4,821 research outputs found
Discorso Recitato Dal Signor Gaetano Cattaneo ... Nel Funerale Del Cavaliere Giuseppe Bossi Il Giorno 11 Dicembre 1815
No full textDISCORSO RECITATO DAL SIGNOR GAETANO CATTANEO ... NEL FUNERALE DEL CAVALIERE GIUSEPPE BOSSI IL GIORNO 11 DICEMBRE 1815
Discorso Recitato Dal Signor Gaetano Cattaneo ... Nel Funerale Del Cavaliere Giuseppe Bossi Il Giorno 11 Dicembre 1815 ([3])
Cover ( - )
Titelseite ([3])
Text ([5]
Catalogo Della Libreria Del Fu Cavaliere Giuseppe Bossi Pittore Milanese
No full textCATALOGO DELLA LIBRERIA DEL FU CAVALIERE GIUSEPPE BOSSI PITTORE MILANESE
Catalogo Della Libreria Del Fu Cavaliere Giuseppe Bossi Pittore Milanese ([1]r)
Cover ( - )
Titelseite ([1]r)
A (1)
B (15)
C (40)
D (62)
E (74)
F (78)
G (89)
H (99)
I (104)
K (108)
L (109)
M (117)
N (134)
O (137)
P (142)
Q (164)
R (165)
S (178)
T (194)
U (204)
V (204)
W (219)
X (221)
Y (221)
Z (222)
Manoscritti (225)
Libri Omessi (242
La Festa Di Cinisello : Lettera / Di Davide Bertolotti Al Cavaliere Giuseppe Tambroni In Roma.
No full textLA FESTA DI CINISELLO : LETTERA / DI DAVIDE BERTOLOTTI AL CAVALIERE GIUSEPPE TAMBRONI IN ROMA.
La Festa Di Cinisello : Lettera / Di Davide Bertolotti Al Cavaliere Giuseppe Tambroni In Roma. (1)
Cover (1)
Titelblatt (8)
Text (10
Politica criminale e cultura giuspenalistica. Scritti in onore di Sergio Moccia.
No full textContributi di: Claus Roxin, Jesús Maria Silva Sánchez, Klaus Volk, Thomas Vormbaum, Antonio Bevere, Alessandro Bondi, Lucio De Giovanni, Peppe Dell’Acqua, Silvia D’Autilia, Massimo Donini, Luigi Ferrajoli, Carlo Fiore, Gaetano Insolera, Carlo Enrico Paliero, Pietro Perlingieri, Domenico Pulitanò, Vincenzo Ruggiero, Mario Trapani, Elio Lo Monte, Carlo Longobardo, Francesco Schiaffo, Antonino Sessa, Luís Greco, Imme Roxin, Juarez Tavares, Guillermo Jorge Yacobucci, Giuseppe Amarelli, Enrico Mario Ambrosetti, Angelo Carmona, Maria Cristina De Maglie, Gabriele Fornasari, Marcello Gallo, Francesco Palazzo, Mauro Ronco, Mario Caterini, Antonio Cavaliere, Cristiano Cupelli, Sylva D’Amato, Francesco Marco de Martino, Valentina Masarone, Giuseppe Riccardi, Sabato Romano, Luciana Verde, Eugenio Raúl Zaffaroni, Giuliano Balbi, Marco Pelissero, Antonio Nappi, Giuseppe Maria Palmieri, Carlo Pasquariello, Francesco Rotondo
Cura secunda di un decretum decurionum puteolano in onore di un cavaliere di età traianeo-adrianea (AE, 1956, 20)
No full textL’a. presenta la riedizione commentata di un decreto decurionale, frammentario e male edito (AE, 1956, 20), di cui dimostra la provenienza puteolana (e non neapolitana), pur essendo stato rinvenuto di reimpiego durante i restauri del dopoguerra nella basilica trecentesca di S. Chiara a Napoli. Il decreto, come l’a. ritiene di poter documentare, fu approvato per onorare, anche con una statua equestre, un cavaliere, [equo publico] honoratus da Traiano o Adriano, un personaggio nuovo a giudicare dalle cariche e onori ricevuti, di verosimile origine locale e discendenza libertina, della cui onomastica resta probabilmente solo il gentilizio Pomponius. Nel contempo da questa rilettura risultano attestati nuovi decurioni e un duoviro della colonia di Puteoli, dati che arricchiscono ulteriormente la conoscenza dell’élite di II secolo di questa grande città, già notevolmente ampliata da altri studi dello stesso a.Camodeca Giuseppe. Cura secunda di un decretum decurionum puteolano in onore di un cavaliere di età traianeo-adrianea (AE, 1956, 20). In: Mélanges de l'École française de Rome. Antiquité, tome 119, n°2. 2007. Antiquité. pp. 351-362
Recommended from our members
Testing for unit roots in bounded time series
