi Maximum Likelihood Inference for Stochastic Volatility Models 1-gen-2014 Cavicchioli, Maddalena
On Spectral Representation of VARMA Models with Change in Regime 1-gen-2014 Cavicchioli, Maddalena
ANALYSIS OF THE LIKELIHOOD FUNCTION FOR MARKOV-SWITCHING VAR(CH) MODELS 1-gen-2014 Cavicchioli, Maddalena
Determining the Number of Regimes in Markov-Switching VAR and VMA Models 1-gen-2014 Cavicchioli, Maddalena
Testing threshold cointegration in Wagner's Law: the role of military spending 1-gen-2015 Cavicchioli, M.; Pistoresi, B.
Likelihood Ratio Test and Information Criteria for Markov Switching Var Models: An Application to the Italian Macroeconomy 1-gen-2015 Cavicchioli, Maddalena
Determinants of Central Bank independence: a random forest approach 1-gen-2016 Cavicchioli, M.; Papana, A.; Papana Diagasis, A.; Pistoresi, B.
Determinants of Central Bank Independence: a Random Forest Approach 1-gen-2016 Cavicchioli, M.; Papana, A.; Papana Dagiasis, A.; Pistoresi, B.
Eigenvalue Ratio Estimators for the Number of Common Factors 1-gen-2016 Cavicchioli, Maddalena; Forni, Mario; Lippi, Marco; Zaffaroni, Paolo
Eigenvalue Ratio Estimators for the Number of Dynamic Factors 1-gen-2016 Cavicchioli, M.; Forni, M.; Lippi, M.; Zaffaroni, P.
Weak VARMA Representations of Regime-Switching State-Space Models 1-gen-2016 Cavicchioli, Maddalena
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