Alessandro Casini

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Papers (3)

1. Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference econ.EM · 2021 · author #1
2. Structural Breaks in Time Series econ.EM · 2018 · author #1
3. Tests for Forecast Instability and Forecast Failure under a Continuous Record Asymptotic Framework econ.EM · 2018 · author #1

Mentions

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Frequent Coauthors

• Pierre Perron 2 shared papers
• Taosong Deng 1 shared papers