PARUOLO, PAOLO
PARUOLO, PAOLO
DIPARTIMENTO DI ECONOMIA
A characterization of vector autoregressive processes with common cyclical features
2011-01-01 Franchi, M.; Paruolo, Paolo
A distributional equality
2000-01-01 Paruolo, Paolo
A likelihood ratio test for the rank of a cointegration submatrix
2006-01-01 Paruolo, Paolo
A nonlinear model for the conditional expectations of of asset returns,
1994-01-01 Paruolo, Paolo; Pillati, M.
A reduced rank regression approach to tests of asset pricing
1997-01-01 Costa, M.; Gardini, A.; Paruolo, Paolo
An alternative way to calculate the SUR estimator
1998-01-01 Paruolo, Paolo
An I(2) model for VAR(1) processes
2004-01-01 Paruolo, Paolo
Analisi di affidabilita: sensibilita parametrica di sistemi strutturali metallici
1999-01-01 Paruolo, Paolo; Giovagnoni, M. MAJOWIECKI M.
Analisi econometrica di modelli finanziari a variabili latenti: un'applicazione al mercato italiano
1992-01-01 Costa, M.; Gardini, A.; Paruolo, Paolo
Applicabilità del metodo generalizzato dei momenti nell'ambito della verifica degli Intertemporal Capital Asset Pricing Models
1988-01-01 Paruolo, Paolo
Asymptotic efficiency of the two stage estimator in I(2) systems
2000-01-01 Paruolo, Paolo
Asymptotic inference on the moving average impact matrix in cointegratared I(1) VAR systems
1997-01-01 Paruolo, Paolo
Asymptotic inference on the moving average impact matrix in cointegrated I(2) VAR systems
2002-01-01 Paruolo, Paolo
Automated Inference and the Future of Econometrics: A comment
2005-01-01 Paruolo, Paolo
Bias correction of the ENSEMBLES high resolution climate change projections for use by impact models: Analysis of the climate change signal
2012-01-01 A., Dosio; Paruolo, Paolo; R., Rojas
Bias correction of the ENSEMBLES high resolution climate change projections for use by impact models: evaluation on the present climate
2011-01-01 Dosio, A.; Paruolo, Paolo
Common dynamics in I(1) systems
2003-01-01 Paruolo, Paolo
Common features in vector autoregressive models
2004-01-01 Paruolo, Paolo
Common trends and cycles in I(2) VAR systems
2006-01-01 Paruolo, Paolo
Deriving the Restricted Least Squares estimator without a Lagrangean,
1993-01-01 Paruolo, Paolo