Maddalena Cavicchioli

Maddalena Cavicchioli

Università degli Studi di Modena e Reggio Emilia - Modena / Italy
Economics & Econometrics / Economics
AD Scientific Index ID: 5988512
University of Modena and Reggio Emilia
person_outline Maddalena Cavicchioli's MOST POPULAR ARTICLES
1-) Determining the Number of Regimes in Markov Switching VAR and VMA ModelsM CavicchioliJournal of Time Series Analysis 35 (2), 173-186, 2014402014
2-) Testing threshold cointegration in Wagner\'s Law: the role of military spendingM Cavicchioli, B PistoresiEconomic Modelling, 2016302016
3-) Higher order moments of Markov switching VARMA modelsM CavicchioliEconometric Theory 33 (6), 1502-1515, 2017292017
4-) Analysis of the Likelihood Function for Markov‐Switching Var (Ch) ModelsM CavicchioliJournal of Time Series Analysis 35 (6), 624-639, 2014282014
5-) Spectral density of Markov-switching VARMA modelsM CavicchioliEconomics Letters 121 (2), 218-220, 2013252013