Fabio Busetti

发表

Further Comments On Stationarity Tests In Series With Structural Breaks At Unknown Points

Andrew Harvey, Fabio Busetti, 2003 .

Comparing Forecast Accuracy: A Monte Carlo Investigation

Juri Marcucci, Giovanni Veronese, Juri Marcucci, 2009 .

Low frequency drivers of the real interest rate: Empirical evidence for advanced economies

Fabio Busetti, Michele Caivano, Michele Caivano, 2018, International Finance.

Testing for the Presence of a Random Walk in Series with Structural Breaks

Andrew Harvey, Fabio Busetti, F. Busetti, 1998 .

Testing for Stochastic Trends in Series with Structural Breaks

Fabio Busetti, 2000 .

Seasonality Tests

Andrew Harvey, A. Harvey, Fabio Busetti, 2003 .

Convergence of Prices and Rates of Inflation

Andrew Harvey, Silvia Fabiani, A. Harvey, 2006 .

Bootstrap LR Tests of Stationarity, Common Trends and Cointegration

Fabio Busetti, Silvestro Di Sanzo, 2011 .

Quantile Aggregation of Density Forecasts

Fabio Busetti, F. Busetti, 2014 .

Testing for Trend

Andrew Harvey, A. Harvey, Fabio Busetti, 2007 .

Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots

A. M. Robert Taylor, Fabio Busetti, F. Busetti, 2003 .

Variance Shifts, Structural Breaks, and Stationarity Tests

A. M. Robert Taylor, Fabio Busetti, F. Busetti, 2003 .

Testing for (common) stochastic trends in the presence of structural breaks

Fabio Busetti, F. Busetti, 2002 .