Luck versus skill over time: Time varying performance in the cross-section of mutual fund returns (2018), with Marco G. Ercolani and William Pouliot, Applied Economics, volume 50, Issue 34-35. https://doi.org/10.1080/00036846.2018.1436154.
JS Ercolani, M.G Ercolani. 2014. Watching the watchmen: a statistical analysis of mark consistency across taught modules, International Review of Economics Education, 17, 17-29.
JS Ercolani. 2014 Cyclical Activity and Gestation Lags in Investment, The Manchester School, Vol. 82, No. 5, 620-630.
JS Ercolani, M. J. Chambers, A. R. Taylor. 2014 Testing for Seasonal Unit Roots by Frequency Domain Regression, Journal of Econometrics, 178, 243-258.
JS Ercolani. 2011. "On the Asymptotic Properties of a Feasible Estimator of the Continuous Time Long Memory Parameter", Journal of Time Series Analysis, 32, 512-517.
JS Ercolani. 2009. "Cyclical Trends in Continuous Time Models", Econometric Theory, 25, 1112-1119.
JS Ercolani, M Chambers. 2006. "Estimation of Differential-Difference Equation Systems with Unknown Lag Parameters", Econometric Theory, 22, 483-498.
JS Ercolani. 2003. "The Exact Discrete Time Representation of a System of Fourth-Order Differential Equations, Computers & Mathematics with Applications", 46, 213-230.
JS Ercolani, M Chambers. 2002. "Modelling Cyclical Behaviour with Differential-Difference Equations in an Unobserved Components Framework", Econometric Theory, 18, 387-419.
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