Publications

by members of

Dipartimento di Scienze Statistiche "Paolo Fortunati"
Alma Mater Studiorum - Università di Bologna
Bologna, Italy

(Department of Statistics, University of Bologna))

Working papers

2009

1. Luca Fanelli, 2009. "Estimation of quasi-rational DSGE monetary models," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna. [Downloadable!]
2. Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2009. "Co-integration Rank Testing under Conditional Heteroskedasticity," CREATES Research Papers 2009-22, School of Economics and Management, University of Aarhus. [Downloadable!]

2008

1. Sergio, Brasini & Marzia, Freo & Giorgio, Tassinari, 2008. "An analysis of the role of liking on the memorial response to advertising," MPRA Paper 12342, University Library of Munich, Germany. [Downloadable!]
2. Capacci, S. & Mazzocchi, M. & Liu, Y., 2008. "Diet quality and income in Rural and Urban China: evidence from the Health and Nutrition Survey," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 43638, European Association of Agricultural Economists. [Downloadable!]
3. Mazzocchi, M. & Traill, W.B., 2008. "A structural model of wealth, obesity and health in the UK," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 43968, European Association of Agricultural Economists. [Downloadable!]
4. Ragona, M. & Mazzocchi, M., 2008. "Measuring the Impacts of Food Safety Regulations: A Methodological Review," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 43864, European Association of Agricultural Economists. [Downloadable!]
5. Fanelli Luca & Mario Mazzocchi, 2008. "Rational Addiction, Cointegration and Tobacco and Alcohol Demand," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna. [Downloadable!]
6. Fanelli, Luca, 2008. "Evaluating the New Keynesian Phillips Curve under VAR-Based Learning," Economics Discussion Papers 2008-15, Kiel Institute for the World Economy. [Downloadable!]
7. Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2008. "Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility," CREATES Research Papers 2008-50, School of Economics and Management, University of Aarhus. [Downloadable!]
8. Giuseppe Cavaliere & David I. Harvey & Stephen J. Leybourne & A.M. Robert Taylor, 2008. "Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility," CREATES Research Papers 2008-62, School of Economics and Management, University of Aarhus. [Downloadable!]
9. Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2008. "Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility," Discussion Papers 08-34, University of Copenhagen. Department of Economics. [Downloadable!]
10. Foschi, Paolo & Pieressa, Luca & Polidoro, Sergio, 2008. "Parametrix approximations for non constant coefficient parabolic PDEs," MPRA Paper 7852, University Library of Munich, Germany, revised 20 Mar 2008. [Downloadable!]

2007

1. Giorgio Tassinari & Furio Camillo & Marzia Freo & Andrea Guizzardi; Guizzardi; Caterina Liberati, 2007. "Osservatorio del mercato del lavoro della provincia di Bologna: Rapporto 2006," Quaderni di Dipartimento 4, Department of Statistics, University of Bologna. [Downloadable!]
2. Giorgio Tassinari & Furio Camillo & Marzia Freo & Andrea Guizzardi; Caterina Liberati, 2007. "Osservatorio del mercato del lavoro della provincia di Bologna: Rapporto primo semestre 2007," Quaderni di Dipartimento 5, Department of Statistics, University of Bologna. [Downloadable!]
3. Mazzocchi, Mario & Traill, W. Bruce, 2007. "Calories, Obesity and Health in OECD Countries," 81st Annual Conference, April 2-4, 2007, Reading University 7972, Agricultural Economics Society. [Downloadable!]
4. Fanelli, Luca, 2007. "Evaluating the New Keynesian Phillips Curve under VAR-based learning," MPRA Paper 1616, University Library of Munich, Germany. [Downloadable!]
5. Luca FANELLI & Giulio PALOMBA, 2007. "Simulation-Based Tests of;Forward-Looking Models Under VAR Learning Dynamics," Working Papers 298, Universita' Politecnica delle Marche (I), Dipartimento di Economia. [Downloadable!]
6. Fanelli, Luca & Paruolo, Paolo, 2007. "Speed of Adjustment in Cointegrated Systems," MPRA Paper 9174, University Library of Munich, Germany. [Downloadable!]
7. Elena Giarda, 2007. "The Worsening of Wage Expectations in Italy: a Study Based on Administrative data," LABORatorio R. Revelli Working Papers Series 57, LABORatorio R. Revelli, Centre for Employment Studies. [Downloadable!]

