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Simple identification and specification of cointegrated VARMA models
Kascha, Christian; Trenkler, Carsten - In: Journal of applied econometrics 30 (2015) 4, pp. 675-702
Persistent link: https://www.econbiz.de/10011332854
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International dynamic risk sharing
Cavaliere, Giuseppe; Fanelli, Luca; Gardini, Attilio - In: Journal of applied econometrics 23 (2008) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10003682767
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International dynamic risk sharing
Cavaliere, Giuseppe; Fanelli, Luca; Gardini, Attilio - In: Journal of applied econometrics 23 (2008) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10007915190
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Bootstrap inference and diagnostics in state space models : with applications to dynamic macro models
Angelini, Giovanni; Cavaliere, Giuseppe; Fanelli, Luca - In: Journal of applied econometrics 37 (2022) 1, pp. 3-22
Persistent link: https://www.econbiz.de/10013165161