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Reduced rank regression models in economics and finance
Cubadda, Gianluca
;
Hecq, Alain W. J.
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2021
Persistent link: https://www.econbiz.de/10013257759
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Dimension reduction for high dimensional vector autoregressive models
Cubadda, Gianluca
;
Hecq, Alain W. J.
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2022
Persistent link: https://www.econbiz.de/10013257768
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On cointegration for processes integrated at different frequencies
Barrio Castro, Tomás del
;
Cubadda, Gianluca
;
Osborn, …
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2020
Persistent link: https://www.econbiz.de/10012489057
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4
Optimization of the generalized covariance estimator in noncausal processes
Cubadda, Gianluca
;
Giancaterini, Francesco
;
Hecq, Alain …
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2024
Persistent link: https://www.econbiz.de/10014549054
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5
The time-varying multivariate autoregressive index model
Cubadda, Gianluca
;
Grassi, Stefano
;
Guardabascio, Barbara
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2024
Persistent link: https://www.econbiz.de/10014515646
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Detecting common bubbles in multivariate mixed causal-noncausal models
Cubadda, Gianluca
;
Hecq, Alain W. J.
;
Voisin, Elisa
-
2023
Persistent link: https://www.econbiz.de/10014248981
Saved in:
7
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
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2023
Persistent link: https://www.econbiz.de/10014248988
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