2006

1. Mazzocchi, Mario & Lobb, Alexandra E. & Traill, W. Bruce, 2006. "Food Scares and Consumer Behaviour: A European Perspective," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25613, International Association of Agricultural Economists. [Downloadable!]
2. Lobb, Alexandra E. & Mazzocchi, Mario, 2006. "The Country of Origin of Food: Consumer Perceptions of Safety and the Issue of Trust," 99th Seminar, February 8-10, 2006, Bonn, Germany 7728, European Association of Agricultural Economists. [Downloadable!]
3. Lobb, Alexandra & Mazzocchi, Mario & Traill, W. Bruce, 2006. "Risk perception and chicken consumption in the avian flu age -– a consumer behaviour study on food safety information," 2006 Annual meeting, July 23-26, Long Beach, CA 21464, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
4. Mazzocchi, Mario & Lobb, Alexandra E. & Traill, W. Bruce, 2006. "THE SPARTA Model: An Econometric Analysis of Consumer Behaviour under Risk," 99th Seminar, February 8-10, 2006, Bonn, Germany 7763, European Association of Agricultural Economists. [Downloadable!]
5. Holloway, G. & Mazzochi, M. & Perali, F., 2006. "New Results On Censored Regression with Applications to Transactions Costs, Household Decisions and Food Purchases," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25293, International Association of Agricultural Economists. [Downloadable!]
6. Fanelli Luca & Paruolo Paolo, 2006. "Exchange rates, prices and their speed of adjustment," Economics and Quantitative Methods qf0606, Department of Economics, University of Insubria. [Downloadable!]
7. Fanelli, Luca, 2006. "Present value relations, Granger non-causality and VAR stability," MPRA Paper 1642, University Library of Munich, Germany. [Downloadable!]
8. Luca Fanelli, 2006. "Testing the New Keynesian Phillips Curve through Vector Autoregressive models: Results from the Euro area," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna.
9. Attilio Gardini & Giuseppe Cavaliere & Luca Fanelli, 2006. "Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna. [Downloadable!]
10. Giuseppe Cavaliere & Luca Fanelli & Attilio Gardini, 2006. "International dynamic risk sharing," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna. [Downloadable!]
11. Giuseppe Cavaliere & Iliyan Georgiev, 2006. "Testing for unit roots in autoregressions with multiple level shifts," Quaderni di Dipartimento 2, Department of Statistics, University of Bologna. [Downloadable!]
12. Paolo Foschi, 2006. "Non-constant volatility models a comparison," Computing in Economics and Finance 2006 344, Society for Computational Economics.
13. Pascucci, Andrea & Foschi, Paolo, 2006. "Path dependent volatility," MPRA Paper 973, University Library of Munich, Germany. [Downloadable!]

2005

1. Sergio Brasini & Marzia Freo & Giorgio Tassinari, 2005. "The effects of marketing activities on fast moving consumer good purchases: the case of yoghurt Italian market," Quaderni di Dipartimento 2, Department of Statistics, University of Bologna. [Downloadable!]
2. Mazzocchi, Mario & Lobb, Alexandra E., 2005. "A Latent-Variable Approach to Modelling Multiple and Resurgent Meat Scares in Italy," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24509, European Association of Agricultural Economists. [Downloadable!]
3. Fanelli, Luca, 2005. "Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area," MPRA Paper 1617, University Library of Munich, Germany, revised Jan 2007. [Downloadable!]
4. Giuseppe Cavaliere and A M Robert Taylor, 2005. "Testing the Null of Co-integration in the Presence of Variance Breaks," Discussion Papers 05-10, Department of Economics, University of Birmingham.
5. Andrea Pascucci & Paolo Foschi, 2005. "Calibration of the Hobson&Rogers model: empirical tests," Finance 0509020, EconWPA. [Downloadable!]
6. Paolo, Foschi, 2005. "Estimating regressions and seemingly unrelated regressions with error component disturbances," MPRA Paper 1424, University Library of Munich, Germany, revised 07 Sep 2006. [Downloadable!]
7. Marzia Freo, 2005. "The impact of sales promotions on store performance: a structural vector autoregressive (SVAR) approach," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna. [Downloadable!]

