Publications

by members of

Facoltà di Economia
Università degli Studi dell'Insubria
Varese, Italy

(Faculty of Economics, )

Working papers

2009

1. Cusmano, Lucia & Morrison, Andrea & Rabellotti, Roberta, 2009. "Catching-Up Trajectories In The Wine Sector: A Comparative Study Of Chile, Italy And South Africa," Working Papers 48299, American Association of Wine Economists. [Downloadable!]
2. L. Cusmano & A. Morrison & R. Rabellotti, 2009. "Catching-up Trajectories in the Wine Sector: A Comparative Study on Chile, Italy and South Africa," Working Papers Prin 001, Dipartimento Scienze Economiche, Universita' di Bologna. [Downloadable!]
3. Francesco Grigoli, 2009. "Business cycle causation relations for Mercosur countries," LIUC Papers in Economics 226, Cattaneo University (LIUC). [Downloadable!]
4. Francesco Grigoli, 2009. "The impact of trade integration on business cycle synchronisation for Mercosur countries," LIUC Papers in Economics 222, Cattaneo University (LIUC). [Downloadable!]
5. Massimiliano Caporin & Paolo Paruolo, 2009. "Structured Multivariate Volatility Models," "Marco Fanno" Working Papers 0091, Dipartimento di Scienze Economiche "Marco Fanno". [Downloadable!]
6. Gazzola Patrizia & Pellicelli Michela, 2009. "Sustainable Management and Total Quality Management in Public Organizations with Outsourcing," Economics and Quantitative Methods qf0901, Department of Economics, University of Insubria. [Downloadable!]

2008

1. Fabio Montobbio & Valerio Sterzi, 2008. "Inventing Together: Exploring the Nature of International Knowledge Spillovers in Latin America," CESPRI Working Papers 225, CESPRI, Centre for Research on Innovation and Internationalisation, Universita' Bocconi, Milano, Italy, revised Nov 2008. [Downloadable!]
2. Francesco Lissoni & Fabio Montobbio, 2008. "Inventorship and Authorship in Patent-Publication Pairs: an Enquiry into the Economics of Scientific Credit," CESPRI Working Papers 224, CESPRI, Centre for Research on Innovation and Internationalisation, Universita' Bocconi, Milano, Italy, revised Nov 2008. [Downloadable!]
3. Lucia Cusmano & Maria Luisa Mancasi & Andrea Morrison, 2008. "Innovation and the geographical and functional dimensions of outsourcing: An empirical investigation based on Italian firm level data," Papers in Evolutionary Economic Geography (PEEG) 0806, Utrecht University, Section of Economic Geography, revised Apr 2008. [Downloadable!]
4. Fabio Tufano, 2008. "Are ‘True’ Preferences Revealed in Repeated Markets? An Experimental Demonstration of Context-dependent Valuations," Discussion Papers 2008-12, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham. [Downloadable!]
5. Abadir Karim M. & Paruolo Paolo, 2008. "On efficient simulation in dynamic models," Economics and Quantitative Methods qf0708, Department of Economics, University of Insubria. [Downloadable!]
6. Carlo Brambilla & Giandomenico Piluso, 2008. "Italian investment and merchant banking up to 1914: Hybridising international models and practices," Discussion Papers 2008/7, Dipartimento di Scienze Economiche (DSE), University of Pisa, Pisa, Italy. [Downloadable!]

2007

1. Franco Malerba & Maria Luisa Mancusi & Fabio Montobbio, 2007. "Innovation, international R&D Spillovers and the sectoral heterogeneity of knowledge flows," CESPRI Working Papers 204, CESPRI, Centre for Research on Innovation and Internationalisation, Universita' Bocconi, Milano, Italy, revised Oct 2007. [Downloadable!]
2. Francesco Laforgia & Fabio Montobbio & Luigi Orsenigo, 2007. "IPRs, technological and industrial development and growth: the case of the pharmaceutical industry," CESPRI Working Papers 206, CESPRI, Centre for Research on Innovation and Internationalisation, Universita' Bocconi, Milano, Italy, revised Oct 2007. [Downloadable!]
3. Lucia Cusmano & Maria Luisa Mancusi & Andrea Morrison, 2007. "Innovation and the geographical and functional dimensions of outsourcing: An empirical investigation based on Italian firm level data," CESPRI Working Papers 210, CESPRI, Centre for Research on Innovation and Internationalisation, Universita' Bocconi, Milano, Italy, revised Dec 2007. [Downloadable!]
4. Fanelli, Luca & Paruolo, Paolo, 2007. "Speed of Adjustment in Cointegrated Systems," MPRA Paper 9174, University Library of Munich, Germany. [Downloadable!]
5. Bertocco Giancarlo, 2007. "Some Observations about the Loanable Funds Theory," Economics and Quantitative Methods qf0705, Department of Economics, University of Insubria. [Downloadable!]
6. Bertocco Giancarlo, 2007. "The relationship between saving and credit from a Schumpeterian perspective," Economics and Quantitative Methods qf07011, Department of Economics, University of Insubria. [Downloadable!]
7. Carlo Brambilla & Giandomenico Piluso, 2007. "Are Banks Procyclical? Evidence from the Italian Case (1890-1973)," Department of Economics University of Siena 523, Department of Economics, University of Siena. [Downloadable!]

