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