| Determining the Number of Regimes in Markov Switching VAR and VMA Models M Cavicchioli Journal of Time Series Analysis 35 (2), 173-186, 2014 | 39 | 2014 |
| Higher order moments of Markov switching VARMA models M Cavicchioli Econometric Theory 33 (6), 1502-1515, 2017 | 28 | 2017 |
| Analysis of the Likelihood Function for Markov‐Switching Var (Ch) Models M Cavicchioli Journal of Time Series Analysis 35 (6), 624-639, 2014 | 28 | 2014 |
| Testing threshold cointegration in Wagner's Law: the role of military spending M Cavicchioli, B Pistoresi Economic Modelling, 2016 | 25 | 2016 |
| Spectral density of Markov-switching VARMA models M Cavicchioli Economics Letters 121 (2), 218-220, 2013 | 24 | 2013 |
| Asymptotic Fisher information matrix of Markov switching VARMA models M Cavicchioli Journal of Multivariate Analysis 157, 124-135, 2017 | 22 | 2017 |
| Learning from Failure: Big Data Analysis for Detecting the Patterns of Failure in Innovative Startups M Cavicchioli, U Kocollari Big Data 9 (2), 79-88, 2021 | 13 | 2021 |
| The Main Business Cycle Shock (s): Frequency-Band Estimation of the Number of Dynamic Factors M Avarucci, M Cavicchioli, M Forni, P Zaffaroni CEPR Discussion Paper No. DP17281, 2022 | 10 | 2022 |
| Weak VARMA representations of regime-switching state-space models M Cavicchioli Statistical Papers 57 (3), 705-720, 2016 | 10 | 2016 |
| Markov Switching Garch Models: Higher Order Moments, Kurtosis Measures, and Volatility Evaluation in Recessions and Pandemic M Cavicchioli Journal of Business & Economic Statistics 40 (4), 1772-1783, 2022 | 9 | 2022 |
| Goodness-of-fit tests for Markov Switching VAR models using spectral analysis M Cavicchioli Journal of Statistical Planning and Inference 219, 189-203, 2022 | 8 | 2022 |
| Unfolding the relationship between mortality, economic fluctuations, and health in Italy M Cavicchioli, B Pistoresi The European Journal of Health Economics 21 (3), 351-362, 2020 | 8 | 2020 |
| Too tied to fail: a multidimensional approach to social capital in crowdfunding campaigns. Evidences from Italian agri-food businesses U Kocollari, A Pedrazzoli, M Cavicchioli, A Girardi Journal of Small Business and Enterprise Development 29 (5), 719-741, 2022 | 7 | 2022 |
| Markov switching GARCH models: filtering, approximations and duality M Billio, M Cavicchioli Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF …, 2017 | 7 | 2017 |
| Statistical Analysis Of Mixture Vector Autoregressive Models M Cavicchioli Scandinavian Journal of Statistics 43 (4), 1192-1213, 2016 | 7 | 2016 |
| Fourth moment structure of Markov switching multivariate GARCH models M Cavicchioli Journal of Financial Econometrics 19 (4), 565-582, 2021 | 6 | 2021 |
| Autocovariance and Linear Transformations of Markov Switching VARMA Processes M Cavicchioli Central European Journal of Economic Modelling and Econometrics 6 (4), 275-289, 2014 | 6 | 2014 |
| Acute triangulations of convex quadrilaterals M Cavicchioli Discrete Applied Mathematics 160 (7), 1253-1256, 2012 | 6 | 2012 |
| Statistical inference for mixture GARCH models with financial application M Cavicchioli Computational Statistics 36 (4), 2615-2642, 2021 | 5 | 2021 |
| Spectral representation and autocovariance structure of Markov switching DSGE models M Cavicchioli Communications in Statistics-Theory and Methods 49 (7), 1635-1652, 2020 | 5 | 2020 |
Monica BILLIOCa' Foscari University of VeniceVerified email at unive.it
