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Citations
Paolo Paruolo : Citation Profile
European Commission | RESEARCH PRODUCTION: 45 Articles 54 Papers 1 Chapters RESEARCH ACTIVITY:
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32 years (1991 - 2023). 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:
| Cites to:
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Main data
Where Paolo Paruolo has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 8 |
| Econometric Theory | 8 |
| Econometrics | 6 |
| Statistical Methods & Applications | 5 |
| Oxford Bulletin of Economics and Statistics | 3 |
| Econometric Reviews | 3 |
| Econometrica | 2 |
| Economic Modelling | 2 |
Recent works citing Paolo Paruolo (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Long Monthly European Temperature Series and the North Atlantic Oscillation. (2023). Teräsvirta, Timo ; Tersvirta, Timo ; Silvennoinen, Annastiina ; Kang, Jian ; He, Changli. In: Economics Working Papers. RePEc:aah:aarhec:2023-03. Full description at Econpapers || Download paper |
| 2023 | The Cointegrated VAR without Unit Roots: Representation Theory and Asymptotics. (2020). Simons, Jerome R ; Duffy, James A. In: Papers. RePEc:arx:papers:2002.08092. Full description at Econpapers || Download paper |
| 2023 | Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781. Full description at Econpapers || Download paper |
| 2023 | Fast Inference for Quantile Regression with Tens of Millions of Observations. (2022). Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae. In: Papers. RePEc:arx:papers:2209.14502. Full description at Econpapers || Download paper |
| 2023 | Network log-ARCH models for forecasting stock market volatility. (2023). Otto, Philipp ; Mattera, Raffaele. In: Papers. RePEc:arx:papers:2303.11064. Full description at Econpapers || Download paper |
| 2023 | Spatial and Spatiotemporal Volatility Models: A Review. (2023). Bera, Anil K ; Schmid, Wolfgang ; Tacspinar, Suleyman ; Dougan, Osman ; Otto, Philipp. In: Papers. RePEc:arx:papers:2308.13061. Full description at Econpapers || Download paper |
| 2023 | Reduced-rank Envelope Vector Autoregressive Models. (2023). Herath, Wiranthe B ; Samadi, Yaser S. In: Papers. RePEc:arx:papers:2309.12902. Full description at Econpapers || Download paper |
| 2024 | Inference on common trends in functional time series. (2023). Seo, Won-Ki ; Nielsen, Morten Orregaard ; Seong, Dakyung. In: Papers. RePEc:arx:papers:2312.00590. Full description at Econpapers || Download paper |
| 2024 | Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper |
| 2023 | Does pig production improves cattle farm sustainability in the French massif central? A hierarchical constrained directional benefit-of-the-doubt approach. (2023). Minviel, Jean-Joseph ; Boukhriss, Sanae ; Mosnier, Claire. In: Agricultural Systems. RePEc:eee:agisys:v:210:y:2023:i:c:s0308521x23000975. 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 |
| 2023 | Fully modified least squares cointegrating parameter estimation in multicointegrated systems. (2023). Phillips, Peter ; Kheifets, Igor L. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:300-319. 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 |
| 2023 | Networks in risk spillovers: A multivariate GARCH perspective. (2023). Caporin, Massimiliano ; Pelizzon, Loriana ; Frattarolo, Lorenzo ; Billio, Monica. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:1-29. Full description at Econpapers || Download paper |
| 2023 | A subgroup dominance-based benefit of the doubt method for addressing rank reversals: A case study of the human development index in Europe. (2023). Li, Kevin W ; Zhang, Chonghui ; Chen, Sibo ; Su, Weihua. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:3:p:1299-1317. Full description at Econpapers || Download paper |
| 2023 | Long monthly European temperature series and the North Atlantic Oscillation. (2023). Teräsvirta, Timo ; Silvennoinen, Annastiina ; He, Changli ; Terasvirta, Timo ; Kang, Jian. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005017. Full description at Econpapers || Download paper |
| 2024 | Online health information seeking behavior, healthcare access, and health status during exceptional times. (2024). Orso, Cristina Elisa ; Kovacic, Matija ; di Novi, Cinzia. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:220:y:2024:i:c:p:675-690. Full description at Econpapers || Download paper |
| 2023 | Global microscale walkability ratings and rankings: A novel composite indicator for 59 European city centres. (2023). Nikitas, Alexandros ; Bakogiannis, Efthimios ; Bartzokas-Tsiompras, Alexandros. In: Journal of Transport Geography. RePEc:eee:jotrge:v:111:y:2023:i:c:s0966692323001175. Full description at Econpapers || Download paper |
| 2023 | Generating discrete dynamical system equations from input–output data using neural network identification models. (2023). Maroli, John M. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:235:y:2023:i:c:s0951832023001138. Full description at Econpapers || Download paper |
| 2023 | The Effects of Monetary Policy on Macroeconomic Variables through Credit and Balance Sheet Channels: A Dynamic Stochastic General Equilibrium Approach. (2023). Valizadeh, Shahla ; Takaloo, Amir ; Sargolzaei, Mostafa ; Peykani, Pejman. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:4409-:d:1084843. 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 |
| 2023 | What can mathematical modelling contribute to a sociology of quantification?. (2023). Saltelli, Andrea ; Puy, Arnald. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01704-z. Full description at Econpapers || Download paper |
| 2023 | Assessing the robustness of composite indicators: the case of the Global Innovation Index. (2023). Alqararah, Khatab. In: Journal of Innovation and Entrepreneurship. RePEc:spr:joiaen:v:12:y:2023:i:1:d:10.1186_s13731-023-00332-w. Full description at Econpapers || Download paper |
| 2023 | Assessment of Urban Quality of Life Index at Local Scale with Different Weighting Approaches. (2023). Aydinoglu, Arif Cagdas ; Ustaoglu, Eda ; Bovkir, Rabia. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:165:y:2023:i:2:d:10.1007_s11205-022-03036-y. Full description at Econpapers || Download paper |
| 2023 | A general framework for spatial GARCH models. (2023). Schmid, Wolfgang ; Otto, Philipp. In: Statistical Papers. RePEc:spr:stpapr:v:64:y:2023:i:5:d:10.1007_s00362-022-01357-1. Full description at Econpapers || Download paper |
| 2023 | Online Health Information Seeking Behavior, Healthcare Access, and Health Status During Exceptional Times. (2023). Kovacic, Matija ; di Novi, Cinzia ; Orso, Cristina Elisa. In: Working Papers. RePEc:ven:wpaper:2023:26. 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 | 6 |
| 2020 | COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES.(2020) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | 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: 6 | paper | |
| 2013 | Ratings and rankings: voodoo or science? In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 83 |
| 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 | 49 |
| 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: 49 | 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 | 4 |
| 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 | |
| In: . [Full Text][Citation analysis] | chapter | 0 | |
| 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 | 1 |
| 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: Working Papers. [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: Working Papers. [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 | 18 |
| 2009 | Structured Multivariate Volatility Models In: Marco Fanno Working Papers. [Full Text][Citation analysis] | paper | 18 |
| 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 | 1 |
| 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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