vai alle Pubblicazioni
Publications prior to 2004
Asymptotics for unit
root tests under Markov-regime switching (2003), Econometrics
Journal, 6, pp. 193-216.
Bounded integrated
processes and unit root tests (2002), Statistical Methods and
Applications, 11, pp. 41-70.
Testing the unit root
hypothesis using generalized rescaled range statistics (2001),
Econometrics Journal, 4, pp. 70-88.
Advertising effect on
primary demand: a cointegration approach (2001), International
Journal of Advertising, 20, pp. 319-339 (with G.
Tassinari).
The R/S Statistics as a
unit root test (2001), Econometric Theory, 17(2), p. 483,
Problem. 01.2.2, Solution (2002) Econometric Theory, 18, pp.
544-545
The econometrics of
risk sharing tests: a new perspective (2001), Statistica,
LXI , 595-618. (with A. Gardini and L. Fanelli).
A new approach to stock
price modeling and forecasting (1999), Journal of the Italian
Statistical Society, 8, pp. 25-47 (with A. Gardini, M.
Costa).
Size effect in the
Italian Stock Exchange (1999), Applied Economics Letters,
6, pp. 729-734 (with M.Costa).
Detecting undeclared
target zones within the European Monetary System (1998),
Statistica , LVIII, pp. 433-456.
Multivariate analysis
of financial data (1997), Statistica applicata - The Italian
Journal of Applied Statistics, 9, pp. 219-230. (with M.
Costa)
Asymptotic inference
for reflected Brownian motions (1997), Statistica, LVII, pp.
553-571.
Devaluation
expectations and the unit root hypothesis: the Italian Lira in the
European Monetary System(1996), Journal of the Italian
Statistical Society, 5, pp. 39-71.
Determining the
number of factors in a generalized factor model (1995),
Statistica, LV, pp. 495-516 [in Italian]