1

The fragility of the KPSS stationarity test

Nunzio Cappuccio, Diego Lubian
Journal:
Statistical Methods & Applications
Year:
2010
Language:
english
File:
PDF, 387 KB
english, 2010
3

Ordering of Covariance Matrice

Cappuccio, Nunzio, Lubian, Diego
Journal:
Econometric Theory
Year:
1996
Language:
english
File:
PDF, 128 KB
english, 1996
4

Ordering of Covariance Matrices

Heinz Neudecker, Nunzio Cappuccio and Diego Lubian
Journal:
Econometric Theory
Year:
1996
Language:
english
File:
PDF, 416 KB
english, 1996
7

Spurious regressions between I(1) processes with long memory errors

Nunzio Cappuccio, Diego Lubian
Journal:
Journal of Time Series Analysis
Year:
1997
Language:
english
File:
PDF, 247 KB
english, 1997
8

Local Asymptotic Distributions of Stationarity Tests

Nunzio Cappuccio, Diego Lubian
Journal:
Journal of Time Series Analysis
Year:
2006
Language:
english
File:
PDF, 480 KB
english, 2006
9

Testing exogeneity in overidentified models

Nunzio Cappuccio, Renzo Orsi
Journal:
Statistical Methods & Applications
Year:
1992
Language:
english
File:
PDF, 923 KB
english, 1992
13

ESTIMATION AND INFERENCE ON LONG-RUN EQUILIBRIA: A SIMULATION STUDY

Cappuccio, Nunzio, Lubian, Diego
Journal:
Econometric Reviews
Year:
2001
Language:
english
File:
PDF, 491 KB
english, 2001
14

The power of unit root tests under local-to-finite variance errors

Cappuccio, Nunzio, Lubian, Diego, Mistrorigo, Mirko
Journal:
Chaos, Solitons & Fractals
Year:
2015
Language:
english
File:
PDF, 1.17 MB
english, 2015
18

MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model

Cappuccio, Nunzio, Lubian, Diego, Raggi, Davide
Journal:
SSRN Electronic Journal
Year:
2003
Language:
english
File:
PDF, 1.11 MB
english, 2003