No full textMany key economic and financial series are bounded either by construction or through policy controls. Conventional unit root tests are potentially unreliable in the presence of bounds, since they tend to over-reject the null hypothesis of a unit root, even asymptotically. So far, very little work has been undertaken to develop unit root tests which can be applied to bounded time series. In this paper we address this gap in the literature by proposing unit root tests which are valid in the presence of bounds. We present new augmented Dickey–Fuller type tests as well as new versions of the modified ‘M’ tests developed by Ng and Perron [Ng, S., Perron, P., 2001. LAG length selection and the construction of unit root tests with good size and power. Econometrica 69, 1519–1554] and demonstrate how these tests, combined with a simulation-based method to retrieve the relevant critical values, make it possible to control size asymptotically. A Monte Carlo study suggests that the proposed tests perform well in finite samples. Moreover, the tests outperform the Phillips–Perron type tests originally proposed in Cavaliere [Cavaliere, G., 2005. Limited time series with a unit root. Econometric Theory 21, 907–945]. An illustrative application to U.S. interest rate data is provide
Devaluation expectations and the unit root hypothesis: the italian lira in the european monetary system
No full textIn several studies the unit root hypothesis of EMS exchange rates is analysed within
the context of devaluation expectations estimation. By means of bootstrap inference
it is shown that these procedures are not compatible with standard Dickey-Fuller
significance levels and may lead to a wrong rejection of the null hypothesis. In the
case of the Italian Lira/Deutsche Mark exchange rate, the hypothesis of a unit root is
not rejected and expectations can be modelled by means of a reflected Brownian
motion. The estimated devaluation expectations are related with some macro variables
which provide evidence for the structure of expectation
Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models
No full textIn a recent paper Cavaliere et al. (2012) develop bootstrap implementations of the (pseudo-) likelihood ratio (PLR) co-integration rank test and associated sequential rank determination procedure of Johansen (1996). The bootstrap samples are constructed using the restricted parameter estimates of the underlying vector autoregressive (VAR) model which obtain under the reduced rank null hypothesis. They propose methods based on an independent and individual distributed (i.i.d.) bootstrap resampling scheme and establish the validity of their proposed bootstrap procedures in the context of a co-integrated VAR model with i.i.d. innovations. In this paper we investigate the properties of their bootstrap procedures, together with analogous procedures based on a wild bootstrap resampling scheme, when time-varying behavior is present in either the conditional or unconditional variance of the innovations. We show that the bootstrap PLR tests are asymptotically correctly sized and, moreover, that the probability that the associated bootstrap sequential procedures select a rank smaller than the true rank converges to zero. This result is shown to hold for both the i.i.d. and wild bootstrap variants under conditional heteroskedasticity but only for the latter under unconditional heteroskedasticity. Monte Carlo evidence is reported which suggests that the bootstrap approach of Cavaliere et al. (2012) significantly improves upon the finite sample performance of corresponding procedures based on either the asymptotic PLR test or an alternative bootstrap method (where the short run dynamics in the VAR model are estimated unrestrictedly) for a variety of conditionally and unconditionally heteroskedastic innovation processes. © 2014 Copyright Taylor and Francis Group, LLC
- …
