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Semiparametric modeling of multiple quantiles
Catania, Leopoldo
;
Luati, Alessandra
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014471520
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Hierarchical Markov-switching models for multivariate integer-valued time-series
Catania, Leopoldo
;
Di Mari, Roberto
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10012618804
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3
The generalised autocovariance function
Proietti, Tommaso
;
Luati, Alessandra
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 245-257
Persistent link: https://www.econbiz.de/10011349503
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