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H index
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Citations
Paolo Paruolo : Citation Profile
European Commission | RESEARCH PRODUCTION: 45 Articles 55 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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33 years (1991 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Paolo Paruolo. | Is cited by:
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Main data
Where Paolo Paruolo has published?
| Journals with more than one article published | # docs |
|---|---|
| Econometric Theory | 8 |
| Journal of Econometrics | 8 |
| Econometrics | 6 |
| Statistical Methods & Applications | 5 |
| Econometric Reviews | 3 |
| Oxford Bulletin of Economics and Statistics | 3 |
| Econometrica | 2 |
| Economic Modelling | 2 |
Recent works citing Paolo Paruolo (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Inference on common trends in functional time series. (2024). Seong, Dakyung ; Nielsen, Morten. In: Papers. RePEc:arx:papers:2312.00590. Full description at Econpapers || Download paper |
| 2024 | Structural Analysis of Vector Autoregressive Models. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper |
| 2024 | Robust Estimation in Network Vector Autoregression with Nonstationary Regressors. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2401.04050. Full description at Econpapers || Download paper |
| 2024 | The general solution to an autoregressive law of motion. (2024). Franchi, Massimo ; Beare, Brendan ; Howlett, Phil. In: Papers. RePEc:arx:papers:2402.01966. Full description at Econpapers || Download paper |
| 2024 | Functional principal component analysis for cointegrated functional time series. (2024). Seo, Wonki. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:2:p:320-330. Full description at Econpapers || Download paper |
| 2024 | Classifying and explaining Walloon dairy farms in terms of sustainable food security using a multiple criteria decision making method. (2024). Dogot, Thomas ; Charles, Catherine ; Faivre, Arno ; Mertens, Alexandre ; Battheu-Noirfalise, Caroline ; Froidmont, Eric ; Beckers, Yves ; Stilmant, Didier. In: Agricultural Systems. RePEc:eee:agisys:v:221:y:2024:i:c:s0308521x24002622. Full description at Econpapers || Download paper |
| 2024 | Reassessing energy security risk incorporating external shock: A variance-based composite indicator approach. (2024). Zhou, Peng ; Zhang, L P. In: Applied Energy. RePEc:eee:appene:v:358:y:2024:i:c:s0306261924000485. Full description at Econpapers || Download paper |
| 2024 | Will voters polarize over pandemic restrictions? Theory and evidence from COVID-19. (2024). Stankov, Petar. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001056. Full description at Econpapers || Download paper |
| 2024 | High-dimensional IV cointegration estimation and inference. (2024). Phillips, Peter ; Kheifets, Igor L. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s030440762300338x. Full description at Econpapers || Download paper |
| 2024 | The role of economic news in predicting suicides. (2024). Vittadini, Giorgio ; Tosetti, Elisa ; Moscone, Francesco. In: Economics & Human Biology. RePEc:eee:ehbiol:v:55:y:2024:i:c:s1570677x24000650. Full description at Econpapers || Download paper |
| 2024 | Labor protection and corporate labor investment efficiency - Evidence based on the implementation of the Labor Contract Law. (2024). Zhang, KE ; Zhao, Liupeng. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324010948. Full description at Econpapers || Download paper |
| 2024 | With a little help from my (neighbouring) friends. ‘Border region patient mobility’ in the European Union: A policy analysis. (2024). LEVAGGI, ROSELLA ; Frischhut, Markus. In: Health Policy. RePEc:eee:hepoli:v:146:y:2024:i:c:s0168851024001246. Full description at Econpapers || Download paper |
| 2024 | Online health information seeking behavior, healthcare access, and health status during exceptional times. (2024). Di Novi, Cinzia ; Kovacic, Matija ; Orso, Cristina Elisa. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:220:y:2024:i:c:p:675-690. Full description at Econpapers || Download paper |
| 2024 | Assessing the performance of banks through an improved sigma-mu multicriteria analysis approach. (2024). Angilella, Silvia ; Doumpos, Michalis ; Pappalardo, Maria Rosaria ; Zopounidis, Constantin. In: Omega. RePEc:eee:jomega:v:127:y:2024:i:c:s0305048324000653. Full description at Econpapers || Download paper |
| 2025 | Robustness Measurement of Comprehensive Evaluation Model Based on the Intraclass Correlation Coefficient. (2025). Zhang, LI ; Xian, Shilai. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:11:p:1748-:d:1663945. Full description at Econpapers || Download paper |
| 2024 | A General and Efficient Method for Solving Regime-Switching DSGE Models. (2024). Albertini, Julien ; Moyen, Stphane. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10570-z. Full description at Econpapers || Download paper |
| 2025 | Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models. (2025). Sorge, Marco ; Fanelli, Luca ; Angelini, Giovanni. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10640-2. Full description at Econpapers || Download paper |