2006

1. Stefano Breschi & Francesco Lissoni & Fabio Montobbio, 2006. "University patenting and scientific productivity. A quantitative study of Italian academic inventors," CESPRI Working Papers 189, CESPRI, Centre for Research on Innovation and Internationalisation, Universita' Bocconi, Milano, Italy, revised Nov 2006. [Downloadable!]
2. Emanuele Bacchiocchi & Fabio Montobbio, 2006. "Knowledge diffusion from university and public research. A comparison between US, Japan and Europe using patent citations," CESPRI Working Papers 193, CESPRI, Centre for Research on Innovation and Internationalisation, Universita' Bocconi, Milano, Italy, revised Dec 2006. [Downloadable!]
3. Lucia Cusmano & Maria Luisa Mancusi & Andrea Morrison, 2006. "Globalisation of production and innovation: how outsourcing is reshaping an advanced manufacturing area," CESPRI Working Papers 194, CESPRI, Centre for Research on Innovation and Internationalisation, Universita' Bocconi, Milano, Italy, revised Dec 2006. [Downloadable!]
4. Oliver Kirchkamp & Michele Bernasconi & Paolo Paruolo, 2006. "Do fiscal variables affect fiscal expectations? Experiments with real world and lab data," CRIEFF Discussion Papers 0608, Centre for Research into Industry, Enterprise, Finance and the Firm. [Downloadable!]
5. 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!]
6. Paruolo Paolo, 2006. "Finite sample comparison of alternative tests on the rank of a cointegration submatrix," Economics and Quantitative Methods qf0605, Department of Economics, University of Insubria. [Downloadable!]
7. Bertocco Giancarlo, 2006. "Finance and Development: is Schumpeter’s Analysis still relevant?," Economics and Quantitative Methods qf06011, Department of Economics, University of Insubria. [Downloadable!]
8. Bertocco Giancarlo, 2006. "Some observations about the endogenous money theory," Economics and Quantitative Methods qf0602, Department of Economics, University of Insubria. [Downloadable!]
9. Bertocco Giancarlo, 2006. "Are banks special? A note on Tobin’s theory of financial intermediaries," Economics and Quantitative Methods qf0604, Department of Economics, University of Insubria. [Downloadable!]

2005

1. Stefano Breschi & Francesco Lissoni & Fabio Montobbio, 2005. "The Scientific Productivity of Academic Inventors: New Evidence From Italian Data," CESPRI Working Papers 168, CESPRI, Centre for Research on Innovation and Internationalisation, Universita' Bocconi, Milano, Italy, revised May 2005. [Downloadable!]
2. Caporin Massimiliano & Paruolo Paolo, 2005. "Spatial effects in multivariate ARCH," Economics and Quantitative Methods qf0501, Department of Economics, University of Insubria. [Downloadable!]
3. Paruolo Paolo, 2005. "Design of vector autoregressive processes for invariant statistics," Economics and Quantitative Methods qf0504, Department of Economics, University of Insubria. [Downloadable!]
4. Caporin Massimiliano & Paruolo Paolo, 2005. "Multivariate ARCH with spatial effects for stock sector and size," Economics and Quantitative Methods qf0509, Department of Economics, University of Insubria. [Downloadable!]

