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Robust Bartlett adjustment for hypotheses testing on cointegrating vectors : a bootstrap approach
Canepa, Alessandra - 2012
Persistent link: https://www.econbiz.de/10009573947
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Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra - 2021
Persistent link: https://www.econbiz.de/10013167436
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Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra - In: Journal of time series econometrics 14 (2022) 1, pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
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Bootstrap Bartlett adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra - 2020
Persistent link: https://www.econbiz.de/10012386989
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Improvement on the LR test statistic on the cointegrating relations in VAR models : bootstrap methods and applications
Canepa, Alessandra - 2020
Persistent link: https://www.econbiz.de/10012386990
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Inflation dynamics and persistence : the importance of the uncertainty channel
Canepa, Alessandra - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014534818
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Ination dynamics and time-varying persistence : the importance of the uncertainty channel
Canepa, Alessandra - 2022
Persistent link: https://www.econbiz.de/10013366360
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Socio-economic risk factors and wildfire crime in Italy : a quantile panel approach
Canepa, Alessandra - 2023
Persistent link: https://www.econbiz.de/10014310999
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Socio-economic risk factors and wildfire crime in Italy : a quantile panel approach
Canepa, Alessandra - In: Empirical economics : a quarterly journal of the … 66 (2024) 1, pp. 431-465
Persistent link: https://www.econbiz.de/10014519418
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Dynamic asymmetries in house price cycles : a generalized smooth transition model
Canepa, Alessandra; Chini, Emilio Zanetti - 2015
Persistent link: https://www.econbiz.de/10011348466