Mauro Costantini

According to our database, Mauro Costantini authored at least 5 papers between 2014 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2025

On the forecasting performance of small-scale DGSE models: a Monte Carlo evaluation and an application to UK.

Giovanni Angelini, Mauro Costantini

J. Oper. Res. Soc., March, 2025

2024

A comparative study on <i>p</i> value combination tests for unit roots in multiple time series.

Mauro Costantini, Claudio Lupi

Commun. Stat. Simul. Comput., November, 2024

2016

A simple testing procedure for unit root and model specification.

Mauro Costantini, Amit Sen

Comput. Stat. Data Anal., 2016

2015

Small-Sample Improved Seasonal Unit Root Tests for Trending and Breaking Series.

Mauro Costantini, Paresh Kumar Narayan, Stephan Popp, Joakim Westerlund

Commun. Stat. Simul. Comput., 2015

2014

On the usefulness of cross-validation for directional forecast evaluation.

Christoph Bergmeir, Mauro Costantini, José Manuel Benítez

Comput. Stat. Data Anal., 2014