Sfoglia per Autore
Macro-panels and reality
2008-01-01 Cubadda, G; Hecq, A; Palm, F
Macro-panels and reality
2008-01-01 Cubadda, G; Hecq, A; Palm, F
Studying co-movements in large multivariate models prior to multivariate modelling
2009-01-01 Cubadda, G; Hecq, A; Palm, F
On the use of partial least squares regression for forecasting large sets of cointegrated time series.
2009-01-01 Cubadda, G; Guardabascio, B
Modelling comovements of economic time series: a selective survey
2011-01-01 Centoni, A; Cubadda, G
Testing for common autocorrelation in data rich environments
2011-01-01 Cubadda, G; Hecq, A
An alternative solution to the autoregressivity paradox in time series analysis
2011-01-01 Cubadda, G; Triacca, U
A medium-N approach to macroeconomic forecasting
2012-01-01 Cubadda, G; Guardabascio, B
On the use of pls regression for forecasting large sets of cointegrated time series
2012-01-01 Cubadda, G; Guardabascio, B
Building a Synchronous Common-Cycle Index for the European Union
2013-01-01 Cubadda, G; Guardabascio, B; Hecq, A
A general to specific approach for constructing composite business cycle indicators
2013-01-01 Cubadda, G; Guardabascio, B; Hecq, A
Macroeconomic forecasting and structural analysis through regularized reduced-rank regression
2014-02-01 Bernardini, E; Cubadda, G
Common feature analysis of economic time series: an overview and recent developments
2015-09-30 Centoni, M; Cubadda, G
A vector heterogeneous autoregressive index model for realized volatility measures
2017-01-10 Cubadda, G; Guardabascio, B; Hecq, A
Detecting Co‐Movements in Non‐Causal Time Series
2019-01-01 Cubadda, G; Hecq, A; Telg, S
Representation, estimation and forecasting of the multivariate index-augmented autoregressive model
2019-01-01 Cubadda, G; Guardabascio, B
Forecasting realized volatility measures with multivariate and univariate models
2019-07-01 Cubadda, G; Hecq, A; Riccardo, A
On cointegration for processes integrated at different frequencies
2021-09-24 Barrio Castro, T; Cubadda, G; Osborn, Dr
Dimension Reduction for High‐Dimensional Vector Autoregressive Models*
2022-01-01 Cubadda, G; Hecq, A
Reduced Rank Regression Models in Economics and Finance
2022-02-24 Cubadda, G; Hecq, A
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