Alessandro Casini
Personal Details
First Name: | Alessandro |
Middle Name: | |
Last Name: | Casini |
Suffix: | |
RePEc Short-ID: | pca1467 |
[This author has chosen not to make the email address public] | |
http://alessandro-casini.com/ | |
Affiliation
Dipartimento di Economia e Finanza
Facoltà di Economia
Università degli Studi di Roma "Tor Vergata"
Roma, Italyhttp://www.economia.uniroma2.it/def/
RePEc:edi:dsrotit (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Alessandro Casini & Pierre Perron, 2018.
"Continuous Record Asymptotics for Change-Points Models,"
Papers
1803.10881, arXiv.org, revised Nov 2021.
- Alessandro Casini & Pierre Perron, 2020. "Continuous Record Asymptotics for Change-Point Models," Boston University - Department of Economics - Working Papers Series WP2020-013, Boston University - Department of Economics.
- Alessandro Casini & Pierre Perron, 2018.
"Generalized Laplace Inference in Multiple Change-Points Models,"
Papers
1803.10871, arXiv.org, revised Jan 2021.
- Casini, Alessandro & Perron, Pierre, 2022. "Generalized Laplace Inference In Multiple Change-Points Models," Econometric Theory, Cambridge University Press, vol. 38(1), pages 35-65, February.
- Alessandro Casini & Pierre Perron, 2020. "Generalized Laplace Inference in Multiple Change-Points Models," Boston University - Department of Economics - Working Papers Series WP2020-015, Boston University - Department of Economics.
- Alessandro Casini & Pierre Perron, 2018.
"Structural Breaks in Time Series,"
Papers
1805.03807, arXiv.org.
- Alessandro Casini & Pierre Perron, 2018. "Structural Breaks in Time Series," Boston University - Department of Economics - Working Papers Series WP2019-02, Boston University - Department of Economics.
- Alessandro Casini, 2018. "Tests for Forecast Instability and Forecast Failure under a Continuous Record Asymptotic Framework," Papers 1803.10883, arXiv.org, revised Dec 2018.
- Alessandro Casini & Pierre Perron, 2018.
"Continuous Record Laplace-based Inference about the Break Date in Structural Change Models,"
Papers
1804.00232, arXiv.org, revised May 2020.
- Casini, Alessandro & Perron, Pierre, 2021. "Continuous record Laplace-based inference about the break date in structural change models," Journal of Econometrics, Elsevier, vol. 224(1), pages 3-21.
- Alessandro Casini & Pierre Perron, 2020. "Continuous Record Laplace-based Inference about the Break Date in Structural Change Models," Boston University - Department of Economics - Working Papers Series WP2020-014, Boston University - Department of Economics.
Articles
- Alessandro Casini, 2013. "Reconsidering Non-Keynesian Effects of Fiscal Consolidations over the Business Cycle," Rivista di Politica Economica, SIPI Spa, issue 4, pages 11-45, October-D.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Alessandro Casini & Pierre Perron, 2018.
"Continuous Record Asymptotics for Change-Points Models,"
Papers
1803.10881, arXiv.org, revised Nov 2021.
- Alessandro Casini & Pierre Perron, 2020. "Continuous Record Asymptotics for Change-Point Models," Boston University - Department of Economics - Working Papers Series WP2020-013, Boston University - Department of Economics.
Cited by:
- TAYANAGI, Toshikazu & 田柳, 俊和 & KUROZUMI, Eiji & 黒住, 英司, 2023. "Change-point estimators with the weighted objective function when estimating breaks one at a time," Discussion Papers 2023-04, Graduate School of Economics, Hitotsubashi University.
- Alessandro Casini & Pierre Perron, 2018.
"Generalized Laplace Inference in Multiple Change-Points Models,"
Papers
1803.10871, arXiv.org, revised Jan 2021.
- Casini, Alessandro & Perron, Pierre, 2022. "Generalized Laplace Inference In Multiple Change-Points Models," Econometric Theory, Cambridge University Press, vol. 38(1), pages 35-65, February.
- Alessandro Casini & Pierre Perron, 2020. "Generalized Laplace Inference in Multiple Change-Points Models," Boston University - Department of Economics - Working Papers Series WP2020-015, Boston University - Department of Economics.
- Gregory Cox, 2022. "A Generalized Argmax Theorem with Applications," Papers 2209.08793, arXiv.org.
- Perron, Pierre & Yamamoto, Yohei & 山本, 庸平 & Zhou, Jing, 2019.
"Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model,"
Discussion paper series
HIAS-E-85, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Pierre Perron & Jing Zhou, 2008. "Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model," Boston University - Department of Economics - Working Papers Series wp2008-011, Boston University - Department of Economics.
- Pierre Perron & Yohei Yamamoto & Jing Zhou, 2020. "Testing jointly for structural changes in the error variance and coefficients of a linear regression model," Quantitative Economics, Econometric Society, vol. 11(3), pages 1019-1057, July.
- Federico Belotti & Alessandro Casini & Leopoldo Catania & Stefano Grassi & Pierre Perron, 2023.
"Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings,"
Econometric Reviews, Taylor & Francis Journals, vol. 42(3), pages 281-306, February.
- Federico Belotti & Alessandro Casini & Leopoldo Catania & Stefano Grassi & Pierre Perron, 2021. "Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings," Papers 2103.00060, arXiv.org.
- Alessandro Casini & Pierre Perron, 2020.
"Continuous Record Laplace-based Inference about the Break Date in Structural Change Models,"
Boston University - Department of Economics - Working Papers Series
WP2020-014, Boston University - Department of Economics.
- Casini, Alessandro & Perron, Pierre, 2021. "Continuous record Laplace-based inference about the break date in structural change models," Journal of Econometrics, Elsevier, vol. 224(1), pages 3-21.
- Alessandro Casini & Pierre Perron, 2018. "Continuous Record Laplace-based Inference about the Break Date in Structural Change Models," Papers 1804.00232, arXiv.org, revised May 2020.
- Casini, Alessandro, 2023. "Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models," Journal of Econometrics, Elsevier, vol. 235(2), pages 372-392.
- Alessandro Casini & Pierre Perron, 2018.
"Structural Breaks in Time Series,"
Boston University - Department of Economics - Working Papers Series
WP2019-02, Boston University - Department of Economics.
- Alessandro Casini & Pierre Perron, 2018. "Structural Breaks in Time Series," Papers 1805.03807, arXiv.org.
- Alessandro Casini & Pierre Perron, 2018.
"Generalized Laplace Inference in Multiple Change-Points Models,"
Papers
1803.10871, arXiv.org, revised Jan 2021.
- Casini, Alessandro & Perron, Pierre, 2022. "Generalized Laplace Inference In Multiple Change-Points Models," Econometric Theory, Cambridge University Press, vol. 38(1), pages 35-65, February.
- Alessandro Casini & Pierre Perron, 2020. "Generalized Laplace Inference in Multiple Change-Points Models," Boston University - Department of Economics - Working Papers Series WP2020-015, Boston University - Department of Economics.
Cited by:
- TAYANAGI, Toshikazu & 田柳, 俊和 & KUROZUMI, Eiji & 黒住, 英司, 2023. "Change-point estimators with the weighted objective function when estimating breaks one at a time," Discussion Papers 2023-04, Graduate School of Economics, Hitotsubashi University.
- Kenichi Shimizu, 2022.
"Asymptotic properties of Bayesian inference in linear regression with a structural break,"
Working Papers
2022_05, Business School - Economics, University of Glasgow.
- Shimizu, Kenichi, 2023. "Asymptotic properties of Bayesian inference in linear regression with a structural break," Journal of Econometrics, Elsevier, vol. 235(1), pages 202-219.
- Kenichi Shimizu, 2022. "Asymptotic properties of Bayesian inference in linear regression with a structural break," Papers 2201.07319, arXiv.org.
- Christis Katsouris, 2023. "Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models," Papers 2308.13915, arXiv.org.
- Federico Belotti & Alessandro Casini & Leopoldo Catania & Stefano Grassi & Pierre Perron, 2023.
"Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings,"
Econometric Reviews, Taylor & Francis Journals, vol. 42(3), pages 281-306, February.
- Federico Belotti & Alessandro Casini & Leopoldo Catania & Stefano Grassi & Pierre Perron, 2021. "Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings," Papers 2103.00060, arXiv.org.
- Alessandro Casini & Pierre Perron, 2020.
"Continuous Record Laplace-based Inference about the Break Date in Structural Change Models,"
Boston University - Department of Economics - Working Papers Series
WP2020-014, Boston University - Department of Economics.
- Casini, Alessandro & Perron, Pierre, 2021. "Continuous record Laplace-based inference about the break date in structural change models," Journal of Econometrics, Elsevier, vol. 224(1), pages 3-21.
