Narrow search
Showing 1 - 9 of 9
Cover Image
MCMC Bayesian estimation of a Skew-GED stochastic volatility model
Cappuccio, Nunzio; Lubian, Diego; Raggi, Davide - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 2
Persistent link: https://www.econbiz.de/10009949810
Cover Image
Triangular Representation and Error Correction Mechanism in Cointegrated Systems
Cappuccio, Nunzio; Lubian, Diego - In: Oxford bulletin of economics and statistics 58 (1996) 2, pp. 409-416
Persistent link: https://www.econbiz.de/10006477407
Cover Image
Local-to-Spurious Regression
Lubian, Diego - In: Econometric theory 13 (1997) 4, pp. 608-612
Persistent link: https://www.econbiz.de/10006997108
Cover Image
Spurious Regression and Generalized Least Squares
Lubian, Diego - In: Econometric theory 12 (1996) 1, pp. 204-208
Persistent link: https://www.econbiz.de/10007001123
Cover Image
Derivation of a Fully Modified Estimator
Lubian, Diego - In: Econometric theory 12 (1996) 4, pp. 749-751
Persistent link: https://www.econbiz.de/10007003392
Cover Image
Ordering of Covariance Matrices
Neudecker, Heinz; Cappuccio, Nunzio; Lubian, Diego - In: Econometric theory 12 (1996) 4, pp. 746-747
Persistent link: https://www.econbiz.de/10007003394
Cover Image
Asymptotic Null Distributions of Stationarity and Nonstationarity Tests Under Local-to-finite Variance Errors
Cappuccio, Nunzio; Lubian, Diego - In: Annals of the Institute of Statistical Mathematics : AISM 59 (2007) 3, pp. 403-424
Persistent link: https://www.econbiz.de/10007793555
Cover Image
Happiness and tax morale: An empirical analysis
Lubian, Diego; Zarri, Luca - In: Journal of economic behavior & organization : JEBO 80 (2011) 1, pp. 223-244
Persistent link: https://www.econbiz.de/10009291254
Cover Image
Investigating asymmetry in US stock market indexes: evidence from a stochastic volatility model
Cappuccio, Nunzio; Lubian, Diego; Raggi, Davide - In: Applied financial economics 16 (2006) 6, pp. 479-490
Persistent link: https://www.econbiz.de/10007634231