2004

1. Fabio Montobbio & E. Bacchiocchi, 2004. "EPO vs. USPTO Citation Lags," CESPRI Working Papers 161, CESPRI, Centre for Research on Innovation and Internationalisation, Universita' Bocconi, Milano, Italy, revised Sep 2004. [Downloadable!]
2. Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo, 2004. "Do fiscal variables affect fiscal expectations? Experiments with real world and lab data," Sonderforschungsbereich 504 Publications 04-27, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
3. Paruolo Paolo, 2004. "Common trends and cycles in I(2) VAR systems," Economics and Quantitative Methods qf0217tris, Department of Economics, University of Insubria. [Downloadable!]
4. Paruolo Paolo, 2004. "Automated Inference and the Future of Econometrics: A comment," Economics and Quantitative Methods qf04025, Department of Economics, University of Insubria. [Downloadable!]
5. Paruolo Paolo, 2004. "The likelihood ratio test for the rank of a cointegration submatrix," Economics and Quantitative Methods qf04024, Department of Economics, University of Insubria. [Downloadable!]
6. Bertocco Giancarlo, 2004. "Are banks really special? A note on the theory of financial intermediaries," Economics and Quantitative Methods qf04021, Department of Economics, University of Insubria. [Downloadable!]

2003

1. Malerba Franco & Mancusi Maria Luisa & Montobbio Fabio, 2003. "Innovation and Knowledge Spillovers: Evidence from European Data," Economics and Quantitative Methods qf0319, Department of Economics, University of Insubria. [Downloadable!]
2. Corrocher Nicoletta & Malerba Franco & Montobbio Fabio, 2003. "The emergence of new technologies in the ICT field: main actors, geographical distribution and knowledge sources," Economics and Quantitative Methods qf0317, Department of Economics, University of Insubria. [Downloadable!]
3. Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo, 2003. "Expectations and perceived causality in fiscal policy: an experimental analysis using real world data," Sonderforschungsbereich 504 Publications 03-03, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
4. Paruolo Paolo, 2003. "Common trends and cycles in I(2) VAR systems," Economics and Quantitative Methods qf0217bis, Department of Economics, University of Insubria. [Downloadable!]
5. Paruolo Paolo, 2003. "Common dynamics in I(1) VAR systems," Economics and Quantitative Methods qf0316, Department of Economics, University of Insubria. [Downloadable!]
6. Bernasconi Michele & Kirchkamp Oliver & Paruolo Paolo, 2003. "Expectations and perceived causality in fiscal policy: an experimental analysis using real world data," Economics and Quantitative Methods qf0224, Department of Economics, University of Insubria. [Downloadable!]
7. Bertocco Giancarlo, 2003. "The characteristics of a monetary economy: a Keynes-Schumpeter approach," Economics and Quantitative Methods qf0311, Department of Economics, University of Insubria. [Downloadable!]
8. Bertocco Giancarlo, 2003. "The new keynesian monetary theory: a critical analysis," Economics and Quantitative Methods qf0309, Department of Economics, University of Insubria.
9. Bertocco Giancarlo, 2003. "The role of banks in financing small and medium firms," Economics and Quantitative Methods qf0308, Department of Economics, University of Insubria. [Downloadable!]
10. Bertocco Giancarlo, 2003. "The economics of financing firms: the role of banks," Economics and Quantitative Methods qf0312, Department of Economics, University of Insubria. [Downloadable!]
11. Colombo Gianluca, 2003. "Managing the family business transition," Economics and Quantitative Methods qf0304, Department of Economics, University of Insubria. [Downloadable!]

2002

1. Montobbio Fabio & Rampa Francesco, 2002. "The impact of technology and structural change on export performance on nine developing coutries," Economics and Quantitative Methods qf0219, Department of Economics, University of Insubria. [Downloadable!]
2. Stefano Breschi & Lucia Cusmano, 2002. "Unveiling the Texture of a European Research Area: Emergence of Oligarchic Networks under EU Framework Programmes," CESPRI Working Papers 130, CESPRI, Centre for Research on Innovation and Internationalisation, Universita' Bocconi, Milano, Italy, revised Jul 2002. [Downloadable!]
3. Omtzigt Pieter & Paruolo Paolo, 2002. "Impact factors," Economics and Quantitative Methods qf0203, Department of Economics, University of Insubria. [Downloadable!]
4. Paruolo Paolo, 2002. "Testing for common trends in conditional I(2) VAR models," Economics and Quantitative Methods qf0216, Department of Economics, University of Insubria. [Downloadable!]
5. Paruolo Paolo, 2002. "Common features and common I(2) trends in VAR systems," Economics and Quantitative Methods qf0217, Department of Economics, University of Insubria. [Downloadable!]
6. 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!]
7. Bertocco Giancarlo, 2002. "The role of credit in a Keynesian monetary economy," Economics and Quantitative Methods qf0222, Department of Economics, University of Insubria. [Downloadable!]
8. Bertocco Giancarlo, 2002. "Is inflation a monetary phenomenon only? A non monetarist episode of inflation: the Italian case," Economics and Quantitative Methods qf0209, Department of Economics, University of Insubria. [Downloadable!]

