Federico Carlini

Università della Svizzera italiana

Via Buffi 13

Lugano, 6900

Switzerland

Dipartimento di Economia e Finanza

Rome

Rome, ID Rome

Italy

SCHOLARLY PAPERS

2

DOWNLOADS

19

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Instrumental Variables Inference in a State Space Model

Number of pages: 68 Posted: 09 Jan 2019 Last Revised: 25 Sep 2019
Federico Carlini and Patrick Gagliardini
Università della Svizzera italiana and USI Università della Svizzera italiana
Downloads 14 (561,417)

Abstract:

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State Space, FAVAR, Identification, Network, Financial Crisis

2.

Likelihood Based Inference for an Identifiable Fractional Vector Error Correction Model

Tinbergen Institute Discussion Paper 2018-085/III
Number of pages: 40 Posted: 10 Dec 2018
Federico Carlini and Katarzyna Lasak
Università della Svizzera italiana and VU Amsterdam
Downloads 5 (619,512)

Abstract:

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Error correction model, Gaussian VAR model, Fractional Cointegration, Estimation algorithm, Maximum likelihood estimation, Switching Algorithm, Reduced Rank Regression