2004

1. L. Fanelli & M. Mazzocchi, 2004. "Back to the future? Habits and rational addiction in UK tobacco and alcohol demand," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna. [Downloadable!]
2. Mazzocchi, Mario, 2004. "Modeling the Impact of Food Safety Information with No Information," 2004 Annual meeting, August 1-4, Denver, CO 20252, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
3. Mazzocchi, Mario, 2004. "Food Scares and Demand Recovery Patterns: An Econometric Investigation," 84th Seminar, February 8-11, 2004, Zeist, The Netherlands 24990, European Association of Agricultural Economists. [Downloadable!]
4. Fanelli, Luca & Cavaliere, Giuseppe & Gardini, Attilio, 2004. "Consumption risk sharing and adjustment costs," MPRA Paper 1641, University Library of Munich, Germany, revised Nov 2006. [Downloadable!]

2003

1. Costa, Michele, 2003. "A comparison between unidimensional and multidimensional approaches to the measurement of poverty," IRISS Working Paper Series 2003-02, IRISS at CEPS/INSTEAD. [Downloadable!]
2. Giuseppe Cavaliere, 2003. "Unit root tests under time-varyng variances," Quaderni di Dipartimento 2, Department of Statistics, University of Bologna. [Downloadable!]
3. Giuseppe Cavaliere, 2003. "Limited time series with a unit root," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna. [Downloadable!]
4. Marzia Freo, 2003. "Estimating a stochastic volatility model for DAX-Index options," Quaderni di Dipartimento 4, Department of Statistics, University of Bologna. [Downloadable!]
5. Marzia Freo, 2003. "A Comparison of forecasting Volatility startegies into ARCH Class throughPricing," Quaderni di Dipartimento 5, Department of Statistics, University of Bologna. [Downloadable!]
6. Riccardo Cesari & Marzia Freo, 2003. "Analysis of european stock returns: evidence of a new risk factor," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna. [Downloadable!]

2002

1. Pinuccia Calia & Carlo Filippucci & Marzia Freo & Giorgio Tassinari, 2002. "Indagine sulle matricole dell'Ateneo di Bologna nell'anno accademico 2001-2002," Quaderni di Dipartimento 5, Department of Statistics, University of Bologna. [Downloadable!]
2. Silvia Casadio & Alessandra Luati & Giorgio Tassinari, 2002. "Intervention analysis to assess advertising effectiveness on brand awareness," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna. [Downloadable!]
3. Costa, Michele, 2002. "A multidimensional approach to the measurement of poverty," IRISS Working Paper Series 2002-05, IRISS at CEPS/INSTEAD. [Downloadable!]
4. Mazzocchi, M. & Stefani, G., 2002. "Consumer Welfare and the Loss Induced by Withheld Information: The Case of BSE in Italy," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 24927, European Association of Agricultural Economists. [Downloadable!]
5. Bertocco Giancarlo & Fanelli Luca & Paruolo Paolo, 2002. "On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union," Economics and Quantitative Methods qf0223, Department of Economics, University of Insubria. [Downloadable!]
6. G. Capuano & Luca Fanelli & Guido Pellegrini, 2002. "Incentivi o infrastrutture? Un'analisi dell'impatto delle politiche territoriali sull'economie delle regioni meridionali tramite un approccio VAR strutturale," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna.
7. P. Foschi & E.J. Kontoghiorghes, 2002. "Conjugate Gradient methods for solving sparse Simultaneous Equations Models," Computing in Economics and Finance 2002 271, Society for Computational Economics.

