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Contemporaneous aggregation of linear dynamic models in large economies
Zaffaroni, Paolo - In: Journal of econometrics 120 (2004) 1, pp. 75-102
Persistent link: https://www.econbiz.de/10001998874
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Aggregation and memory of models of changing volatility
Zaffaroni, Paolo - In: Journal of econometrics 136 (2007) 1, pp. 237-249
Persistent link: https://www.econbiz.de/10003401656
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Whittle estimation of EGARCH and other exponential volatility models
Zaffaroni, Paolo - In: Journal of econometrics 151 (2009) 2, pp. 190-200
Persistent link: https://www.econbiz.de/10003877967
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Gaussian inference on certain long-range dependent volatility models
Zaffaroni, Paolo; d'Italia, Banca - In: Journal of econometrics 115 (2003) 2, pp. 199-258
Persistent link: https://www.econbiz.de/10001768297
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A goodness-of-fit test for ARCH (∞) models
Hidalgo, Javier; Zaffaroni, Paolo - In: Journal of econometrics 141 (2007) 2, pp. 835-875
Persistent link: https://www.econbiz.de/10003571360
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A goodness-of-fit test for ARCH (∞) models
Hidalgo, Javier; Zaffaroni, Paolo - In: Journal of econometrics 141 (2007) 2, pp. 973-1013
Persistent link: https://www.econbiz.de/10003572339
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Aggregation and memory of models of changing volatility
Zaffaroni, Paolo - In: Journal of econometrics 136 (2007) 1, pp. 237-250
Persistent link: https://www.econbiz.de/10007391031
Cover Image
Contemporaneous aggregation of linear dynamic models in large economies
Zaffaroni, Paolo - In: Journal of econometrics 120 (2004) 1, pp. 75-102
Persistent link: https://www.econbiz.de/10006757761
Cover Image
Gaussian inference on certain long-range dependent volatility models
Zaffaroni, Paolo; d'Italia, Banca - In: Journal of econometrics 115 (2003) 2, pp. 199-258
Persistent link: https://www.econbiz.de/10006762354
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Dynamic factor models with infinite-dimensional factor spaces : one-sided representations
Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo - In: Journal of econometrics 185 (2015) 2, pp. 359-371
Persistent link: https://www.econbiz.de/10011348429