Sfoglia per Autore
Il Test Bootstrap Esterno per la Verifica di Cointegrazione in Ipotesi di Eteroschedasticità
2001-01-01 Procidano, Isabella; Gerolimetto, Margherita
A fractional cointegration analysis with the sieve bootstrap of some exchange rate time series
2003-01-01 Gerolimetto, Margherita; Procidano, Isabella
The fractional cointegration analysis with the sieve bootstrap
2003-01-01 Gerolimetto, Margherita; Procidano, Isabella
The cointegration analysis in hypothesis of heteroskedasticity: the wild bootstrap test.
2003-01-01 Gerolimetto, Margherita; Procidano, Isabella
A Test for Fractional Cointegration Using the Sieve Bootstrap
2003-01-01 Procidano, Isabella; Gerolimetto, Margherita
Analysing wine demand with artificial neural network
2005-01-01 Gerolimetto, Margherita; Mauracher, Christine; Procidano, Isabella
Structural breaks and ARFIMA processes: a strategy to deal with spurious effects
2005-01-01 Gerolimetto, Margherita; Bisaglia, L.
Switching regime and ARFIMA processes
2005-01-01 Gerolimetto, Margherita; Bisaglia, L.
Spurious effects in switching regime processes
2005-01-01 Gerolimetto, Margherita; Bisaglia, L.
A bootstrap test for hidden cointegration with an application to real data
2005-01-01 Gerolimetto, Margherita; Pizzi, Claudio; Procidano, Isabella
A robust unit root test with weighted conditional likelihood
2005-01-01 Agostinelli, Claudio; Gerolimetto, Margherita
A procedure to detect hidden cointegration with the sieve bootstrap
2005-01-01 Gerolimetto, Margherita; Procidano, Isabella; Pizzi, Claudio
Analysing food expenditure using demographic variables: microdata evidence from Italy
2005-01-01 Gerolimetto, Margherita; Procidano, Isabella; RIGATTI LUCHINI, S; Mauracher, Christine
Forecasting long memory time series when occasional break occur
2006-01-01 Gerolimetto, Margherita; Bisaglia, L.
Food safety and demographic variables: the case of BSE in Italy
2006-01-01 Procidano, Isabella; Gerolimetto, Margherita; Mauracher, Christine
Developments in the study of cointegrated economics variables: dynamic adjustments
2006-01-01 Gerolimetto, Margherita; Procidano, Isabella; RIGATTI LUCHINI, S.
Long memory and regime switching models
2006-01-01 Gerolimetto, Margherita; Bisaglia, L.
Italian Consumption of wild and farm fish: estimation of demand and elasticity
2006-01-01 Mauracher, Christine; Gerolimetto, Margherita; Procidano, Isabella
Frequency domain bootstrap for the fractional cointegration regression
2006-01-01 Gerolimetto, Margherita
Instrumental variables estimation of stationary and nonstationary cointegrating regressions
2006-01-01 Gerolimetto, Margherita; P. M., Robinson
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