Paolo Zaffaroni
Professore Ordinario
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| Titolo | Pubblicato in | Anno |
|---|---|---|
| Inferential theory for generalized dynamic factor models | JOURNAL OF ECONOMETRICS | 2023 |
| Comment on. Identification robust testing of risk premia in finite samples | JOURNAL OF FINANCIAL ECONOMETRICS | 2023 |
| Robust Estimation of Large Panels with Factor Structures | JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 2022 |
| Testing beta-pricing models using large cross-sections | THE REVIEW OF FINANCIAL STUDIES | 2020 |
| Asymptotic theory for spectral density estimates of general multivariate time series | ECONOMETRIC THEORY | 2018 |
| Dynamic factor models with infinite-dimensional factor space. Asymptotic analysis | JOURNAL OF ECONOMETRICS | 2017 |
| Long memory affine term structure models | JOURNAL OF ECONOMETRICS | 2016 |
| Dynamic factor models with infinite-dimensional factor spaces: One-sided representations | JOURNAL OF ECONOMETRICS | 2015 |
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