Information about:
Diego Lubian

Other registered authors

Email:
Homepage: http://dse.univr.it/lubian
Postal Address: Department of Economics University of Verona Palazzina 32 - ex Caserma Passalacqua via dell'Università 37129 Verona
Phone: +39 045 8028419

Affiliation

• Dipartimento di Scienze Economiche (Department of Economic Sciences)
  Facoltà di Economia (Faculty of Economics)
  Università degli Studi di Verona

  Location: Verona, Italy
  Homepage: http://www.dse.univr.it/
  Email:
  Phone: +390458028097
  Fax: +390458028486
  Postal: Via dell'Università, 4 - I-37129 Verona
  Handle: RePEc:edi:isverit (registered authors at this institution)

Working papers

1. Nunzio Cappuccio & Diego Lubian & Davide Raggi, 2003. "MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model," Working Papers 7, Università di Verona, Dipartimento di Scienze economiche. [Downloadable!]
   Published as:
   • Nunzio Cappuccio & Diego Lubian & Davide Raggi, 2004. "MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 8(2). [Downloadable!]

2. Nunzio Cappuccio & Diego Lubian, 2003. "Asymptotic null distributions of stationarity and nonstationarity," Working Papers 8, Università di Verona, Dipartimento di Scienze economiche. [Downloadable!]

1. Cipriani, Giam Pietro & Lubian, Diego & Zago, Angelo, 2009. "Natural born economists?," Journal of Economic Psychology, Elsevier, vol. 30(3), pages 455-468, June. [Downloadable!] (restricted)

2. Giam Pietro Cipriani & Diego Lubian & Angelo Zago, 2008. "Money Illusion: Are Economists Different?," Economics Bulletin, Economics Bulletin, vol. 1(3), pages 1-9. [Downloadable!]

3. Nunzio Cappuccio & Diego Lubian, 2007. "Asymptotic Null Distributions of Stationarity and Nonstationarity Tests Under Local-to-finite Variance Errors," Annals of the Institute of Statistical Mathematics, Springer, vol. 59(3), pages 403-423, September. [Downloadable!] (restricted)

4. Nunzio Cappuccio & Diego Lubian & Davide Raggi, 2006. "Investigating asymmetry in US stock market indexes: evidence from a stochastic volatility model," Applied Financial Economics, Taylor and Francis Journals, vol. 16(6), pages 479-490, March. [Downloadable!] (restricted)

5. Nunzio Cappuccio & Diego Lubian, 2006. "Local Asymptotic Distributions of Stationarity Tests," Journal of Time Series Analysis, Blackwell Publishing, vol. 27(3), pages 323-345, 05. [Downloadable!] (restricted)

6. Nunzio Cappuccio & Diego Lubian & Davide Raggi, 2004. "MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 8(2). [Downloadable!]
   Other versions:
   • Nunzio Cappuccio & Diego Lubian & Davide Raggi, 2003. "MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model," Working Papers 7, Università di Verona, Dipartimento di Scienze economiche. [Downloadable!]

7. Nunzio Cappuccio & Diego Lubian, 2001. "Estimation And Inference On Long-Run Equilibria: A Simulation Study," Econometric Reviews, Taylor and Francis Journals, vol. 20(1), pages 61-84. [Downloadable!] (restricted)

8. Lubian, Diego, 1997. "Local-to-Spurious Regression?Solution," Econometric Theory, Cambridge University Press, vol. 13(04), pages 608-613, August. [Downloadable!]

9. Cappuccio, Nunzio & Lubian, Diego, 1996. "Triangular Representation and Error Correction Mechanism in Cointegrated Systems," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(2), pages 409-15, May.

10. Cappuccio, Nunzio & Lubian, Diego, 1996. "Ordering of Covariance Matrice," Econometric Theory, Cambridge University Press, vol. 12(04), pages 746-748, October. [Downloadable!]

11. Lubian, Diego, 1996. "Spurious Regression and Generalized Least Square," Econometric Theory, Cambridge University Press, vol. 12(01), pages 204-209, March. [Downloadable!]

12. Lubian, Diego, 1996. "Derivation of a Fully Modified Estimator," Econometric Theory, Cambridge University Press, vol. 12(04), pages 749-751, October. [Downloadable!]

13. Ardeni, Pier Giorgio & Lubian, Diego, 1991. "Is there trend reversion in purchasing power parity?," European Economic Review, Elsevier, vol. 35(5), pages 1035-1055, July. [Downloadable!] (restricted)

14. Ardeni, Pier Giorgio & Lubian, Diego, 1989. "Purchasing power parity during the 1920s," Economics Letters, Elsevier, vol. 30(4), pages 357-362, October. [Downloadable!] (restricted)

15. RePEc:bep:sndecm:8:2004:2:1211-1211 is not listed on IDEAS

This page was last updated on 2009-12-1.