- Alessandro Casini & Pierre Perron, 2018. "Continuous Record Laplace-based Inference about the Break Date in Structural Change Models," Papers 1804.00232, arXiv.org, revised May 2020.
- Casini, Alessandro, 2023. "Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models," Journal of Econometrics, Elsevier, vol. 235(2), pages 372-392.
- Alessandro Casini & Pierre Perron, 2018.
"Structural Breaks in Time Series,"
Boston University - Department of Economics - Working Papers Series
WP2019-02, Boston University - Department of Economics.
- Alessandro Casini & Pierre Perron, 2018. "Structural Breaks in Time Series," Papers 1805.03807, arXiv.org.
- Alessandro Casini & Pierre Perron, 2018.
"Structural Breaks in Time Series,"
Papers
1805.03807, arXiv.org.
- Alessandro Casini & Pierre Perron, 2018. "Structural Breaks in Time Series," Boston University - Department of Economics - Working Papers Series WP2019-02, Boston University - Department of Economics.
Cited by:
- Alessandro Casini & Pierre Perron, 2021.
"Change-Point Analysis of Time Series with Evolutionary Spectra,"
Papers
2106.02031, arXiv.org, revised Aug 2024.
- Casini, Alessandro & Perron, Pierre, 2024. "Change-point analysis of time series with evolutionary spectra," Journal of Econometrics, Elsevier, vol. 242(2).
- Alessandro Casini, 2018. "Tests for Forecast Instability and Forecast Failure under a Continuous Record Asymptotic Framework," Papers 1803.10883, arXiv.org, revised Dec 2018.
- Alessandro Casini & Pierre Perron, 2021.
"Prewhitened Long-Run Variance Estimation Robust to Nonstationarity,"
Papers
2103.02235, arXiv.org, revised Aug 2024.
- Casini, Alessandro & Perron, Pierre, 2024. "Prewhitened long-run variance estimation robust to nonstationarity," Journal of Econometrics, Elsevier, vol. 242(1).
- Rodríguez Caballero, Carlos Vladimir, 2020.
"Growth, war, and pandemics: Europe in the very long-run,"
IFCS - Working Papers in Economic History.WH
30574, Universidad Carlos III de Madrid. Instituto Figuerola.
- Leandro Prados de la Escosura & Carlos-Vladimir Rodríguez-Caballero, 2020. "Growth, War, and Pandemics: Europe in the Very Long-run," Working Papers 0185, European Historical Economics Society (EHES).
- Prados de la Escosura, Leandro & Rodriguez-Caballero, Carlos Vladimir, 2020. "Growth, War, and Pandemics: Europe in the Very Long-run," CEPR Discussion Papers 14816, C.E.P.R. Discussion Papers.
- Pierre Perron & Yohei Yamamoto, 2018.
"Testing for Changes in Forecasting Performance,"
Boston University - Department of Economics - Working Papers Series
WP2019-03, Boston University - Department of Economics, revised Dec 2018.
- Pierre Perron & Yohei Yamamoto, 2021. "Testing for Changes in Forecasting Performance," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 148-165, January.
- Pierre Perron & Yohei Yamamoto, 2018. "Testing for Changes in Forecasting Performance," Boston University - Department of Economics - Working Papers Series WP2019-13, Boston University - Department of Economics, revised Jun 2019.
- PERRON, Pierre & YAMAMOTO, Yohei & 山本, 庸平, 2018. "Testing for Changes in Forecasting Performance," Discussion Papers 2018-03, Graduate School of Economics, Hitotsubashi University.
- Yucheng Yang & Zhong Zheng & Weinan E, 2020. "Interpretable Neural Networks for Panel Data Analysis in Economics," Papers 2010.05311, arXiv.org, revised Nov 2020.
- Alessandro Casini, 2021. "Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models," Papers 2103.02981, arXiv.org, revised Aug 2024.
- Vicente Esteve & María A. Prats, 2021. "Testing for rational bubbles in Australian housing market from a long-term perspective," Working Papers 2113, Department of Applied Economics II, Universidad de Valencia.
- Mikihito Nishi, 2024. "Estimating Time-Varying Parameters of Various Smoothness in Linear Models via Kernel Regression," Papers 2406.14046, arXiv.org, revised Oct 2024.
- Yang, Yao & Karali, Berna, 2022. "How far is too far for volatility transmission?," Journal of Commodity Markets, Elsevier, vol. 26(C).
- Irawan, Denny & Okimoto, Tatsuyoshi, 2021.
