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Details about Nunzio Cappuccio

Homepage:http://www.decon.unipd.it/personale/curri/cappuccio/
Postal address:Dpt. of Economic Sciences University of Padova Via del Santo 33 I-35100 Padova (Italy)
Workplace:Dipartimento di Scienze Economiche e Aziendali "Marco Fanno" (Department of Economics and Management), Università degli Studi di Padova (University of Padua), (more information at EDIRC)

Access statistics for papers by Nunzio Cappuccio.

Last updated 2017-04-07. Update your information in the RePEc Author Service.

Short-id: pca319

Jump to Journal Articles

Working Papers

1987

  1. Testing Exogeneity in Overidentified Models
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads

Journal Articles

2006

  1. Investigating asymmetry in US stock market indexes: evidence from a stochastic volatility model
    Applied Financial Economics, 2006, 16, (6), 479-490 Downloads View citations (7)
  2. Local Asymptotic Distributions of Stationarity Tests
    Journal of Time Series Analysis, 2006, 27, (3), 323-345 Downloads View citations (3)

2001

  1. ESTIMATION AND INFERENCE ON LONG-RUN EQUILIBRIA: A SIMULATION STUDY
    Econometric Reviews, 2001, 20, (1), 61-84 Downloads View citations (11)

1996

  1. Triangular Representation and Error Correction Mechanism in Cointegrated Systems
    Oxford Bulletin of Economics and Statistics, 1996, 58, (2), 409-15 View citations (4)
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