The following pages link to Gianluca Cubadda (Q235956):
Displaying 13 items.
- Studying co-movements in large multivariate data prior to multivariate modelling (Q301956) (← links)
- Small-sample improvements in the statistical analysis of seasonally cointegrated systems (Q957207) (← links)
- A unifying framework for analysing common cyclical features in cointegrated time series (Q1020892) (← links)
- Macro-panels and reality (Q1934813) (← links)
- Testing for common autocorrelation in data-rich environments (Q2997941) (← links)
- Testing for cointegration at any frequency using spectral methods (Q3598296) (← links)
- COMMON FEATURES IN TIME SERIES WITH BOTH DETERMINISTIC AND STOCHASTIC SEASONALITY (Q4432538) (← links)
- SEASONALITY, PRODUCTIVITY SHOCKS, AND SECTORAL COMOVEMENTS IN A REAL BUSINESS CYCLE MODEL FOR ITALY (Q4780659) (← links)
- A NOTE ON TESTING FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS IN THE FREQUENCY DOMAIN (Q4854214) (← links)
- On cointegration for processes integrated at different frequencies (Q5095290) (← links)
- Modelling comovements of economic time series: a selective survey (Q5148510) (← links)
- On non-contemporaneous short-run co-movements (Q5958419) (← links)
- Optimization of the generalized covariance estimator in noncausal processes (Q6581657) (← links)
