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Reduced rank regression models in economics and finance
Cubadda, Gianluca; Hecq, Alain W. J. - 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. - 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, … - 2020
Persistent link: https://www.econbiz.de/10012489057
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Optimization of the generalized covariance estimator in noncausal processes
Cubadda, Gianluca; Giancaterini, Francesco; Hecq, Alain … - 2024
Persistent link: https://www.econbiz.de/10014549054
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The time-varying multivariate autoregressive index model
Cubadda, Gianluca; Grassi, Stefano; Guardabascio, Barbara - 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
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The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca; Mazzali, Marco - 2023
Persistent link: https://www.econbiz.de/10014248988
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Staying strong, but for how long? : mental health during COVID-19 in Italy
Marazzi, Francesca; Mortari, Andrea Piano; Belotti, Federico - 2022
Persistent link: https://www.econbiz.de/10012224871
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The future of the elderly population health status : filling a nnowledge gap
Atella, Vincenzo; Belotti, Federico; Daejung, Kim; … - 2020 - This draft: June 18, 2020
Persistent link: https://www.econbiz.de/10012489038
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Traumatic experiences adversely affect life cycle labor market outcomes of the next generation : evidence from WWII Nazi raids
Atella, Vincenzo; Di Porto, Edoardo; Kopinska, Joanna; … - 2022
Persistent link: https://www.econbiz.de/10014249193