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Gianluca CUBADDA

Professor of Economic Statistics

Università degli Studi di Roma La Sapienza

Italy

Research Interests

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Professors in Italy Professors in Statistics Statistics professors in Italy

Articles (7)

Year:

2024

Year:

2024

Year:

2024

Year:

2023

Year:

2023

Year:

2022

Year:

2021

Collaborators (1)

Barbara Guardabascio

Associate Professor

University of Perugia

ITALY

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Gianluca CUBADDA

Research Interests

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Articles (7)

Optimization of the generalized covariance estimator in noncausal processes

The time-varying Multivariate Autoregressive Index model

The time-varying Multivariate Autoregressive Index model

Detecting Common Bubbles in Multivariate Mixed Causal-Noncausal Models

The Vector Error Correction Index Model: Representation, Estimation and Identification

Dimension Reduction for High‐Dimensional Vector Autoregressive Models*

On cointegration for processes integrated at different frequencies

Collaborators (1)

Barbara Guardabascio

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