المؤلفون: Gianluca Cubadda, Alain Hecq, Elisa Voisin

المصدر: Econometrics, Vol 11, Iss 1, p 9 (2023)

مصطلحات موضوعية: forward-looking models, bubbles, comovements, Economics as a science, HB71-74

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2225-1146/11/1/9; https://doaj.org/toc/2225-1146

URL الوصول: https://doaj.org/article/0f7476df78f94c798e68a1252410d861

المؤلفون: Marco Centoni, Gianluca Cubadda

المصدر: Statistica, Vol 71, Iss 2, Pp 267-294 (2013)

مصطلحات موضوعية: Statistics, HA1-4737

وصف الملف: electronic resource

Relation: http://rivista-statistica.unibo.it/article/view/3625; https://doaj.org/toc/0390-590X; https://doaj.org/toc/1973-2201

URL الوصول: https://doaj.org/article/98775e7bc509430c876d6fcfff7113cf

المؤلفون: Gianluca Cubadda, Stefano Grassi, Barbara Guardabascio

المساهمون: Cubadda, G, Grassi, S, Guardabascio, B

مصطلحات موضوعية: Large Vector Autoregressive Models Multivariate Autoregressive Index models Time-varying parameter models Reduced-rank regression Bayesian Vector Autoregressive Models, Settore SECS-S/03

Relation: journal:INTERNATIONAL JOURNAL OF FORECASTING; https://hdl.handle.net/2108/362783

الاتاحة: https://hdl.handle.net/2108/362783
https://doi.org/10.1016/j.ijforecast.2024.04.007

المؤلفون: Gianluca Cubadda, Francesco Giancaterini, Alain Hecq, Joann Jasiak

المساهمون: Cubadda, G, Giancaterini, F, Hecq, A, Jasiak, J

مصطلحات موضوعية: Settore SECS-S/03

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:001236210900002; journal:STATISTICS AND COMPUTING; https://hdl.handle.net/2108/368084; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85195165476

الاتاحة: https://hdl.handle.net/2108/368084
https://doi.org/10.1007/s11222-024-10437-1

المؤلفون: Tom('(a))s Barrio Castro, Gianluca Cubadda, Denise R. Osborn

المساهمون: Barrio Castro, T, Cubadda, G, Osborn, Dr

مصطلحات موضوعية: Periodic cointegration, polynomial cointegration, demodulator operator, Settore SECS-S/03 - STATISTICA ECONOMICA

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000698613300001; volume:43; issue:3; firstpage:412; lastpage:435; numberofpages:24; journal:JOURNAL OF TIME SERIES ANALYSIS; http://hdl.handle.net/2108/296969; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85115439973

الاتاحة: http://hdl.handle.net/2108/296969
https://doi.org/10.1111/jtsa.12620
https://onlinelibrary.wiley.com/doi/10.1111/jtsa.12620

المؤلفون: Gianluca Cubadda, Marco Mazzali

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: History, Polymers and Plastics, Business and International Management, Industrial and Manufacturing Engineering

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::868e57cf0ce3440b0ba74b271357749e
https://doi.org/10.2139/ssrn.4408771

المؤلفون: Gianluca Cubadda, Alain Hecq

المساهمون: Cubadda, G, Hecq, A

مصطلحات موضوعية: Reduced rank regression, common feature, vector autoregressive model, multivariate volatility models, dimension reduction, Settore SECS-S/03 - STATISTICA ECONOMICA

Relation: info:eu-repo/semantics/altIdentifier/isbn/9780190625979; ispartofbook:Oxford Research Encyclopedia of Economics and Finance; http://hdl.handle.net/2108/296967; https://doi.org/10.1093/acrefore/9780190625979.013.677

الاتاحة: http://hdl.handle.net/2108/296967
https://doi.org/10.1093/acrefore/9780190625979.013.677

المؤلفون: Gianluca Cubadda, Alain Hecq

المساهمون: QE Econometrics, RS: GSBE Theme Data-Driven Decision-Making, RS: GSBE Theme Learning and Work, RS: FSE DACS Mathematics Centre Maastricht, RS: GSBE other - not theme-related research

المصدر: Oxford Bulletin of Economics and Statistics, 84(5), 1123-1152. Wiley

مصطلحات موضوعية: SELECTION, Statistics and Probability, MACROECONOMICS, NUMBER, Economics and Econometrics, Settore SECS-S/03, INFERENCE, COMMON CYCLICAL FEATURES, Statistics, Probability and Uncertainty, COINTEGRATION RANK, Social Sciences (miscellaneous)

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::725550c4c34129396c46d35032ec2366
http://hdl.handle.net/2108/301987

المؤلفون: Gianluca Cubadda, Sean Telg, Alain Hecq

المساهمون: QE Econometrics, RS: GSBE Theme Data-Driven Decision-Making, RS: GSBE Theme Learning and Work, RS: GSBE other - not theme-related research

المصدر: Oxford Bulletin of Economics and Statistics, 81(3), 697-715. Wiley

مصطلحات موضوعية: Statistics and Probability, Economics and Econometrics, Multivariate statistics, Short run, Series (mathematics), Rank (linear algebra), Gaussian, 05 social sciences, CYCLES, symbols.namesake, Autoregressive model, Settore SECS-S/03 - Statistica Economica, 0502 economics and business, Statistics, symbols, Econometrics, COMMON CYCLICAL FEATURES, 050207 economics, Statistics, Probability and Uncertainty, Canonical correlation, Social Sciences (miscellaneous), 050205 econometrics, Mathematics, Statistical hypothesis testing

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d893601146336d239ac5dfab19c048cd
https://doi.org/10.1111/obes.12281

المؤلفون: Jörg Breitung, Gianluca Cubadda

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.cide.info/conf/2009/iceee2009_submission_118.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.172.5115; http://www.cide.info/conf/2009/iceee2009_submission_118.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.172.5115
http://www.cide.info/conf/2009/iceee2009_submission_118.pdf

المؤلفون: Author(s G. Cubadda, P. H. Omtzigt, Gianluca Cubadda, Pieter Omtzigt

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://dare.uva.nl/document/2/96196/.