2001

1. Cavaliere Giuseppe & Fanelli Luca & Paruolo Paolo, 2001. "Determining the number of cointegrating relations under rank constraints," Economics and Quantitative Methods qf0109, Department of Economics, University of Insubria. [Downloadable!]
2. Erricos J. Kontoghiorghes and Paolo Foschi, 2001. "A recursive algorithm for solving SUR models," Computing in Economics and Finance 2001 143, Society for Computational Economics.

2000

1. Moro, Daniele & Sckokai, Paolo & Mazzocchi, Mario, 2000. "A New Strategy For Testing Convergence In Tastes," 2000 Annual meeting, July 30-August 2, Tampa, FL 21759, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
2. Giuseppe Cavaliere, 2000. "A Rescaled Range Statistics Approach to Unit Root Tests," Econometric Society World Congress 2000 Contributed Papers 0318, Econometric Society. [Downloadable!]
3. Paolo Foschi & Erricos J. Kontoghiorghes, 2000. "Numerical Solution Of Sure Models Deriving From Var(P) Processes," Computing in Economics and Finance 2000 152, Society for Computational Economics.

1999

1. Roberto Fanfani & Mario Mazzocchi, 1999. "I metodi statistici per l'analisi dei sistemi agricoli territoriali," Quaderni di Dipartimento 2, Department of Statistics, University of Bologna. [Downloadable!]

1997

1. Giorgio Tassinari & Franco Tassinari, 1997. "La strada per Maastricht: i percorsi degli stati nazionali 1980-1996)," Quaderni di Dipartimento 4, Department of Statistics, University of Bologna. [Downloadable!]

1992

1. Giorgio Tassinari & Alessandro Viviani, 1992. "I consumi delle famiglie italiane: un'analisi mediante sistemi di funzioni di Engel. Working Paper," Quaderni di Dipartimento 10, Department of Statistics, University of Bologna. [Downloadable!]
2. Susanna Mantegazza & Giorgio Tassinari, 1992. "La coerenza delle valutazioni dei consumi privati nella contabilita nazionale e nell'indagine sui bilanci delle famiglie," Quaderni di Dipartimento 4, Department of Statistics, University of Bologna. [Downloadable!]
3. Michele Costa, 1992. "The determination of the number of factors in a factor model," Quaderni di Dipartimento 8, Department of Statistics, University of Bologna. [Downloadable!]
4. Michele Costa & Attilio Gardini & Paolo Paruolo, 1992. "A reduced rank regression approach to tests of asset pricing," Quaderni di Dipartimento 5, Department of Statistics, University of Bologna. [Downloadable!]
5. Michele Costa, 1992. "Analisi fattoriale e criteri di informazione: una simulazione nell'ambito di applicazioni finanziarie," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna. [Downloadable!]
6. Maurizio Brizzi, 1992. "Misure di variabilità, concentrazione e dissomiglianza come sintesi di rapporti," Quaderni di Dipartimento 2, Department of Statistics, University of Bologna. [Downloadable!]

Undated

1. Luca Fanelli, . "Estimating Multi-Equational LQAC Models with I(1) Variables: a VAR Approach," Economics Working Papers 1997-7, School of Economics and Management, University of Aarhus. [Downloadable!]

