Details about Rocco Mosconi
Access statistics for papers by Rocco Mosconi.
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- Rank and order conditions for identification in simultaneous system of cointegrating equations with integrated variables of order two
MPRA Paper, University Library of Munich, Germany View citations (3)
- Identification of cointegrating relations in I(2) vector autoregressive models
Economics and Quantitative Methods, Department of Economics, University of Insubria
- Non-causality in Bivariate Binary Panel Data
10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data
- Non stazionarieta', integrazione, cointegrazione: analisi di alcuni aspetti della letteratura recente
Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali
- Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) Cointegrated VAR Models
Econometrics, 2017, 5, (4), 1-30
- Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order
Journal of Econometrics, 2017, 198, (2), 271-276 View citations (2)
- Non-causality in bivariate binary time series
Journal of Econometrics, 2006, 132, (2), 379-407 View citations (10)
- Cointegration analysis in the presence of structural breaks in the deterministic trend
Econometrics Journal, 2000, 3, (2), 216-249 View citations (289)
- Cointegration rank inference with stationary regressors in VAR models
Econometrics Journal, 1999, 2, (1), 76-91 View citations (66)
- Complementarity and Cumulative Learning Effects in the Early Diffusion of Multiple Technologies
Journal of Industrial Economics, 1995, 43, (1), 13-48 View citations (66)
- Non-causality in Cointegrated Systems: Representation Estimation and Testing
Oxford Bulletin of Economics and Statistics, 1992, 54, (3), 399-417 View citations (77)
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