"Overinvestment and macroeconomic uncertainty: Evidence from renewable and non-renewable resource firms,"
Journal of Economic Dynamics and Control, Elsevier, vol. 126(C).
- Denny IRAWAN & OKIMOTO Tatsuyoshi, 2020. "Overinvestment and Macroeconomic Uncertainty: Evidence from Renewable and Non-Renewable Resource Firms," Discussion papers 20059, Research Institute of Economy, Trade and Industry (RIETI).
- Perron, Pierre & Yamamoto, Yohei & 山本, 庸平 & Zhou, Jing, 2019.
"Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model,"
Discussion paper series
HIAS-E-85, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Pierre Perron & Jing Zhou, 2008. "Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model," Boston University - Department of Economics - Working Papers Series wp2008-011, Boston University - Department of Economics.
- Pierre Perron & Yohei Yamamoto & Jing Zhou, 2020. "Testing jointly for structural changes in the error variance and coefficients of a linear regression model," Quantitative Economics, Econometric Society, vol. 11(3), pages 1019-1057, July.
- Federico Belotti & Alessandro Casini & Leopoldo Catania & Stefano Grassi & Pierre Perron, 2023.
"Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings,"
Econometric Reviews, Taylor & Francis Journals, vol. 42(3), pages 281-306, February.
- Federico Belotti & Alessandro Casini & Leopoldo Catania & Stefano Grassi & Pierre Perron, 2021. "Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings," Papers 2103.00060, arXiv.org.
- Boswijk, H. Peter & Cavaliere, Giuseppe & Georgiev, Iliyan & Rahbek, Anders, 2021.
"Bootstrapping non-stationary stochastic volatility,"
Journal of Econometrics, Elsevier, vol. 224(1), pages 161-180.
- Peter Boswijk & Giuseppe Cavaliere & Iliyan Georgiev & Anders Rahbek, 2019. "Bootstrapping Non-Stationary Stochastic Volatility," Tinbergen Institute Discussion Papers 19-083/III, Tinbergen Institute.
- H. Peter Boswijk & Giuseppe Cavaliere & Anders Rahbek & Iliyan Georgiev, 2021. "Bootstrapping Non-Stationary Stochastic Volatility," Papers 2101.03562, arXiv.org.
- Alessandro Casini & Pierre Perron, 2020.
"Continuous Record Laplace-based Inference about the Break Date in Structural Change Models,"
Boston University - Department of Economics - Working Papers Series
WP2020-014, Boston University - Department of Economics.
- Casini, Alessandro & Perron, Pierre, 2021. "Continuous record Laplace-based inference about the break date in structural change models," Journal of Econometrics, Elsevier, vol. 224(1), pages 3-21.
- Alessandro Casini & Pierre Perron, 2018. "Continuous Record Laplace-based Inference about the Break Date in Structural Change Models," Papers 1804.00232, arXiv.org, revised May 2020.
- Kraft, Kornelius & Lammers, Alexander, 2021. "Bargaining Power and the Labor Share - a Structural Break Approach," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242342, Verein für Socialpolitik / German Economic Association.
- Skrobotov, Anton, 2020. "Survey on structural breaks and unit root tests," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 58, pages 96-141.
- Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2021.
"Efficient Combined Estimation under Structural Breaks,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
202107, University of Kansas, Department of Economics.
- Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Efficient Combined Estimation under Structural Breaks," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 119-142, Emerald Group Publishing Limited.
- Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2021. "Efficient Combined Estimation under Structural Breaks," Working Papers 202101, University of California at Riverside, Department of Economics.
- Yousuf, Kashif & Ng, Serena, 2021.
"Boosting high dimensional predictive regressions with time varying parameters,"
Journal of Econometrics, Elsevier, vol. 224(1), pages 60-87.
- Kashif Yousuf & Serena Ng, 2019. "Boosting High Dimensional Predictive Regressions with Time Varying Parameters," Papers 1910.03109, arXiv.org.
- Alessandro Casini & Taosong Deng & Pierre Perron, 2021. "Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference," Papers 2103.01604, arXiv.org, revised Sep 2024.
- Szybisz, Martin Andres, 2018. "Banking net income and macroeconomics, from multicollinearity to Granger causality using US data," MPRA Paper 90473, University Library of Munich, Germany.
- Eiji Kurozumi & Anton Skrobotov, 2021. "On the asymptotic behavior of bubble date estimators," Papers 2110.04500, arXiv.org, revised Sep 2022.
- Alessandro Casini, 2018.