Journal articles

2009

1. Giuseppe Cavaliere & Luca Fanelli & Paolo Paruolo, 2009. "Tests for cointegration rank and choice of the alternative," Statistical Methods and Applications, Springer, vol. 18(2), pages 169-191, July. [Downloadable!] (restricted)
2. Giuseppe Cavaliere & A. M. Robert Taylor, 2009. "Bootstrap M Unit Root Tests," Econometric Reviews, Taylor and Francis Journals, vol. 28(5), pages 393-421. [Downloadable!] (restricted)
3. Giuseppe Cavaliere & A. M. Robert Taylor, 2009. "A Note on Testing Covariance Stationarity," Econometric Reviews, Taylor and Francis Journals, vol. 28(4), pages 364-371. [Downloadable!] (restricted)
4. Cavaliere, Giuseppe & Taylor, A.M. Robert, 2009. "Heteroskedastic Time Series With A Unit Root," Econometric Theory, Cambridge University Press, vol. 25(05), pages 1228-1276, October. [Downloadable!]
5. Foschi, Paolo & Pascucci, Andrea, 2009. "Calibration of a path-dependent volatility model: Empirical tests," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2219-2235, April. [Downloadable!] (restricted)

2008

1. Mario Mazzocchi & Alexandra Lobb & W. Bruce Traill & Alessio Cavicchi, 2008. "Food Scares and Trust: A European Study," Journal of Agricultural Economics, Blackwell Publishing, vol. 59(1), pages 2-24, 02. [Downloadable!] (restricted)
2. Luca Fanelli, 2008. "Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(1), pages 53-66, 02. [Downloadable!] (restricted)
3. Giuseppe Cavaliere & Luca Fanelli & Attilio Gardini, 2008. "International dynamic risk sharing," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(1), pages 1-16. [Downloadable!]
4. Fanelli, Luca, 2008. "Evaluating New Keynesian Phillips Curve under VAR-Based Learning," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 2(33), pages 1-24. [Downloadable!]
5. Giuseppe Cavaliere & A. M. Robert Taylor, 2008. "Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility," Journal of Time Series Analysis, Blackwell Publishing, vol. 29(2), pages 300-330, 03. [Downloadable!] (restricted)
6. Cavaliere, Giuseppe & Georgiev, Iliyan, 2008. "Regime-Switching Autoregressive Coefficients And The Asymptotics For Unit Root Tests," Econometric Theory, Cambridge University Press, vol. 24(04), pages 1137-1148, August. [Downloadable!]
7. Cavaliere, Giuseppe & Taylor, A.M. Robert, 2008. "Testing for a change in persistence in the presence of non-stationary volatility," Journal of Econometrics, Elsevier, vol. 147(1), pages 84-98, November. [Downloadable!] (restricted)
8. Cavaliere, Giuseppe & Taylor, A.M. Robert, 2008. "Bootstrap Unit Root Tests For Time Series With Nonstationary Volatility," Econometric Theory, Cambridge University Press, vol. 24(01), pages 43-71, February. [Downloadable!]
9. Paolo Foschi & Andrea Pascucci, 2008. "Path dependent volatility," Decisions in Economics and Finance, Springer, vol. 31(1), pages 13-32, May. [Downloadable!] (restricted)

2007

1. Fanelli, Luca, 2007. "Present Value Relations, Granger Noncausality, And Var Stability," Econometric Theory, Cambridge University Press, vol. 23(06), pages 1254-1260, December. [Downloadable!]
2. Cavaliere, Giuseppe & Taylor, A.M. Robert, 2007. "Testing for unit roots in time series models with non-stationary volatility," Journal of Econometrics, Elsevier, vol. 140(2), pages 919-947, October. [Downloadable!] (restricted)
3. Cavaliere, Giuseppe & Georgiev, Iliyan, 2007. "Testing For Unit Roots In Autoregressions With Multiple Level Shifts," Econometric Theory, Cambridge University Press, vol. 23(06), pages 1162-1215, December. [Downloadable!]

