Massimo Franchi

Pubblicazioni

Titolo Pubblicato in Anno
The GJRT for auto-regressive time series on Banach space 2023
Estimating the number of common trends in large T and N factor models via canonical correlations analysis ECONOMETRICS AND STATISTICS 2023
Useful spurious correlations 2023
Resolvent and logarithmic residues of a singular operator pencil in Hilbert spaces LINEAR ALGEBRA AND ITS APPLICATIONS 2022
Cointegration, root functions and minimal bases ECONOMETRICS 2021
Some results on eigenvalues of finite type, resolvents and Riesz projections LINEAR ALGEBRA AND ITS APPLICATIONS 2020
A general inversion theorem for cointegration ECONOMETRIC REVIEWS 2019
COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES ECONOMETRIC THEORY 2019
A general inversion theorem for cointegration ECONOMETRIC REVIEWS 2019
Testing for cointegration in I(1) state space systems via a finite order approximation ECONOMICS LETTERS 2018
Recent Developments in Cointegration Recent Developments in Cointegration 2018
Cointegrating Spaces 2018
Cointegration in functional autoregressive processes 2018
A feasibility study on the functional time series dynamic analysis of income distributions 2018
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles ECONOMETRICS 2017
Inverting a matrix function around a singularity via local rank factorization SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS 2016
Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation COMPUTATIONAL ECONOMICS 2015

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