CAPPUCCIO, NUNZIO
CAPPUCCIO, NUNZIO
Unit Root Tests: The Role of the Univariate Models Implied by Multivariate Time Series
2016 Cappuccio, Nunzio; Lubian, Diego
The power of unit root tests under local-to-finite variance errors
2015 Cappuccio, Nunzio; Lubian, Diego; Mistrorigo, Mirko
Introduzione all'econometria
2011 Cappuccio, Nunzio; Orsi, Renzo
The fragility of the KPSS stationarity test
2010 Cappuccio, Nunzio; Lubian, D.
Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors
2007 Cappuccio, Nunzio; Lubian, D.
Investigating Asymmetry in U.S. Stock Market Indexes: Evidence from a Stochastic Volatility Model
2006 Cappuccio, Nunzio; Lubian, D; Raggi, D.
Local asymptotic distributions of stationarity tests
2006 Cappuccio, Nunzio; Lubian, D.
Econometria
2005 Cappuccio, Nunzio; Orsi, R.
MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model
2004 Cappuccio, Nunzio; Lubian, D.; Raggi, D.
Asymptotic Inference in Time Series Regressions with a Unit Root and Infinite Variance Errors
2003 Callegari, F; Cappuccio, Nunzio; D., Lubian
Bayesian Estimation of a Stochastic Volatility Model with Skew-GED Errors
2001 Cappuccio, Nunzio; Diego, Lubian; Raggi, Davide
Comments on the Investment-Uncertainty Relationship in a real Option Model
2001 Cappuccio, Nunzio; Moretto, Michele
Estimation and Inference on Long Run Equilibria: A Simulation Study
2001 Cappuccio, Nunzio; Lubian, D.
A note on the stationarity of a threshold first-order bilinear process.
1998 Ferrante, Marco; Cappuccio, Nunzio; G., Fonseca
Spurious regressions between I(1) processes with long memory errors
1997 Cappuccio, Nunzio; Lubian, D.
Fully modified estimation of cointegrating vectors via VAR prewhitening: a simulation study
1996 Cappuccio, Nunzio; Lubian, D.
Ordering of covariances matrices
1996 Cappuccio, Nunzio; Lubian, Diego
Triangular representation and error correction mechanism in cointegrated system
1996 Cappuccio, Nunzio; Lubian, D.
Items “Modelli di scelta discreta”, “Regressione”, “Serie storiche”, “Stima”, “Verifica d'ipotesi”
1994 Cappuccio, Nunzio
Representations of a cointegrated system and implied estimation procedures
1994 Cappuccio, Nunzio; Lubian, D.