2006

1. Dagum, Estela Bee & Giannerini, Simone, 2006. "A critical investigation on detrending procedures for non-linear processes," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 175-191, March. [Downloadable!] (restricted)
2. Mario Mazzocchi & Davide Delle Monache & Alexandra E. Lobb, 2006. "A structural time series approach to modelling multiple and resurgent meat scares in Italy," Applied Economics, Taylor and Francis Journals, vol. 38(14), pages 1677-1688, August. [Downloadable!] (restricted)
3. Mario Mazzocchi, 2006. "No News Is Good News: Stochastic Parameters versus Media Coverage Indices in Demand Models after Food Scares," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 88(3), pages 727-741, 08. [Downloadable!] (restricted)
4. Mazzocchi, Mario, 2006. "Time patterns in UK demand for alcohol and tobacco: an application of the EM algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2191-2205, May. [Downloadable!] (restricted)
5. Fanelli, Luca, 2006. "Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration," Journal of Economic Dynamics and Control, Elsevier, vol. 30(3), pages 445-456, March. [Downloadable!] (restricted)
6. Luca Fanelli, 2006. "Dynamic adjustment cost models with forward-looking behaviour," Econometrics Journal, Royal Economic Society, vol. 9(1), pages 23-47, 03. [Downloadable!] (restricted)
7. Cavaliere, Giuseppe & Fanelli, Luca & Gardini, Attilio, 2006. "Regional consumption dynamics and risk sharing in Italy," International Review of Economics & Finance, Elsevier, vol. 15(4), pages 525-542. [Downloadable!] (restricted)
8. Giuseppe Cavaliere & A. M. Robert Taylor, 2006. "Testing the Null of Co-integration in the Presence of Variance Breaks," Journal of Time Series Analysis, Blackwell Publishing, vol. 27(4), pages 613-636, 07. [Downloadable!] (restricted)
9. Giuseppe Cavaliere & A. M. Robert Taylor, 2006. "Testing for a Change in Persistence in the Presence of a Volatility Shift," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 761-781, December. [Downloadable!] (restricted)

2005

1. Alessandra Luati & Giorgio Tassinari, 2005. "Intervention analysis to identify significant exposures in pulsing advertising campaigns: an operative procedure," Computational Management Science, Springer, vol. 4(4), pages 295-308, November. [Downloadable!] (restricted)
2. Luca Fanelli & Emanuele Bacchiocchi, 2005. "Testing the purchasing power parity through I(2) cointegration techniques," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(6), pages 749-770. [Downloadable!]
3. Giuseppe Cavaliere, 2005. "Testing mean reversion in target-zone exchange rates," Applied Economics, Taylor and Francis Journals, vol. 37(20), pages 2335-2347, November. [Downloadable!] (restricted)
4. Cavaliere, Giuseppe & Taylor, A.M. Robert, 2005. "Stationarity Tests Under Time-Varying Second Moments," Econometric Theory, Cambridge University Press, vol. 21(06), pages 1112-1129, December. [Downloadable!]
5. Cavaliere, Giuseppe, 2005. "Limited Time Series With A Unit Root," Econometric Theory, Cambridge University Press, vol. 21(05), pages 907-945, October. [Downloadable!]

2004

1. Simone Giannerini & Rodolfo Rosa, 2004. "Assessing Chaos in Time Series: Statistical Aspects and Perspectives," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 8(2). [Downloadable!]
2. Mario Mazzocchi & Gianluca Stefani & Spencer J. Henson, 2004. "Consumer Welfare and the Loss Induced by Withholding Information: The Case of BSE in Italy," Journal of Agricultural Economics, Blackwell Publishing, vol. 55(1), pages 41-58. [Downloadable!] (restricted)
3. Cavaliere, Giuseppe, 2004. "Testing stationarity under a permanent variance shift," Economics Letters, Elsevier, vol. 82(3), pages 403-408, March. [Downloadable!] (restricted)
4. Cavaliere, Giuseppe, 2004. "03.3.2. The Asymptotic Distribution of the Dickey Solution," Econometric Theory, Cambridge University Press, vol. 20(04), pages 808-810, August. [Downloadable!]
5. Cristina Bernini & Marzia Freo & Attilio Gardini, 2004. "Quantile estimation of frontier production function," Empirical Economics, Springer, vol. 29(2), pages 373-381, 05. [Downloadable!] (restricted)

