Maddalena Cavicchioli

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HIGHER ORDER MOMENTS OF MARKOV SWITCHING VARMA MODELS

Maddalena Cavicchioli, Maddalena Cavicchioli, 2017, Econometric Theory.

Markov Switching Models for Volatility: Filtering, Approximation and Duality

Monica Billio, Maddalena Cavicchioli, 2013 .

Quasi Maximum Likelihood Inference for Stochastic Volatility Models

Maddalena Cavicchioli, 2014 .

Spectral representation and autocovariance structure of Markov switching DSGE models

Maddalena Cavicchioli, 2020, Communications in Statistics - Theory and Methods.

On mixture autoregressive conditional heteroskedasticity

Maddalena Cavicchioli, 2017, Journal of Statistical Planning and Inference.

OLS Estimation of Markov switching VAR models: asymptotics and application to energy use

Maddalena Cavicchioli, 2020, AStA Advances in Statistical Analysis.

Business Cycle and Markov Switching Models with Distributed Lags: A Comparison between US and Euro Area

Monica Billio, Maddalena Cavicchioli, 2014 .

Exploring differences of corporate social responsibility perceptions and expectations between eastern and western countries: Emerging patterns and managerial implications

M. Minoja, Maddalena Cavicchioli, U. Kocollari, 2022, International Journal of Cross Cultural Management.

Central Bank Independence, financial instability and politics: new evidence for OECD and non-OECD countries

Maddalena Cavicchioli, B. Pistoresi, Giulio Brevini, 2017 .

Invertibility and VAR Representations of Time-Varying Dynamic Stochastic General Equilibrium Models

Maddalena Cavicchioli, 2018, Computational Economics.

Estimation and asymptotic covariance matrix for stochastic volatility models

Maddalena Cavicchioli, 2016, Statistical Methods & Applications.

On asymptotic properties of the QLM estimators for GARCH models

Maddalena Cavicchioli, 2013 .

Goodness-of-fit tests for Markov Switching VAR models using spectral analysis

Maddalena Cavicchioli, 2021, Journal of Statistical Planning and Inference.

Testing threshold cointegration in Wagner's Law: the role of military spending

Maddalena Cavicchioli, B. Pistoresi, 2016 .

Validating Markov Switching VAR Through Spectral Representations

Monica Billio, Maddalena Cavicchioli, Monica Billio, 2016, Causal Inference in Econometrics.

ANALYSIS OF THE LIKELIHOOD FUNCTION FOR MARKOV‐SWITCHING VAR(CH) MODELS

Maddalena Cavicchioli, 2014 .

Unfolding the relationship between mortality, economic fluctuations, and health in Italy

Maddalena Cavicchioli, B. Pistoresi, 2019, The European Journal of Health Economics.

A Random Forests Approach to Assess Determinants of Central Bank Independence

Ariadni Papana Dagiasis, A. Papana, Maddalena Cavicchioli, 2019 .

Statistical inference for mixture GARCH models with financial application

Maddalena Cavicchioli, Maddalena Cavicchioli, 2021, Computational Statistics.

Fourth Moment Structure of Markov Switching Multivariate GARCH Models

Maddalena Cavicchioli, 2019, Journal of Financial Econometrics.

Learning from Failure: Big Data Analysis for Detecting the Patterns of Failure in Innovative Startups

Ulpiana Kocollari, Maddalena Cavicchioli, Maddalena Cavicchioli, 2020, Big Data.

Acute Triangulations of Trapezoids and Pentagons

Maddalena Cavicchioli, 2013 .

Acute triangulations of convex quadrilaterals

Maddalena Cavicchioli, Maddalena Cavicchioli, 2012, Discret. Appl. Math..

Evidences from survey data and fiscal data: nonresponse and measurement errors in annual incomes

Maddalena Cavicchioli, M. Lalla, 2021, Statistical Methods & Applications.

Generalized autocovariance matrices for multivariate time series

Maddalena Cavicchioli, 2023, Communications in Statistics - Theory and Methods.

Too tied to fail: a multidimensional approach to social capital in crowdfunding campaigns. Evidences from Italian agri-food businesses

Maddalena Cavicchioli, Alessia Pedrazzoli, U. Kocollari, 2021, Journal of Small Business and Enterprise Development.

Maximum Likelihood Estimation for the Generalized Pareto Distribution and Goodness-of-Fit Test with Censored Data

Ariadni Papana Dagiasis, A. Papana, Maddalena Cavicchioli, 2019, Journal of Modern Applied Statistical Methods.

On Spectral Representation of Varma Models with Change in Regime

Maddalena Cavicchioli, 2014 .

The 5 E(lements) of employee‐centric corporate social responsibility and their stimulus on happiness at work: An empirical investigation

Maddalena Cavicchioli, U. Kocollari, Fabio Demaria, 2023, Corporate Social Responsibility and Environmental Management.

Estimation and asymptotic covariance matrix for stochastic volatility models

Maddalena Cavicchioli, Maddalena Cavicchioli, 2017, Stat. Methods Appl..

LIKELIHOOD-BASED ANALYSIS IN MIXTURE GLOBAL VARs

Maddalena Cavicchioli, 2023, Journal of Mathematical Sciences.

Statistical Analysis Of Mixture Vector Autoregressive Models

Maddalena Cavicchioli, 2016 .

Weak VARMA representations of regime-switching state-space models

Maddalena Cavicchioli, 2016 .

Testing threshold cointegration in Wagner's Law: the role of military spending

Maddalena Cavicchioli, B. Pistoresi, 2016 .

WORKING PAPER SERIES Testing threshold cointegration in Wagner's Law: the role of military spending

Maddalena Cavicchioli, B. Pistoresi, 2022 .

Spectral analysis of Markov switching GARCH models with statistical inference

Maddalena Cavicchioli, 2022, Scandinavian Journal of Statistics.

Trend and cycle decomposition of Markov switching (co)integrated time series

Maddalena Cavicchioli, 2023, Statistical Methods & Applications.

On the existence of stationary threshold bilinear processes

Maddalena Cavicchioli, Ahmed Ghezal, Imane Zemmouri̇, 2024, Statistical Papers.

Crowdability: a new configuration of accountability forms in crowdfunding campaigns of non-profit organisations

Maddalena Cavicchioli, Alessia Pedrazzoli, U. Kocollari, 2024, Journal of Applied Accounting Research.