| 2024 | On the Coherence of Composite Indexes: Multiversal Model and Specification Analysis for an Index of Well-Being. (2024). Tomaselli, Venera ; Cantone, Giulio Giacomo. In: MetaArXiv. RePEc:osf:metaar:d5y26. Full description at Econpapers || Download paper |
| 2024 | On the Coherence of Composite Indexes: Multiversal Model and Specification Analysis for an Index of Well-Being. (2024). Tomaselli, Venera ; Cantone, Giulio Giacomo. In: MetaArXiv. RePEc:osf:metaar:d5y26_v1. Full description at Econpapers || Download paper |
| 2024 | Constructing country-specific debt sustainability indices for developing countries. (2024). Mahadeo, Scott ; Romeo, Scott Mark ; Rahaman, Akeem. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2024-01. Full description at Econpapers || Download paper |
| 2024 | The empirical modelling of house prices and debt revisited: a policy-oriented perspective. (2024). Hungnes, Håvard ; Kurita, Takamitsu ; Boug, PL. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:1:d:10.1007_s00181-023-02461-3. Full description at Econpapers || Download paper |
| 2025 | Building composite indicators for the territorial quality of life assessment in European regions: combining data reduction and alternative weighting techniques. (2025). Ustaoglu, Eda ; Lopez, Gloria Ortega ; Gutierrez-Alcoba, Alejandro. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:27:y:2025:i:3:d:10.1007_s10668-023-04116-w. Full description at Econpapers || Download paper |
| 2024 | How to measure interdisciplinary research? A systemic design for the model of measurement. (2024). Cantone, Giulio Giacomo. In: Scientometrics. RePEc:spr:scient:v:129:y:2024:i:8:d:10.1007_s11192-024-05085-1. Full description at Econpapers || Download paper |
| 2025 | Ranking the rankers. An analysis of science-wide author databases of standardised citation indicators. (2025). Saltelli, Andrea ; Kuc-Czarnecka, Marta. In: Scientometrics. RePEc:spr:scient:v:130:y:2025:i:3:d:10.1007_s11192-025-05253-x. Full description at Econpapers || Download paper |
| 2024 | Aggregating the Human Development Index: A Non-compensatory Approach. (2024). Feeny, Simon ; Li, Junde ; Zuhair, Segu ; Natoli, Riccardo. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:172:y:2024:i:2:d:10.1007_s11205-024-03318-7. Full description at Econpapers || Download paper |
Works by Paolo Paruolo:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | Cointegration in functional autoregressive processes In: Papers. [Full Text][Citation analysis] | paper | 7 |
| 2020 | COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES.(2020) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2017 | Cointegration in functional autoregressive processes.(2017) In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2024 | Canonical correlation analysis of stochastic trends via functional approximation In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Ratings and rankings: voodoo or science? In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 89 |
| 1997 | A Reduced Rank Regression Approach to Tests of Asset Pricing. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 4 |
| 1992 | A reduced rank regression approach to tests of asset pricing..(1992) In: Quaderni di Dipartimento. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2001 | The Power of Lambda Max In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 9 |
| 2000 | The power of lambda max.(2000) In: Economics and Quantitative Methods. [Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2006 | The Likelihood Ratio Test for the Rank of a Cointegration Submatrix* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 9 |
| 2004 | The likelihood ratio test for the rank of a cointegration submatrix.(2004) In: Economics and Quantitative Methods. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 1991 | Alla ricerca di fatti stilizzati delleconomia italiana: un sistema Var strutturale In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1992 | Sulle fonti delle fluttuazioni delleconomia italiana: una analisi con sistemi VAR strutturali In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1993 | Analisi di multicointegrazione in sistemi VAR: alcune prospettive. In: Quaderni di Dipartimento. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Nota sulla distribuzione di una base di norma unitaria del complemento ortogonale di un vettore gaussiano: il caso bidimensionale In: Quaderni di Dipartimento. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Too Much Stick for the Carrot? Job Search Requirements and Search Behaviour of Unemployment Benefit Claimants In: The B.E. Journal of Economic Analysis & Policy. [Full Text][Citation analysis] | article | 0 |
| 2021 | Variable Selection in Regression Models Using Global Sensitivity Analysis In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2017 | Do voters support locala commitments for climate change mitigation in Italy? In: LIDAM Reprints CORE. [Citation analysis] | paper | 0 |
| 2018 | Do Voters Support Local Commitments for Climate Change Mitigation in Italy?.(2018) In: Ecological Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 1995 | Errata In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
| 1997 | Asymptotic Inference on the Moving Average Impact Matrix in Cointegrated 1(1) VAR Systems In: Econometric Theory. [Full Text][Citation analysis] | article | 51 |