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. Bertocco Giancarlo, 2001. "Do information asymmetries constitute a solid foundation for the elaboration of a Keynesian theory of credit and financial institutions?," Economics and Quantitative Methods qf0111, Department of Economics, University of Insubria. [Downloadable!]
3. E. Moretto, 2001. "A note on bond immunization and arbitrage in the deterministic setting (con nota introduttiva)," Economics Department Working Papers 2001-ME02, Department of Economics, Parma University (Italy).

2000

1. Franco Malerba & Fabio Montobbio, 2000. "Knowledge Flows, Structure of Innovative Activity and International Specialization," CESPRI Working Papers 119, CESPRI, Centre for Research on Innovation and Internationalisation, Universita' Bocconi, Milano, Italy, revised Nov 2000. [Downloadable!]
2. Fabio Montobbio, 2000. "An Evolutionary Model of Industrial Growth and Structural Change," CESPRI Working Papers 121, CESPRI, Centre for Research on Innovation and Internationalisation, Universita' Bocconi, Milano, Italy, revised Nov 2000. [Downloadable!]
3. Lucia Cusmano, 2000. "Technology Policy and Co-operative R&D the role of Relational Research Capacity," DRUID Working Papers 00-3, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies. [Downloadable!]

1997

1. Paolo Paruolo & Alessandra Luati, 1997. "Nota sulla distribuzione di una base di norma unitaria del complemento ortogonale di un vettore gaussiano: il caso bidimensionale," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna. [Downloadable!]

1994

1. Abadir, K.M. & Paruolo, P., 1994. "The Marginal Density of Bivariate Cointegration Estimators," Discussion Papers 94-05, University of Exeter, School of Business and Economics.

1993

1. Paolo Paruolo, 1993. "Analisi di multicointegrazione in sistemi VAR: alcune prospettive," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna. [Downloadable!]

1992

1. Paolo Onofri & Paolo Paruolo & Bruno Salituro, 1992. "Sulle fonti delle fluttuazioni dell'economia italiana: una analisi con sistemi VAR strutturali," Working Papers 139, Dipartimento Scienze Economiche, Universita' di Bologna.
2. 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!]

1991

1. Paolo Onofri & Paolo Paruolo & Bruno Salituro, 1991. "Alla ricerca di fatti stilizzati dell'economia italiana: un sistema Var strutturale," Working Papers 115, Dipartimento Scienze Economiche, Universita' di Bologna.

Undated

1. Paruolo Paolo, . "LR cointegration tests when some cointegrating relations are known," Economics and Quantitative Methods qf0106, Department of Economics, University of Insubria.
2. Paruolo Paolo, . "Asymptotic standard errors for common trends linear combinations in I(2) VAR systems," Economics and Quantitative Methods qf0007, Department of Economics, University of Insubria.
3. Paruolo Paolo, . "The power of lambda max," Economics and Quantitative Methods qf0004, Department of Economics, University of Insubria.
4. Paruolo Paolo, . "On Monte Carlo Estimation of Relative Power," Economics and Quantitative Methods qf0112, Department of Economics, University of Insubria.

