Articoli pubblicati da:
Cavicchioli, MaddalenaRisultato della ricerca: (6 titoli )
| Business Cycle and Markov Switching Models with Distributed Lags: A Comparison between US and Euro Area |
Rivista italiana degli economisti - 2014
| Estimation and asymptotic covariance matrix for stochastic volatility models |
Statistical methods & applications : Journal of the Italian Statistical Society - 2017
| Evidences from survey data and fiscal data: nonresponse and measurement errors in annual incomes |
Statistical methods & applications : Journal of the Italian Statistical Society - 2022
| A note on the asymptotic and exact Fisher information matrices of a Markov switching VARMA process |
Statistical methods & applications : Journal of the Italian Statistical Society - 2020
| Structural Macroeconomic Analysis for Dynamic Factor Models |
Rivista di politica economica - 2010/11
| Trend and cycle decomposition of Markov switching (co)integrated time series |
Statistical methods & applications : Journal of the Italian Statistical Society - 2023