| 2002 | ASYMPTOTIC INFERENCE ON THE MOVING AVERAGE IMPACT MATRIX IN COINTEGRATED I (2) VAR SYSTEMS.(2002) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | article | |
| 2000 | ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN I (2) SYSTEMS In: Econometric Theory. [Full Text][Citation analysis] | article | 25 |
| 2004 | 04.3.1 An I(2) Model for VAR(1) Processes In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
| 2005 | AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A COMMENT In: Econometric Theory. [Full Text][Citation analysis] | article | 2 |
| 2004 | Automated Inference and the Future of Econometrics: A comment.(2004) In: Economics and Quantitative Methods. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2005 | Solution to Problem Posed in Volume 20(3): 04.3.1. An I(2) Model for VAR(1) Processes—Solution In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
| 1997 | Two Mixed Normal Densities from Cointegration Analysis In: Econometrica. [Citation analysis] | article | 8 |
| 2002 | Simple Robust Testing of Regression Hypotheses: A Comment In: Econometrica. [Citation analysis] | article | 2 |
| 2002 | On Monte Carlo estimation of relative power In: Econometrics Journal. [Full Text][Citation analysis] | article | 1 |
| 2001 | On Monte Carlo Estimation of Relative Power.(2001) In: Economics and Quantitative Methods. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2023 | Does labour protection influence mental-health responses to employment shocks? Evidence on older workers in Europe In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
| 2013 | Wages and prices in Europe before and after the onset of the Monetary Union In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
| 2010 | Wages and prices in Europe before and after the onset of the Monetary Union.(2010) In: Economics and Quantitative Methods. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2005 | Impact factors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2002 | Impact factors.(2002) In: Economics and Quantitative Methods. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2006 | Common trends and cycles in I(2) VAR systems In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2003 | Common trends and cycles in I(2) VAR systems.(2003) In: Economics and Quantitative Methods. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2004 | Common trends and cycles in I(2) VAR systems.(2004) In: Economics and Quantitative Methods. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2010 | Speed of adjustment in cointegrated systems In: Journal of Econometrics. [Full Text][Citation analysis] | article | 13 |
| 2007 | Speed of Adjustment in Cointegrated Systems.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2011 | A characterization of vector autoregressive processes with common cyclical features In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
| 2017 | Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2023 | GARCH density and functional forecasts In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1996 | On the determination of integration indices in I(2) systems In: Journal of Econometrics. [Full Text][Citation analysis] | article | 75 |
| 1999 | Weak exogeneity in I(2) VAR systems In: Journal of Econometrics. [Full Text][Citation analysis] | article | 26 |
| 2009 | Do fiscal variables affect fiscal expectations? Experiments with real world and lab data In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 8 |
| 2009 | Do fiscal variables affect fiscal expectations? Experiments with real world and lab data.(2009) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2004 | Do fiscal variables affect fiscal expectations? : Experiments with real world and lab data.(2004) In: Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2004 | Do fiscal variables affect fiscal expectations? Experiments with real world and lab data.(2004) In: Sonderforschungsbereich 504 Publications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2021 | Positive Externalities of EU Actions on Sustainability of Health Systems* In: Contributions to Economic Analysis. [Full Text][Citation analysis] | chapter | 1 |
| 1994 | The Marginal Density of Bivariate Cointegration Estimators. In: Discussion Papers. [Citation analysis] | paper | 1 |
| 2022 | A Conversation with Katarina Juselius In: Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2022 | A Conversation with Søren Johansen In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2022 | Celebrated Econometricians: Katarina Juselius and Søren Johansen In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems In: Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2017 | Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) Cointegrated VAR Models In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2021 | Cointegration, Root Functions and Minimal Bases In: Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2019 | Cointegration, root functions and minimal bases.(2019) In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2000 | Asymptotic standard errors for common trends linear combinations in I(2) VAR systems In: Economics and Quantitative Methods. [Citation analysis] | paper | 0 |
| 2001 | LR cointegration tests when some cointegrating relations are known In: Economics and Quantitative Methods. [Citation analysis] | paper | 2 |