"Tests for Forecast Instability and Forecast Failure under a Continuous Record Asymptotic Framework,"
Papers
1803.10883, arXiv.org, revised Dec 2018.
Cited by:
- Alessandro Casini & Pierre Perron, 2018.
"Generalized Laplace Inference in Multiple Change-Points Models,"
Papers
1803.10871, arXiv.org, revised Jan 2021.
- Casini, Alessandro & Perron, Pierre, 2022. "Generalized Laplace Inference In Multiple Change-Points Models," Econometric Theory, Cambridge University Press, vol. 38(1), pages 35-65, February.
- Alessandro Casini & Pierre Perron, 2020. "Generalized Laplace Inference in Multiple Change-Points Models," Boston University - Department of Economics - Working Papers Series WP2020-015, Boston University - Department of Economics.
- Alessandro Casini & Pierre Perron, 2021.
"Change-Point Analysis of Time Series with Evolutionary Spectra,"
Papers
2106.02031, arXiv.org, revised Aug 2024.
- Casini, Alessandro & Perron, Pierre, 2024. "Change-point analysis of time series with evolutionary spectra," Journal of Econometrics, Elsevier, vol. 242(2).
- Alessandro Casini & Pierre Perron, 2021.
"Prewhitened Long-Run Variance Estimation Robust to Nonstationarity,"
Papers
2103.02235, arXiv.org, revised Aug 2024.
- Casini, Alessandro & Perron, Pierre, 2024. "Prewhitened long-run variance estimation robust to nonstationarity," Journal of Econometrics, Elsevier, vol. 242(1).
- Pierre Perron & Yohei Yamamoto, 2018.
"Testing for Changes in Forecasting Performance,"
Boston University - Department of Economics - Working Papers Series
WP2019-03, Boston University - Department of Economics, revised Dec 2018.
- Pierre Perron & Yohei Yamamoto, 2021. "Testing for Changes in Forecasting Performance," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 148-165, January.
- Pierre Perron & Yohei Yamamoto, 2018. "Testing for Changes in Forecasting Performance," Boston University - Department of Economics - Working Papers Series WP2019-13, Boston University - Department of Economics, revised Jun 2019.
- PERRON, Pierre & YAMAMOTO, Yohei & 山本, 庸平, 2018. "Testing for Changes in Forecasting Performance," Discussion Papers 2018-03, Graduate School of Economics, Hitotsubashi University.
- Alessandro Casini, 2021. "Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models," Papers 2103.02981, arXiv.org, revised Aug 2024.
- Federico Belotti & Alessandro Casini & Leopoldo Catania & Stefano Grassi & Pierre Perron, 2023.
"Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings,"
Econometric Reviews, Taylor & Francis Journals, vol. 42(3), pages 281-306, February.
- Federico Belotti & Alessandro Casini & Leopoldo Catania & Stefano Grassi & Pierre Perron, 2021. "Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings," Papers 2103.00060, arXiv.org.
- Mboya, Mwasi & Sibbertsen, Philipp, 2022.
"Optimal Forecasts in the Presence of Discrete Structural Breaks under Long Memory,"
Hannover Economic Papers (HEP)
dp-705, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Mwasi Paza Mboya & Philipp Sibbertsen, 2023. "Optimal forecasts in the presence of discrete structural breaks under long memory," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(7), pages 1889-1908, November.
- Alessandro Casini & Pierre Perron, 2020.
"Continuous Record Laplace-based Inference about the Break Date in Structural Change Models,"
Boston University - Department of Economics - Working Papers Series
WP2020-014, Boston University - Department of Economics.
- Casini, Alessandro & Perron, Pierre, 2021. "Continuous record Laplace-based inference about the break date in structural change models," Journal of Econometrics, Elsevier, vol. 224(1), pages 3-21.
- Alessandro Casini & Pierre Perron, 2018. "Continuous Record Laplace-based Inference about the Break Date in Structural Change Models," Papers 1804.00232, arXiv.org, revised May 2020.
- Casini, Alessandro, 2023. "Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models," Journal of Econometrics, Elsevier, vol. 235(2), pages 372-392.
- Alessandro Casini & Pierre Perron, 2018.
"Structural Breaks in Time Series,"
Boston University - Department of Economics - Working Papers Series
WP2019-02, Boston University - Department of Economics.
- Alessandro Casini & Pierre Perron, 2018. "Structural Breaks in Time Series," Papers 1805.03807, arXiv.org.
