Foto del docente

Luca Fanelli

Professore ordinario

Dipartimento di Scienze Economiche

Settore scientifico disciplinare: ECON-05/A Econometria

Responsabile unità organizzativa di sede (UOS) Rimini — Dipartimento di Scienze Economiche

Contenuti utili

Invalid Proxies and Volatility Changes, Conditionally accepted, JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Invalid proxies and volatility changes (joint with Giovanni Angelini and Luca Neri) arXiv: 2403.08753, https://arxiv.org/abs/2403.08753 Conditionally accepted, JOURNAL OF BUSINESS & ECONOMIC STATISTICS

WORKING PAPERS IN PROGRESS

  Bootstrap Diagnostic Tests of Valid Specification, Without Pre-testing Bias (with G. Cavaliere and I. Georgiev) A Test of Exogeneity in Structural Vector Autoregressions and Local Projections with External instruments (with G. Angelini and G.Cavaliere) ...