2003

1. Michele Costa, 2003. "The factor structure of financial markets: a simulation study of the Italian case," Applied Economics Letters, Taylor and Francis Journals, vol. 10(2), pages 83-86, February. [Downloadable!] (restricted)
2. Mario Mazzocchi, 2003. "Time-varying coefficients in the Almost Ideal Demand System: an empirical appraisal," European Review of Agricultural Economics, Oxford University Press for the Foundation for the European Review of Agricultural Economics, vol. 30(2), pages 241-270, June.
3. Giuseppe Cavaliere, 2003. "Asymptotics for unit root tests under Markov regime-switching," Econometrics Journal, Royal Economic Society, vol. 6(1), pages 193-216, 06. [Downloadable!] (restricted)
4. Cavaliere, Giuseppe, 2003. "03.4.2. The Asymptotic Distribution of the Dickey Fuller Statistic under Nonnegativity Constraint," Econometric Theory, Cambridge University Press, vol. 19(04), pages 691-692, August. [Downloadable!]
5. Foschi, Paolo & Kontoghiorghes, Erricos J., 2003. "Estimating seemingly unrelated regression models with vector autoregressive disturbances," Journal of Economic Dynamics and Control, Elsevier, vol. 28(1), pages 27-44, October. [Downloadable!] (restricted)
6. Paolo Foschi & Erricos J. Kontoghiorghes, 2003. "Estimation of VAR Models: Computational Aspects," Computational Economics, Springer, vol. 21(1_2), pages 3-22, 02. [Downloadable!]
7. Paolo Foschi & Erricos Kontoghiorghes, 2003. "Estimation of VAR Models Computational Aspects," Computational Economics, Springer, vol. 21(1), pages 3-22, February. [Downloadable!] (restricted)
8. Foschi, Paolo & Belsley, David A. & Kontoghiorghes, Erricos J., 2003. "A comparative study of algorithms for solving seemingly unrelated regressions models," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 3-35, October. [Downloadable!] (restricted)

2002

1. Henson, Spencer & Mazzocchi, Mario, 2002. " Impact of Bovine Spongiform Encephalopathy on Agribusiness in the United Kingdom: Results of an Event Study of Equity Prices," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 84(2), pages 370-86, May. [Downloadable!] (restricted)
2. Fanelli, L & Mazzocchi, M, 2002. "A Cointegrated VECM Demand System for Meat in Italy," Applied Economics, Taylor and Francis Journals, vol. 34(13), pages 1593-1605, September. [Downloadable!] (restricted)
3. Fanelli, Luca, 2002. "A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables," Journal of Economic Dynamics and Control, Elsevier, vol. 26(1), pages 117-139, January. [Downloadable!] (restricted)
4. Foschi, Paolo & Kontoghiorghes, Erricos J., 2002. "Seemingly unrelated regression model with unequal size observations: computational aspects," Computational Statistics & Data Analysis, Elsevier, vol. 41(1), pages 211-229, November. [Downloadable!] (restricted)

2001

1. Giuseppe Cavaliere, 2001. "Testing the unit root hypothesis using generalized range statistics," Econometrics Journal, Royal Economic Society, vol. 4(1), pages 39.

2000

1. Mazzocchi, Mario & Montresor, Elisa, 2000. "A Multivariate Statistical Approach to the Analysis of Rural Development," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 1(2), August. [Downloadable!]

1999

1. Cavaliere, Guiseppe & Costa, Michele, 1999. "Firm Size and the Italian Stock Exchange," Applied Economics Letters, Taylor and Francis Journals, vol. 6(11), pages 729-34, November. [Downloadable!] (restricted)

1997

1. Costa, Michele & Gardini, Attilio & Paruolo, Paolo, 1997. "A Reduced Rank Regression Approach to Tests of Asset Pricing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 59(1), pages 163-81, February.

This page was last updated on 2009-11-1.