Browsing All of EconStor by Author Lucchetti, Riccardo
Showing results 1 to 7 of 7
| Year of Publication | Title | Author(s) |
| 2004 | Artificial regression testing in the GARCH-in-mean model | Lucchetti, Riccardo; Rossi, Eduardo |
| 2009 | Income, consumption and remittances: Evidence from immigrants to Australia | Bettin, Giulia; Lucchetti, Riccardo; Zazzaro, Alberto |
| 2012 | Intertemporal remittance behaviour by immigrants in Germany | Bettin, Giulia; Lucchetti, Riccardo |
| 2020 | Analytical gradients of dynamic conditional correlation models | Caporin, Massimiliano; Lucchetti, Riccardo; Palomba, Giulio |
| 2020 | A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012) | Lucchetti, Riccardo; Venetis, Ioannis A. |
| 2020 | A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012) | Lucchetti, Riccardo; Venetis, Ioannis A. |
| 2021 | Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices | Casoli, Chiara; Lucchetti, Riccardo |
