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Hierarchical Markov-switching models for multivariate integer-valued time-series
Catania, Leopoldo; Di Mari, Roberto - In: Journal of econometrics 221 (2021) 1, pp. 118-137
Persistent link: https://www.econbiz.de/10012618804
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Semiparametric modeling of multiple quantiles
Catania, Leopoldo; Luati, Alessandra - In: Journal of econometrics 237 (2023) 2,2, pp. 1-16
Persistent link: https://www.econbiz.de/10014471520
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The generalised autocovariance function
Proietti, Tommaso; Luati, Alessandra - In: Journal of econometrics 186 (2015) 1, pp. 245-257
Persistent link: https://www.econbiz.de/10011349503
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Econometric models of climate change : introduction by the guest editors
Hillebrand, Eric; Pretis, Felix; Proietti, Tommaso - In: Journal of econometrics 214 (2020) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10012438079
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Annals issue: econometric models of climate change
Hillebrand, Eric (ed.); Pretis, Felix (ed.);  … - 2020
Persistent link: https://www.econbiz.de/10012439936
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Modelling cycles in climate series : the fractional sinusoidal waveform process
Proietti, Tommaso; Maddanu, Federico - In: Journal of econometrics 239 (2024) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10015073959