- Alessandro Casini & Taosong Deng & Pierre Perron, 2021. "Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference," Papers 2103.01604, arXiv.org, revised Sep 2024.
- Alessandro Casini & Pierre Perron, 2018.
"Generalized Laplace Inference in Multiple Change-Points Models,"
Papers
1803.10871, arXiv.org, revised Jan 2021.
- Alessandro Casini & Pierre Perron, 2018.
"Continuous Record Laplace-based Inference about the Break Date in Structural Change Models,"
Papers
1804.00232, arXiv.org, revised May 2020.
- Casini, Alessandro & Perron, Pierre, 2021. "Continuous record Laplace-based inference about the break date in structural change models," Journal of Econometrics, Elsevier, vol. 224(1), pages 3-21.
- Alessandro Casini & Pierre Perron, 2020. "Continuous Record Laplace-based Inference about the Break Date in Structural Change Models," Boston University - Department of Economics - Working Papers Series WP2020-014, Boston University - Department of Economics.
Cited by:
- TAYANAGI, Toshikazu & 田柳, 俊和 & KUROZUMI, Eiji & 黒住, 英司, 2023. "Change-point estimators with the weighted objective function when estimating breaks one at a time," Discussion Papers 2023-04, Graduate School of Economics, Hitotsubashi University.
- Kenichi Shimizu, 2022.
"Asymptotic properties of Bayesian inference in linear regression with a structural break,"
Working Papers
2022_05, Business School - Economics, University of Glasgow.
- Shimizu, Kenichi, 2023. "Asymptotic properties of Bayesian inference in linear regression with a structural break," Journal of Econometrics, Elsevier, vol. 235(1), pages 202-219.
- Kenichi Shimizu, 2022. "Asymptotic properties of Bayesian inference in linear regression with a structural break," Papers 2201.07319, arXiv.org.
- Yaein Baek, 2018. "Estimation of a Structural Break Point in Linear Regression Models," Papers 1811.03720, arXiv.org, revised Jun 2020.
- Alessandro Casini & Pierre Perron, 2020.
"Continuous Record Asymptotics for Change-Point Models,"
Boston University - Department of Economics - Working Papers Series
WP2020-013, Boston University - Department of Economics.
- Alessandro Casini & Pierre Perron, 2018. "Continuous Record Asymptotics for Change-Points Models," Papers 1803.10881, arXiv.org, revised Nov 2021.
- Federico Belotti & Alessandro Casini & Leopoldo Catania & Stefano Grassi & Pierre Perron, 2023.
"Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings,"
Econometric Reviews, Taylor & Francis Journals, vol. 42(3), pages 281-306, February.
- Federico Belotti & Alessandro Casini & Leopoldo Catania & Stefano Grassi & Pierre Perron, 2021. "Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings," Papers 2103.00060, arXiv.org.
- Alessandro Casini & Pierre Perron, 2020.
"Continuous Record Laplace-based Inference about the Break Date in Structural Change Models,"
Boston University - Department of Economics - Working Papers Series
WP2020-014, Boston University - Department of Economics.
- Casini, Alessandro & Perron, Pierre, 2021. "Continuous record Laplace-based inference about the break date in structural change models," Journal of Econometrics, Elsevier, vol. 224(1), pages 3-21.
- Alessandro Casini & Pierre Perron, 2018. "Continuous Record Laplace-based Inference about the Break Date in Structural Change Models," Papers 1804.00232, arXiv.org, revised May 2020.
- Casini, Alessandro, 2023. "Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models," Journal of Econometrics, Elsevier, vol. 235(2), pages 372-392.
- Alessandro Casini & Pierre Perron, 2018.
"Structural Breaks in Time Series,"
Boston University - Department of Economics - Working Papers Series
WP2019-02, Boston University - Department of Economics.
- Alessandro Casini & Pierre Perron, 2018. "Structural Breaks in Time Series," Papers 1805.03807, arXiv.org.
- Tayanagi, Toshikazu & 田柳, 俊和 & Kurozumi, Eiji & 黒住, 英司, 2022. "In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time," Discussion Papers 2022-03, Graduate School of Economics, Hitotsubashi University.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (5) 2018-04-16 2018-04-16 2018-04-16 2018-04-23 2018-05-21. Author is listed
- NEP-ETS: Econometric Time Series (5) 2018-04-16 2018-04-16 2018-04-16 2018-04-23 2018-05-21. Author is listed
- NEP-FOR: Forecasting (1) 2018-04-16
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Please note that most corrections can take a couple of weeks to filter through the various RePEc services.