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1
Robust Bartlett adjustment for hypotheses testing on cointegrating vectors : a bootstrap approach
Canepa, Alessandra
-
2012
Persistent link: https://www.econbiz.de/10009573947
Saved in:
2
Small sample corrections for linear restrictions on cointegrating vectors : a Monte Carlo comparison
Canepa, Alessandra
- In:
Economics letters
91
(
2006
)
3
,
pp. 330-336
Persistent link: https://www.econbiz.de/10003333617
Saved in:
3
Bootstrap Bartlett adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
-
2020
Persistent link: https://www.econbiz.de/10012386989
Saved in:
4
Improvement on the LR test statistic on the cointegrating relations in VAR models : bootstrap methods and applications
Canepa, Alessandra
-
2020
Persistent link: https://www.econbiz.de/10012386990
Saved in:
5
Ination dynamics and time-varying persistence : the importance of the uncertainty channel
Canepa, Alessandra
-
2022
Persistent link: https://www.econbiz.de/10013366360
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6
Socio-economic risk factors and wildfire crime in Italy : a quantile panel approach
Canepa, Alessandra
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
1
,
pp. 431-465
Persistent link: https://www.econbiz.de/10014519418
Saved in:
7
Inflation dynamics and persistence : the importance of the uncertainty channel
Canepa, Alessandra
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014534818
Saved in:
8
Socio-economic risk factors and wildfire crime in Italy : a quantile panel approach
Canepa, Alessandra
-
2023
Persistent link: https://www.econbiz.de/10014310999
Saved in:
9
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Saved in:
10
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
-
2021
Persistent link: https://www.econbiz.de/10013167436
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