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Federico Carlini

Biographic Data

ID8920403
NAMEFederico Carlini
GIVEN NAMESFederico
FAMILY NAMECarlini
SIGNATURECARLINI F
AFFILIATIONSAarhus University
ORCID0000-0003-3503-5169
VERIFIEDYes
TOTAL WORKS2
TOTAL CITATIONS0
WORKS AS AUTHOR2
WORKS AS EDITOR0
FIRST PUBLICATION YEAR2017
LATEST PUBLICATION YEAR2019
H-INDEX0
  • On the Identification of Fractionally Cointegrated VAR Models With the F(d) Condition

    Federico Carlini, Paolo Santucci de Magistris•ARTICLE•Journal of Business and Economic…•2019

    This article discusses identification problems in the fractionally cointegrated system of Johansen and Johansen and Nielsen. It is shown that several equivalent reparametrizations of the model associated with different fractional integration and cointegration parameters may exist for any choice of the lag-length when the true cointegration rank is known. The properties of these multiple nonidentified models are studied and a necessary and suffici…

  • Liste des thèses d’anthropologie soutenues en 2016

    Open Access•Thèses Theses, Federico Carlini et al.•ARTICLE•Cahiers du Centre de recherches…•2017

    tude de la dynamique de l'expression de la molcule HLA-G, en contexte sain et pathologique, en fonction du gnotype HLA et de facteurs externes

No prominent works on this page.

  • Liste des thèses d’anthropologie soutenues en 2016

    Open Access•Thèses Theses, Federico Carlini et al.•ARTICLE•Cahiers du Centre de recherches…•2017

    tude de la dynamique de l'expression de la molcule HLA-G, en contexte sain et pathologique, en fonction du gnotype HLA et de facteurs externes

  • On the Identification of Fractionally Cointegrated VAR Models With the F(d) Condition

    Federico Carlini, Paolo Santucci de Magistris•ARTICLE•Journal of Business and Economic…•2019

    This article discusses identification problems in the fractionally cointegrated system of Johansen and Johansen and Nielsen. It is shown that several equivalent reparametrizations of the model associated with different fractional integration and cointegration parameters may exist for any choice of the lag-length when the true cointegration rank is known. The properties of these multiple nonidentified models are studied and a necessary and suffici…

Anthropology (1 work) · Applied Mathematics (1 work) · Art (1 work) · Cointegration (1 work) · Combinatorics (1 work) · Econometrics (1 work) · Generalization (1 work) · Historical Gender and Feminism Studies (1 work) · Humanities (1 work) · Mathematical analysis (1 work)

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