مصطلحات موضوعية: Seasonal Cointegration, Reduced Rank Regression

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.1033.771; http://dare.uva.nl/document/2/96196/

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.1033.771
http://dare.uva.nl/document/2/96196/

المؤلفون: Bertrand Candelon, Gianluca Cubadda

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://edocs.ub.unimaas.nl/loader/file.asp?id=1072.

مصطلحات موضوعية: Structural breaks, spectral analysis, productivity slowdown, yield curve. JEL, C32, E43

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.539.911; http://edocs.ub.unimaas.nl/loader/file.asp?id=1072

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.539.911
http://edocs.ub.unimaas.nl/loader/file.asp?id=1072

المؤلفون: Facoltà Di Economia, Gianluca Cubadda

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.unimol.it/progetti/repec/mol/ecsdps/ESDP04022.pdf.

مصطلحات موضوعية: Coincident and Leading Indexes, Polynomial Serial Correlation Common Feature, Reduced Rank Regression

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.67.2112; http://www.unimol.it/progetti/repec/mol/ecsdps/ESDP04022.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.67.2112
http://www.unimol.it/progetti/repec/mol/ecsdps/ESDP04022.pdf

المؤلفون: Alain Hecq, Barbara Guardabascio, Gianluca Cubadda

المساهمون: QE Econometrics, RS: GSBE EFME

المصدر: International Journal of Forecasting, 33(2), 337-344. Elsevier Science

مصطلحات موضوعية: Index (economics), Generalization, Computer science, Realized variance, TRANSMISSION, Gaussian, HAR models, MARKETS, Set (abstract data type), symbols.namesake, 0502 economics and business, Economics, Feature (machine learning), Econometrics, Common volatility, 050207 economics, Business and International Management, 050205 econometrics, 05 social sciences, Index models, Combinations of realized volatilities, Forecasting, Autoregressive model, Settore SECS-S/03 - Statistica Economica, Principal component analysis, symbols

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::841d994ac295c7973902bc4b07d36bf4
https://doi.org/10.1016/j.ijforecast.2016.09.002

المؤلفون: Tomás del Barrio Castro, Gianluca Cubadda, Denise R. Osborn

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: Operator (computer programming), Cointegration, Computer science, Demodulation, Applied mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::acf858bcfaf65a64670c2a031ef38ee2
https://doi.org/10.2139/ssrn.3690989

المؤلفون: Gianluca Cubadda

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.enteluigieinaudi.it/pdf/Seminari/Econometria/S_20031212.pdf.

مصطلحات موضوعية: Coincident and Leading Indexes, Polynomial Serial Correlation Common Feature, Reduced Rank Regression

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.194.5267; http://www.enteluigieinaudi.it/pdf/Seminari/Econometria/S_20031212.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.194.5267
http://www.enteluigieinaudi.it/pdf/Seminari/Econometria/S_20031212.pdf

المؤلفون: Antonio Riccardo, Alain Hecq, Gianluca Cubadda

المصدر: Financial Mathematics, Volatility and Covariance Modelling

مصطلحات موضوعية: Multivariate statistics, Realized variance, Common volatility, long-memory processes, HAR models, index models, forecasting, index models, Settore SECS-S/03 - Statistica Economica, Univariate, Econometrics, Common volatility, forecasting, long-memory processes, HAR models, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::29eb8acd0639b63275818544dc42cc8b
http://hdl.handle.net/2108/216877

المؤلفون: Gianluca Cubadda, Alain Hecq, Murst Alain Hecq

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.personeel.unimaas.nl/A.Hecq/CILI.pdf.

مصطلحات موضوعية: Coincident and Leading Indexes, Common Cyclical Features, Reduced Rank Regression

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.195.559; http://www.personeel.unimaas.nl/A.Hecq/CILI.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.195.559
http://www.personeel.unimaas.nl/A.Hecq/CILI.pdf

المؤلفون: Gianluca Cubadda Y, Alain Hecq Z

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.core.ucl.ac.be/archives/EC2-2001/EC2papers/cubadda.pdf.

مصطلحات موضوعية: Common Cycles, Coincident and Leading Indicators, Forecasting, Causality

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.197.3165; http://www.core.ucl.ac.be/archives/EC2-2001/EC2papers/cubadda.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.197.3165
http://www.core.ucl.ac.be/archives/EC2-2001/EC2papers/cubadda.pdf

المؤلفون: Gianluca Cubadda

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://ser.sta.uniroma1.it/cofin98/Rt2-2000.pdf.

مصطلحات موضوعية: Seasonal cointegration, reduced rank regression, error correction model. JEL classification, C32

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.27.9071; http://ser.sta.uniroma1.it/cofin98/Rt2-2000.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.27.9071
http://ser.sta.uniroma1.it/cofin98/Rt2-2000.pdf