Sfoglia per Autore
Analisi statistica dei fattori che contribuiscono allo sviluppo umano: l’esperienza di alcuni Paesi asiatici e africani a confronto
2003-01-01 Costantini, M; Giacomello, P
Is Social Protection a Necessity or Luxury good? New Multivariate Cointegration Panel Data Results'
2004-01-01 Auteri, M; Costantini, M
Fiscal Policy and Economic Growth: the Case of Italian Regions
2004-01-01 Auteri, M; Costantini, M
Stochastic convergence among European economies
2005-01-01 Costantini, M; Lupi, C
Testing the Stochastic Convergence of Italian Regions using panel data
2006-01-01 Costantini, M; Arbia, G
Comovements and Correlations in International Stock Market
2006-01-01 D'Ecclesia, R; Costantini, M
Divergence and Long-Run Equilibria in Italian Regional Unemployment Rates
2006-01-01 Costantini, M; Lupi, C
Simple panel unit root tests to detect changes in persistence
2007-01-01 Costantini, M; Gutierrez, L
An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks
2007-01-01 Costantini, M; Lupi, C
On the asymptotic behaviour of random matrices in a multivariate statistical model
2008-01-01 Cerqueti, R; Costantini, M
A Characterization of the Dickey-Fuller Distribution With Some Extensions to the Multivariate Case
2009-01-01 Cerqeuti, R; Costantini, M; Lupi, C
Cointegration analysis for cross-sectionally dependent panels: The case of regional production functions
2009-01-01 Costantini, M; Destefanis, S
Panel cointegration and the neutrality of money
2009-01-01 Westerlund, J; Costantini, M
A panel cointegration approach to estimating substitution elasticities in consumption
2010-01-01 Auteri, M; Costantini, M
Some Nonparametric Asymptotic Results for a Class of Stochastic Processes
2010-01-01 Cerqueti, R; Costantini, M
A hierarchical procedure for the combination of forecasts
2010-01-01 Costantini, M; Pappalardo, C
Testing for rational bubbles in the presence of structural breaks: evidence from nonstationary panels
2011-01-01 Cerqueti, R; Costantini, M
Combining forecasts based on multiple encompassing tests in a macroeconomic core system
2011-01-01 Costantini, M; Kunst, R
A note on the asymptotic distribution of a perron-type innovational outlier unit root tests with a break
2011-01-01 Costantini, M; Popp, S
On the Asymptotic Distribution of a Simple Test for Trending and Breaking Series
2012-01-01 Costantini, M; Sen, A
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