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The likelihood ratio test for the rank of a cointegration submatrix
Paruolo, Paolo - In: Oxford bulletin of economics and statistics 68 (2006), pp. 921-948
Persistent link: https://www.econbiz.de/10003393563
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Asymptotic efficiency of the two stage estimator in I (2) systems
Paruolo, Paolo - In: Econometric theory 16 (2000) 4, pp. 524-550
Persistent link: https://www.econbiz.de/10001517334
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On the determination of integration indices in I(2) systems
Paruolo, Paolo - In: Journal of econometrics 72 (1996) 1, pp. 313-356
Persistent link: https://www.econbiz.de/10001197998
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Asymptotic inference on the moving average impact matrix in cointegrated /(2) VAR systems
Paruolo, Paolo - In: Econometric theory 18 (2002) 3, pp. 673-690
Persistent link: https://www.econbiz.de/10001673450
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Speed of adjustment in cointegrated systems
Fanelli, Luca; Paruolo, Paolo - In: Journal of econometrics 158 (2010) 1, pp. 130-141
Persistent link: https://www.econbiz.de/10008826868
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Simple robust testing of regression hypothesis: a comment
Abadir, Karim Maher; Paruolo, Paolo - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 5, pp. 2097-2099
Persistent link: https://www.econbiz.de/10001702266
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A reduced rank regression approach to tests of asset pricing
Costa, Michele - In: Oxford bulletin of economics and statistics 59 (1997) 1, pp. 163-181
Persistent link: https://www.econbiz.de/10001223725
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Variable selection in regression models using global sensitivity analysis
Becker, William; Paruolo, Paolo; Saltelli, Andrea - In: Journal of time series econometrics 13 (2021) 2, pp. 187-233
Persistent link: https://www.econbiz.de/10012612768
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Cointegration in functional autoregressive processes
Franchi, Massimo; Paruolo, Paolo - In: Econometric theory 36 (2020) 5, pp. 803-839
Persistent link: https://www.econbiz.de/10012307240
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A general inversion theorem for cointegration
Franchi, Massimo; Paruolo, Paolo - In: Econometric reviews 38 (2019) 10, pp. 1176-1201
Persistent link: https://www.econbiz.de/10012181400