Paolo Paruolo

Available identifiers

zbMath Open paruolo.paoloMaRDI QIDQ265012

List of research outcomes

Publication	Date of Publication	Type
GARCH density and functional forecasts	2023-06-29	Paper
Correction of Caporin and Paruolo (2015)	2022-06-07	Paper
Proximity-Structured Multivariate Volatility Models	2022-06-03	Paper
A general inversion theorem for cointegration	2022-03-04	Paper
Variable selection In regression models using global sensitivity analysis	2021-08-17	Paper
COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES	2021-04-16	Paper
Tests of integration in circular autoregressive models	2020-09-29	Paper
https://portal.mardi4nfdi.de/entity/Q4593685	2017-11-22	Paper
Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order	2017-04-26	Paper
A characterization of vector autoregressive processes with common cyclical features	2016-08-12	Paper
Speed of adjustment in cointegrated systems	2016-08-04	Paper
Inverting a Matrix Function around a Singularity via Local Rank Factorization	2016-06-23	Paper
Common trends and cycles in I(2) VAR systems	2016-06-10	Paper
Impact factors	2016-04-01	Paper
Inversion of regular analytic matrix functions: Local Smith form and subspace duality	2011-08-26	Paper
Tests for cointegration rank and choice of the alternative	2009-10-13	Paper
The role of the drift in I(2) systems	2009-02-03	Paper
LR cointegration tests when some cointegrating relations are known	2009-01-30	Paper
Simple Robust Testing of Regression Hypotheses: A Comment	2006-06-29	Paper
https://portal.mardi4nfdi.de/entity/Q5696805	2005-10-19	Paper
AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A COMMENT	2005-10-18	Paper
ASYMPTOTIC INFERENCE ON THE MOVING AVERAGE IMPACT MATRIX IN COINTEGRATED I (2) VAR SYSTEMS	2003-05-18	Paper
ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN I (2) SYSTEMS	2003-05-05	Paper
On Monte Carlo estimation of relative power	2002-08-28	Paper
Weak exogeneity in \(I(2)\) VAR systems	1999-11-25	Paper
Two Mixed Normal Densities from Cointegration Analysis	1997-01-01	Paper
On the determination of integration indices in I(2) systems	1996-09-01	Paper
https://portal.mardi4nfdi.de/entity/Q4854101	1995-12-13	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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