Recent publications
Article
Ercolani, M, Pouliot, W & Ercolani, J 2018, 'Luck versus skill over time: time-varying performance in the cross-section of mutual fund returns', Applied Economics, vol. 50, no. 34-35, pp. 3686-3701. https://doi.org/10.1080/00036846.2018.1436154
Ercolani, MG & Ercolani, JS 2014, 'Watching the watchmen: a statistical analysis of mark consistency across taught modules', International Review of Economics Education, vol. 17, pp. 17–29. https://doi.org/10.1016/j.iree.2014.05.001, https://doi.org/10.1016/j.iree.2015.02.001
Ercolani, J 2013, 'Cyclical Activity and Gestation Lags in Investment', Manchester School. https://doi.org/10.1111/manc.12040
Ercolani, J, Chambers, M & Taylor, R 2013, 'Testing for Seasonal Unit Roots by Frequency Domain Regression', Journal of Econometrics. https://doi.org/10.1016/j.jeconom.2013.08.025
Ercolani, J 2011, 'On the asymptotic properties of a feasible estimator of the continuous time long memory parameter', Journal of Time Series Analysis, vol. 32, no. 5, pp. 512-517. https://doi.org/10.1111/j.1467-9892.2010.00709.x
Ercolani, J 2009, 'Cyclical Trends in Continuous Time Models', Econometric Theory, vol. 25, no. 04, pp. 1112-1119. https://doi.org/10.1017/S0266466608090440
Ercolani, J & Chambers, M 2006, 'Estimation of Differential-Difference Equation Systems with Unknown Lag Parameters', Econometric Theory, vol. 22, pp. 483-498. https://doi.org/10.1017/S0266466606060233
Ercolani, J 2003, 'The Exact Discrete Time Representation of a System of Fourth-Order Differential Equations', Computers & Mathematics with Applications, vol. 46, no. 2-3, pp. 213-230. https://doi.org/10.1016/S0898-1221(03)90026-5
Ercolani, J & Chambers, M 2002, 'Modeling Cyclical Behavior with Differential-Difference Equations in an Unobserved Components Framework', Econometric Theory, vol. 18, pp. 387-419. https://doi.org/10.1017/S0266466602182077
Book/Film/Article review
Ercolani, J 2008, 'Book Review', Journal of Time Series Analysis, vol. 29, no. 4, pp. 738-740. https://doi.org/10.1111/j.1467-9892.2008.00578.x
Working paper
Ercolani, J 2010 'Department of Economics Discussion paper Series: On the Asymptotic Properties of a Feasible Estimator of the Continuous Time Long Memory Parameter'.
Ercolani, J, Chambers, MJ & Taylor, AMR 2010 'University of Nottingham Granger Centre Working Paper: Testing for Seasonal Unit Roots by Frequency Domain Regression'.
Ercolani, J 2007 'Department of Economics Discussion Paper Series: Cyclical Trends in Continuous Time Models'.
Ercolani, J & Chambers, MJ 2004 'Department of Economics Discussion Paper Series 04-07: Estimating Lag Parameters in Differential-Difference Equations 04-07'.
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