Journal articles

2009

1. E. Bacchiocchi & F. Montobbio, 2009. "Knowledge diffusion from university and public research. A comparison between US, Japan and Europe using patent citations," The Journal of Technology Transfer, Springer, vol. 34(2), pages 169-181, April. [Downloadable!] (restricted)
2. Nicoletta Corrocher & Lucia Cusmano & Andrea Morrison, 2009. "Modes of innovation in knowledge-intensive business services evidence from Lombardy," Journal of Evolutionary Economics, Springer, vol. 19(2), pages 173-196, April. [Downloadable!] (restricted)
3. Cusmano, Lucia & Mancusi, Maria Luisa & Morrison, Andrea, 2009. "Innovation and the geographical and organisational dimensions of outsourcing: Evidence from Italian firm-level data," Structural Change and Economic Dynamics, Elsevier, vol. 20(3), pages 183-195, September. [Downloadable!] (restricted)
4. 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)
5. Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo, 2009. "Do fiscal variables affect fiscal expectations? Experiments with real world and lab data," Journal of Economic Behavior & Organization, Elsevier, vol. 70(1-2), pages 253-265, May. [Downloadable!] (restricted)
6. Gianluca Colombo, 2009. "Actualising Bergson’s lesson: a post-post-modernist perspective," Journal of Management and Governance, Springer, vol. 13(3), pages 261-267, August. [Downloadable!] (restricted)

2008

1. Bertocco, Giancarlo, 2008. "Finance and development: Is Schumpeter's analysis still relevant?," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 1161-1175, June. [Downloadable!] (restricted)
2. Brambilla, Carlo, 2008. "Hubert Bonin, Histoire de la Soci?t? g?n?rale, volume i: 1864?1890: Naissance d'une banque (Geneva: Droz, 2006, pp. 723, ?63.31)," Financial History Review, Cambridge University Press, vol. 15(02), pages 271-273, October. [Downloadable!]

2007

1. Corrocher, Nicoletta & Malerba, Franco & Montobbio, Fabio, 2007. "Schumpeterian patterns of innovative activity in the ICT field," Research Policy, Elsevier, vol. 36(3), pages 418-432, April. [Downloadable!] (restricted)
2. S. Breschi & F. Lissoni & F. Montobbio, 2007. "The Scientific Productivity Of Academic Inventors: New Evidence From Italian Data," Economics of Innovation and New Technology, Taylor and Francis Journals, vol. 16(2), pages 101-118. [Downloadable!] (restricted)
3. Giancarlo Bertocco, 2007. "The characteristics of a monetary economy: a Keynes--Schumpeter approach," Cambridge Journal of Economics, Oxford University Press, vol. 31(1), pages 101-122, January. [Downloadable!] (restricted)

2006

1. Paruolo, Paolo, 2006. "Common trends and cycles in I(2) VAR systems," Journal of Econometrics, Elsevier, vol. 132(1), pages 143-168, May. [Downloadable!] (restricted)
2. Paolo Paruolo, 2006. "The Likelihood Ratio Test for the Rank of a Cointegration Submatrix," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 921-948, December. [Downloadable!] (restricted)

2005

1. Montobbio, Fabio & Rampa, Francesco, 2005. "The impact of technology and structural change on export performance in nine developing countries," World Development, Elsevier, vol. 33(4), pages 527-547, April. [Downloadable!] (restricted)
2. Virginia Acha & Lucia Cusmano, 2005. "Governance and co-ordination of distributed innovation processes: patterns of R&D co-operation in the upstream petroleum industry," Economics of Innovation and New Technology, Taylor and Francis Journals, vol. 14(1-2), pages 1-21, January. [Downloadable!] (restricted)
3. Omtzigt, Pieter & Paruolo, Paolo, 2005. "Impact factors," Journal of Econometrics, Elsevier, vol. 128(1), pages 31-68, September. [Downloadable!] (restricted)
4. Paruolo, Paolo, 2005. "Solution to Problem Posed in Volume 20(3): 04.3.1. An I(2) Model for VAR(1) Processes Solution," Econometric Theory, Cambridge University Press, vol. 21(03), pages 665-666, June. [Downloadable!]
5. Paruolo, Paolo, 2005. "Automated Inference And The Future Of Econometrics: A Comment," Econometric Theory, Cambridge University Press, vol. 21(01), pages 78-84, February. [Downloadable!]
6. Giancarlo Bertocco, 2005. "The Role of credit in a Keynesian monetary economy," Review of Political Economy, Taylor and Francis Journals, vol. 17(4), pages 489-511, October. [Downloadable!] (restricted)

2004

1. Paruolo, Paolo, 2004. "04.3.1 An I(2) Model for VAR(1) Processes," Econometric Theory, Cambridge University Press, vol. 20(03), pages 639-640, June. [Downloadable!]
2. Paruolo, Paolo & Phillips, Peter C.B., 2004. "NOTES AND PROBLEMS: A new format for the PROBLEMS AND SOLUTIONS SERIES," Econometric Theory, Cambridge University Press, vol. 20(04), pages 643-644, August. [Downloadable!]
3. GianDemetrio Marangoni & Gianluca Colombo & Giulio Fezzi, 2004. "Modelling Intra-Group Relationships," Economic Systems Research, Taylor and Francis Journals, vol. 16(1), pages 85-104, March. [Downloadable!] (restricted)

