COSTANTINI, Mauro
COSTANTINI, Mauro
DIPARTIMENTO DI SCIENZE SOCIALI ED ECONOMICHE
A Characterization of the Dickey-Fuller Distribution With Some Extensions to the Multivariate Case
2009 Cerqueti, R.; M, Costantini; C, Lupi
A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case
2009 Cerqueti, R.; M, Costantini; C, Lupi
A comparative study on p value combination tests for unit roots in multiple time series
2024 Costantini, Mauro; Lupi, Claudio
A hierarchical procedure for the combination of forecasts
2010 Costantini, M; Pappalardo, C
A note on the asymptotic distribution of a perron-type innovational outlier unit root tests with a break
2011 Costantini, M; Popp, S
A panel cointegration approach to estimating substitution elasticities in consumption
2010 Auteri, M; Costantini, M
A Simple Panel-CADF Test for Unit Roots
2013 Costantini, M; Lupi, C
A simple testing procedure for unit root and model specification
2016 Costantini, M; Sen, A
An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks
2007 Costantini, M; Lupi, C
Analisi statistica dei fattori che contribuiscono allo sviluppo umano: l'esperienza di alcuni paesi asiatici e africani a confronto
2004 M., Costantini; Giacomello, Paola
Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes
2005 Cerqueti, R.; M, Costantini
Asymptotic solutions of a generalized eigenvalue problem
2009 Cerqueti, R.; M, Costantini
Bayesian Nonparametric Panel Markov-Switching GARCH Models
2024 Casarin, Roberto; Costantini, Mauro; Osuntuyi, Anthony
Bitcoin market networks and cyberattacks
2023 Costantini, M.; Maaitah, A.; Mishra, T.; Sousa, R. M.
Bootstrap innovational outlier unit root tests in dependent panels
2012 Costantini, M; Gutierrez, L
Capital mobility and global factor shocks
2013 Costantini, M; Gutierrez, L
Change in persistence tests for panels
2007 Cerqueti, R.; M, Costantini; L, Gutierrez
Cointegration analysis for cross-sectionally dependent panels: The case of regional production functions
2009 Costantini, M; Destefanis, S
Combining forecasts based on multiple encompassing tests in a macroeconomic core system
2011 Costantini, M; Kunst, R
Comovements and Correlations in International Stock Markets
2006 D'Ecclesia, RITA LAURA; Mauro, Costantini