CASINI, ALESSANDRO
CASINI, ALESSANDRO
Dipartimento di Economia e Finanza
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Risultati 1 - 8 di 8 (tempo di esecuzione: 0.011 secondi).
Change-Point Analysis of Time Series with Evolutionary Spectra
2024-01-01 Casini, A; Perron, P
COMMENT ON ANDREWS (1991) "HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATION"
2022-01-01 Casini, A
Continuous record Laplace-based inference about the break date in structural change models
2021-01-01 Casini, A; Perron, P
GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS
2022-01-01 Casini, A; Perron, P
Prewhitened Long-Run Variance Estimation Robust to Nonstationarity
2024-01-01 Casini, A; Perron, P
The Fixed-b Limiting Distribution and the ERP of HAR Tests Under Nonstationarity
2024-01-01 Casini, A
Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models
2023-01-01 Casini, A
Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference
2025-01-01 Casini, A; Deng, T; Perron, P