海量图书期刊资源,随时随地畅享阅读乐趣
Ordering of Covariance MatriceCappuccio, Nunzio; Lubian, Diego · Econometric Theory · 1996
Ordering of Covariance MatricesHeinz Neudecker, Nunzio Cappuccio and Diego Lubian · Econometric Theory · 1996
The fragility of the KPSS stationarity testNunzio Cappuccio; Diego Lubian · 2010
Spurious regressions between I(1) processes with long memory errorsNunzio Cappuccio; Diego Lubian · 1997
REPRESENTATIONS OF A COINTEGRATED SYSTEM AND IMPLIED ESTIMATION PROCEDURESNunzio Cappuccio and Diego Lubian · Giornale degli Economisti e Annali di Economia (Nuova Serie) · 1994
ESTIMATION AND INFERENCE ON LONG-RUN EQUILIBRIA: A SIMULATION STUDYCappuccio, Nunzio; Lubian, Diego · Econometric Reviews · 2001
PRACTITIONERS' CORNER:Triangular Representation and Error Correction Mechanism in Cointegrated SystemsNunzio Cappuccio; Diego Lubian · 1996