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Asymptotic inference in time series regressions with a unit root and infinite variance errors 1-gen-2003 F., Callegari; N., Cappuccio; Lubian, Diego
MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model 1-gen-2004 Cappuccio, N.; Lubian, Diego; D., Raggi
On the size distortion of stationarity tests 1-gen-2006 N., Cappuccio; Lubian, Diego
Local asymptotic distributions of stationarity tests 1-gen-2006 Cappuccio, N.; Lubian, Diego
Investigating Asymmetry in U.S. Stock Market Indexes: Evidence from a Stochastic Volatility Model 1-gen-2006 Cappuccio, N; Lubian, Diego; Raggi, D.
Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors 1-gen-2007 Cappuccio, N.; Lubian, Diego
Money Illusion: Are Economists Different? 1-gen-2008 Cipriani, Giam Pietro; Lubian, Diego; Zago, Angelo
Natural Born Economists? 1-gen-2009 Cipriani, Giam Pietro; Lubian, Diego; Zago, Angelo
The Fragility of the KPSS Stationarity Test 1-gen-2010 Cappuccio, Nunzio; Lubian, Diego
Happiness and Tax Morale: an Empirical Analysis 1-gen-2011 Lubian, Diego; Zarri, Luca
Happiness and Tax Morale: an Empirical Analysis 1-gen-2011 Lubian, Diego; Zarri, Luca
Cognitive ability, stereotypes and gender segregation in the workplace 1-gen-2013 Lubian, Diego; A., Untrtrifaller
Cognitive ability, stereotypes and gender segregation in the workplace 1-gen-2014 Lubian, Diego; Anna, Untertrifaller
The power of unit root tests under local-to-finite variance errors 1-gen-2015 Cappuccio, Nunzio; Lubian, Diego; Mistrorigo, Mirko
Unit Root Tests: The Role of the Univariate Models Implied by Multivariate Time Series 1-gen-2016 Cappuccio, Nunzio; Lubian, Diego
EMPIRICAL EVIDENCE ON ITALIAN HOUSEHOLD PORTFOLIOS, 2002-2016 1-gen-2020 Lubian, Diego
Trust and Household Portfolios: Empirical Evidence from Italy 1-gen-2020 Lubian, Diego
Are virtuous people happier? Evidence from Italy 1-gen-2020 Lubian, Diego
Happiness in Italy: An empirical Analysis 1-gen-2021 Lubian, Diego
Mostrati risultati da 21 a 39 di 39
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