| 2001 | LR cointegration tests when some cointegrating relations are known.(2001) In: Statistical Methods & Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2001 | Determining the number of cointegrating relations under rank constraints In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 1 |
| 2002 | Testing for common trends in conditional I(2) VAR models In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Common features and common I(2) trends in VAR systems In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 2 |
| 2002 | On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 1 |
| 2003 | Expectations and perceived causality in fiscal policy: an experimental analysis using real world data In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 1 |
| 2003 | Expectations and Perceived Causality in Fiscal Policy : An Experimental Analysis Using Real World Data.(2003) In: Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2003 | Expectations and perceived causality in fiscal policy: an experimental analysis using real world data.(2003) In: Sonderforschungsbereich 504 Publications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2003 | Common dynamics in I(1) VAR systems In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 13 |
| 2005 | Spatial effects in multivariate ARCH In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 2 |
| 2005 | Design of vector autoregressive processes for invariant statistics In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Multivariate ARCH with spatial effects for stock sector and size In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Finite sample comparison of alternative tests on the rank of a cointegration submatrix In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 1 |
| 2006 | Exchange rates, prices and their speed of adjustment In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Location of value added activities in hi-tech industries. The case of pharma-biotech firms in Italy. In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 1 |
| 2008 | On efficient simulation in dynamic models In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Identification of cointegrating relations in I(2) vector autoregressive models In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Do emissions and income have a common trend? A country-specific, time-series, global analysis, 1970-2008 In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Do Emissions and Income Have a Common Trend? A Country-Specific, Time-Series, Global Analysis, 1970-2008.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2020 | Real Time Forecasting of Covid-19 Intensive Care Units demand In: JRC Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Real Time Forecasting of Covid-19 Intensive Care Units demand.(2020) In: Health, Econometrics and Data Group (HEDG) Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2022 | The Role of Employment Protection Legislation Regimes in Shaping the Impact of Job Disruption on Older Workers Mental Health in Times of COVID-19 In: JRC Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation In: Computational Economics. [Full Text][Citation analysis] | article | 20 |
| 2009 | Structured Multivariate Volatility Models In: Marco Fanno Working Papers. [Full Text][Citation analysis] | paper | 19 |
| 2020 | A bivariate prediction approach for adapting the health care system response to the spread of COVID-19 In: PLOS ONE. [Full Text][Citation analysis] | article | 2 |
| 2014 | Rank and order conditions for identification in simultaneous system of cointegrating equations with integrated variables of order two In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
| 2012 | On ABCs (and Ds) of VAR representations of DSGE models In: Working Paper series. [Full Text][Citation analysis] | paper | 2 |
| 2012 | On ABCs (and Ds) of VAR representations of DSGE models.(2012) In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| 2011 | Normal forms of regular matrix polynomials via local rank factorization In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Inverting a matrix function around a singularity via local rank factorization In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | A general inversion theorem for cointegration In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] | paper | 7 |
| 2019 | A general inversion theorem for cointegration.(2019) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2009 | Tests for cointegration rank and choice of the alternative In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 0 |
| 1994 | The role of the drift in I(2) systems In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 2 |
| 1997 | Erratum to: The role of the drift in I(2) systems In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 0 |
| 1998 | Tests of integration in circular autoregressive models In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 0 |
| 2015 | Proximity-Structured Multivariate Volatility Models In: Econometric Reviews. [Full Text][Citation analysis] | article | 21 |
| 2017 | Correction of Caporin and Paruolo (2015) In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 2022 | The Role of Employment Protection Legislation Regimes in Shaping the Impact of Job Disruption on Older Workers’ Mental Health in Times of COVID-19 In: Health, Econometrics and Data Group (HEDG) Working Papers. [Full Text][Citation analysis] | paper | 1 |
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