2003

1. Fabio Montobbio, 2003. "Sectoral patterns of technological activity and export market share dynamics," Cambridge Journal of Economics, Oxford University Press, vol. 27(4), pages 523-545, July.
2. Franco Malerba & Fabio Montobbio, 2003. "Exploring factors affecting international technological specialization: the role of knowledge flows and the structure of innovative activity," Journal of Evolutionary Economics, Springer, vol. 13(4), pages 411-434, October. [Downloadable!] (restricted)

2002

1. Montobbio, Fabio, 2002. "An evolutionary model of industrial growth and structural change," Structural Change and Economic Dynamics, Elsevier, vol. 13(4), pages 387-414, December. [Downloadable!] (restricted)
2. Karim M. Abadir & Paolo Paruolo, 2002. "Simple Robust Testing of Regression Hypotheses: A Comment," Econometrica, Econometric Society, vol. 70(5), pages 2097-2099, September. [Downloadable!] (restricted)
3. Paolo Paruolo, 2002. "On Monte Carlo estimation of relative power," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 65-75, June. [Downloadable!] (restricted)
4. Paruolo, Paolo, 2002. "Asymptotic Inference On The Moving Average Impact Matrix In Cointegrated I (2) Var Systems," Econometric Theory, Cambridge University Press, vol. 18(03), pages 673-690, June. [Downloadable!]

2001

1. Paruolo, Paolo, 2001. " The Power of Lambda Max," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 63(3), pages 395-403, July. [Downloadable!] (restricted)

2000

1. Paruolo, Paolo, 2000. "Asymptotic Efficiency Of The Two Stage Estimator In I (2) Systems," Econometric Theory, Cambridge University Press, vol. 16(04), pages 524-550, August. [Downloadable!]

1999

1. Paruolo, Paolo & Rahbek, Anders, 1999. "Weak exogeneity in I(2) VAR systems," Journal of Econometrics, Elsevier, vol. 93(2), pages 281-308, December. [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.
2. Karim M. Abadir & Paolo Paruolo, 1997. "Two Mixed Normal Densities from Cointegration Analysis," Econometrica, Econometric Society, vol. 65(3), pages 671-680, May.
3. Paruolo, Paolo, 1997. "Standard Errors for the Long-Run Variance Matrix," Econometric Theory, Cambridge University Press, vol. 13(02), pages 305-306, April. [Downloadable!]
4. Paruolo, Paolo, 1997. "Asymptotic Inference on the Moving Average Impact Matrix in Cointegrated 1(1) VAR Systems," Econometric Theory, Cambridge University Press, vol. 13(01), pages 79-118, February. [Downloadable!]

1996

1. Paruolo, Paolo, 1996. "On the determination of integration indices in I(2) systems," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 313-356. [Downloadable!] (restricted)

1995

1. Paruolo, Paolo, 1995. "Errata," Econometric Theory, Cambridge University Press, vol. 11(02), pages 402-402, February. [Downloadable!]

1994

1. Paruolo, Paolo, 1994. "The Distribution of the Orthogonal Complement of a Regression Coefficient Matrix," Econometric Theory, Cambridge University Press, vol. 10(02), pages 449-449, June. [Downloadable!]
2. Vahid, Farshid & Alvarez, Luis J. & Dolado, Juan J. & Paruolo, Paolo & Zheng, John Xu, 1994. "Deriving Restricted Least Squares without a Lagrangean," Econometric Theory, Cambridge University Press, vol. 10(02), pages 443-448, June. [Downloadable!]

1993

1. Paruolo, Paolo, 1993. "The Distribution of the Orthogonal Complement of a Regression Coefficient Matrix," Econometric Theory, Cambridge University Press, vol. 9(02), pages 314-314, April. [Downloadable!]
2. Paruolo, Paolo, 1993. "Deriving Restricted Least Squares Estimator without a Lagrangean," Econometric Theory, Cambridge University Press, vol. 9(02), pages 313-314, April. [Downloadable!]

This page was last updated on 2009-12-2.