Maddalena Cavicchioli

Available identifiers

zbMath Open cavicchioli.maddalenaMaRDI QIDQ345367

List of research outcomes

Publication	Date of Publication	Type
Trend and cycle decomposition of Markov switching (co)integrated time series	2024-03-01	Paper
Estimation and asymptotics for vector autoregressive models with unit roots and Markov switching trends	2024-02-05	Paper
Likelihood-based analysis in mixture global vars	2024-02-01	Paper
Impulse response function analysis for Markov switching VAR models	2024-01-19	Paper
Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables	2023-06-05	Paper
Spectral analysis of Markov switching GARCH models with statistical inference	2023-04-21	Paper
Evidences from survey data and fiscal data: nonresponse and measurement errors in annual incomes	2022-10-04	Paper
Spectral representation and autocovariance structure of Markov switching DSGE models	2022-05-18	Paper
Statistical inference for mixture GARCH models with financial application	2022-05-10	Paper
Goodness-of-fit tests for Markov Switching VAR models using spectral analysis	2022-04-08	Paper
OLS estimation of Markov switching VAR models: asymptotics and application to energy use	2021-12-09	Paper
A note on the asymptotic and exact Fisher information matrices of a Markov switching VARMA process	2020-04-07	Paper
Generalised cepstral models for the spectrum of vector time series	2020-02-05	Paper
On mixture autoregressive conditional heteroskedasticity	2018-06-20	Paper
Markov Switching GARCH Models: Filtering, Approximations and Duality	2018-03-26	Paper
Estimation and asymptotic covariance matrix for stochastic volatility models	2018-02-20	Paper
HIGHER ORDER MOMENTS OF MARKOV SWITCHING VARMA MODELS	2017-10-25	Paper
Third and fourth moments of vector autoregressions with regime switching	2017-08-03	Paper
Asymptotic Fisher information matrix of Markov switching VARMA models	2017-05-29	Paper
Statistical Analysis Of Mixture Vector Autoregressive Models	2016-12-02	Paper
Weak VARMA representations of regime-switching state-space models	2016-12-01	Paper
ANALYSIS OF THE LIKELIHOOD FUNCTION FOR MARKOV‐SWITCHING VAR(CH) MODELS	2015-03-04	Paper
DETERMINING THE NUMBER OF REGIMES IN MARKOV SWITCHING VAR AND VMA MODELS	2014-12-10	Paper
Spectral density of Markov-switching VARMA models	2014-06-03	Paper
Inference methods for stochastic volatility models	2014-03-12	Paper
Acute triangulations of trapezoids and pentagons	2013-07-25	Paper
Acute triangulations of convex quadrilaterals	2012-05-30	Paper

Research outcomes over time

Doctoral students

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