1,721,003 research outputs found
Su alcune funzioni generalizzate utilizzate nell' analisi dei processi armonizzabili
No full textThis article sketches out an overview of the most important generalized functions for mathematical statistics. The paper, on the one hand, collects and organizes known results in a comprehensive setting and, on the other hand, comes up with several somewhat intriguing novel results, which may prove useful expecially in harmonizable process analysis
Sulla struttura causale dei modelli econometrici: una rivisitazione del problema in chiave sistemistica
No full textThis paper aims to settle the issue of identifying the causal or interdependent nature of econometric models by shedding light on the analogy linking the so-called reduced form of structural models and the secondary form of closed-loop systems. This turns out to pave the way to unfold the latent feedback mechanism possibly hidden in the reduced form of an econometric relationship taken out of a simultaneous equation model, and eventually leads to set up a diagnostic framework and an effective toolkit for causal structure analysis
Matrix poyinomials and their inversion: the algebraic framework of unit-root econometrics representation theorems
No full textIn this paper the issue of the inversion of a matrix polynomial about a unit root is tackled by restoring to Laurent expansion. The principal-part matrix coefficients associated with a simple and a second order pole are properly characterized and closed-form expressions are derived by virtue of a recent result on partitioned inversion (Faliva and Zoia, 2002). This eventually sheds on the analytical foundation of unit-root econometrics which in turn paves the way to an elegant unified representation theorem for (co)integrated processes up to the second order
Lectures in Econometric Modelling
No full textThis book collects a series of lectures on classical econometrics given, at different times, at the Catholic University of Milan and at the Geneva University, on the one hand as well as within several PhD. programs in economics and statistics, on the other
Dynamic Model Analysis. Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems
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