Paolo Paruolo

European Commission Joint Research Center

1049

Belgium

European Commission DG Joint Research Centre

Via E.Fermi 2749

Ispra, Varese I-21027

Italy

SCHOLARLY PAPERS

8

DOWNLOADS

481

SSRN CITATIONS

0

CROSSREF CITATIONS

9

Scholarly Papers (8)

1.

Structured Multivariate Volatility Models

Number of pages: 39 Posted: 21 Dec 2008 Last Revised: 29 Jun 2009
Massimiliano Caporin and Paolo Paruolo
University of Padua - Department of Statistical Sciences and European Commission Joint Research Center
Downloads 162 (184,475)
Citation 3

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MGARCH, Stochastic Volatility, Realized Volatility, Spatial models, ANOVA

2.

Rank and Order Conditions for Identification in Simultaneous System of Cointegrating Equations with Integrated Variables of Order Two

Number of pages: 18 Posted: 11 Feb 2014
Rocco Mosconi and Paolo Paruolo
Polytechnic University of Milan - Dipartimento di Ingegneria Gestionale and European Commission Joint Research Center
Downloads 142 (205,856)
Citation 3

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Idenification, (Multi-)Cointegration, I(2), Stocks and flows, Inventory models

3.

Proximity-Structured Multivariate Volatility Models

Number of pages: 30 Posted: 21 May 2009 Last Revised: 14 May 2013
Massimiliano Caporin and Paolo Paruolo
University of Padua - Department of Statistical Sciences and European Commission Joint Research Center
Downloads 127 (224,920)
Citation 3

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MGARCH, Stochastic Volatility, Realized Volatility, spatial models, ANOVA

4.

Simple Robust Testing of Regression Hypotheses: A Comment

Econometrica, Vol. 70, No. 5, p. 2097, September 2002
Number of pages: 3 Posted: 15 Jan 2012
Karim M. Abadir and Paolo Paruolo
Imperial College Business School and European Commission Joint Research Center
Downloads 24 (502,618)

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5.

On Monte Carlo Estimation of Relative Power

The Econometrics Journal, Vol. 5, pp. 65-75, 2002
Number of pages: 11 Posted: 02 Dec 2002
Paolo Paruolo
European Commission Joint Research Center
Downloads 17 (543,521)
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Monte Carlo, Design of experiments, (local) Power, Cointegration, Likelihood ratio, Unit roots.

6.

The Likelihood Ratio Test for the Rank of a Cointegration Submatrix

Oxford Bulletin of Economics and Statistics, Vol. 68, No. S1, pp. 921-948, December 2006
Number of pages: 28 Posted: 24 Nov 2006
Paolo Paruolo
European Commission Joint Research Center
Downloads 9 (593,201)
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7.

On Efficient Simulations in Dynamic Models

Posted: 19 Mar 2012
Karim M. Abadir and Paolo Paruolo
Imperial College Business School and European Commission Joint Research Center

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8.

Two Mixed Normal Densities from Cointegration Analysis

Econometrica, Vol. 65, No. 3, p. 671, 1997
Posted: 15 Jan 2012
Karim M. Abadir and Paolo Paruolo
Imperial College Business School and European Commission Joint Research Center

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