CAVICCHIOLI, MADDALENA

CAVICCHIOLI, MADDALENA  

Dipartimento di Economia "Marco Biagi"  

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Acute Triangulations of Convex Quadrilaterals 1-gen-2012 Cavicchioli, Maddalena
Acute Triangulations of Trapezoids and Pentagons 1-gen-2013 Cavicchioli, Maddalena
ANALYSIS OF THE LIKELIHOOD FUNCTION FOR MARKOV-SWITCHING VAR(CH) MODELS 1-gen-2014 Cavicchioli, Maddalena
Asymptotic Fisher information matrix of Markov switching VARMA models 1-gen-2017 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
Central Bank Independence, Financial Instability and Politics: New Evidence for OECD and Non-OECD Countries 1-gen-2017 Pistoresi, Barbara; Cavicchioli, Maddalena; Brevini, G.
Central Bank Independence, financial instability and politics: new evidence for OECD and non-OECD countries 1-gen-2017 Pistoresi, B.; Cavicchioli, M.; Brevini, G.
Che cos’è la statistica? Una prima introduzione alla scienza dei dati 1-gen-2022 Cavicchioli, Maddalena; FRANCO VILLORIA, Maria; Frederic, Patrizio; Morlini, Isabella
Determinants of Central Bank independence: a random forest approach 1-gen-2016 Cavicchioli, M.; Papana, A.; Papana Diagasis, A.; Pistoresi, B.
Determining the Number of Regimes in Markov-Switching VAR and VMA Models 1-gen-2014 Cavicchioli, Maddalena
Eigenvalue Ratio Estimators for the Number of Common Factors 1-gen-2016 Cavicchioli, Maddalena; Forni, Mario; Lippi, Marco; Zaffaroni, Paolo
Estimation and asymptotic covariance matrix for stochastic volatility models 1-gen-2017 Cavicchioli, Maddalena
Evidences from survey data and fiscal data: nonresponse and measurement errors in annual incomes 1-gen-2021 Cavicchioli, Maddalena; Lalla, Michele
Exploring differences of CSR perceptions and expectations between Eastern and Western countries: emerging patterns and managerial implications 1-gen-2022 Minoja, Mario; Kocollari, Ulpiana; Cavicchioli, Maddalena
Fourth Moment Structure of Markov Switching Multivariate GARCH Models 1-gen-2021 Cavicchioli, Maddalena
Generalised Cepstral Models for the Spectrum of Vector Time Series 1-gen-2020 Cavicchioli, Maddalena
Goodness-of-fit tests for Markov Switching VAR models using spectral analysis 1-gen-2022 Cavicchioli, Maddalena
Higher order moments of Markov switching VARMA models 1-gen-2017 Cavicchioli, Maddalena
A HYBRID TOOL FOR HYBRID PROJECTS: HOW CROWDFUNDING CAN SCALE THE IMPACT OF SOCIAL ENTREPRENEURSHIP 1-gen-2018 Kocollari, Ulpiana; Pedrazzoli, Alessia; Cavicchioli, Maddalena