Working Papers del Dipartimento di Statistica precedente al DiSIA
| Anno | N. | Autori | Titolo | Published as |
|---|---|---|---|---|
| 2012 | 01 | Gabrielli Giuseppe, Vignoli Daniele |
The Breaking-Down of Marriage in Italy: Trends and Trendsetters (Full text) | Population Review, Volume 52, Issue 1, pp. 87-109, 2013, forthcoming. |
| 2012 | 02 | Giampiero Gallo, Edoardo Otranto |
Realized Volatility and Change of Regimes (Full text) | |
| 2012 | 03 | Giampiero Gallo, Edoardo Otranto |
Volatility Swings in the US Financial Markets (Full text) | in Grigoletto M., Lisi F., Petrone S. (eds.) Complex Models and Computational Methods in Statistics, Springer, pp. -, 2013, ISBN 978-88-470-28. |
| 2012 | 04 | Fabrizia Mealli, Barbara Pacini |
Using secondary outcomes and covariates to sharpen inference in randomized experiments with noncompliance (Full text) | |
| 2012 | 05 | Emanuela Dreassi, Alessandra Petrucci, Emilia Rocco |
Small area estimation for semicontinuos skewed georeferenced data (Full text) | |
| 2012 | 06 | Ray Chambers, Emanuela Dreassi, Nicola Salvati |
Disease Mapping via Negative Binomial M-quantile regression (Full text) | |
| 2012 | 07 | Anna Gottard, Alessandra Mattei, Daniele Vignoli |
How education affects fertility in the presence of time-varying frailty component (Full text) | |
| 2012 | 08 | Patrizia Berti, Emanuela Dreassi, Pietro Rigo |
Compatibility results for conditional distributions (Full text) | |
| 2012 | 09 | Gabriele Fiorentini, Enrique Sentana |
Tests for serial dependence in static, non-Gaussian factor models (Full text) | |
| 2012 | 10 | Dante Amengual, Gabriele Fiorentini, Enrique Sentana |
Sequential estimation of shape parameters in multivariate dynamic models (Full text) | |
| 2012 | 11 | Gabriele Fiorentini, Christophe Planas, Alessandro Rossi |
DMM - A Fortran program for dynamic mixture models (Full text) |
| Anno | N. | Autori | Titolo | Published as |
|---|---|---|---|---|
| 2006 | 01 | Alan Agresti, Anna Gottard |
Reducing Conservatism of Exact Small-Sample Methods of Inference for Discrete Data (Full text) | |
| 2006 | 02 | Silvana Salvini | Population, resources and sustainable development: what relationship? (Full text) | |
| 2006 | 03 | Christian T. Brownlees, Giampiero M. Gallo |
Financial Econometric Analysis at Ultra–High Frequency: Data Handling Concerns (Full text) | Computational Statistics and Data Analysis, Volume 51, Issue 4, pp. 2232-2245, 2006; link, published. |
| 2006 | 04 | Giampiero M. Gallo, Edoardo Otranto |
Volatility Transmission Across Markets: A Multi-Chain Markov Switching Model (Full text) | Applied Financial Economics, Volume 17, Issue 8, pp. 659-670, 2007; link, published. |
| 2006 | 05 | Emanuela Dreassi | Polytomous disease mapping to detect uncommon risk factors for related diseases (Full text) | Biometrical Journal, Volume 49, Issue 4, pp. 520-529, 2007, published. |
| 2006 | 06 | Anna Gottard, Simona Pacillo |
On the impact of contaminations in graphical Gaussian models (Full text) | |
| 2006 | 07 | Marco J. Lombardi, Giorgio Calzolari |
Indirect estimation of alpha-stable stochastic volatility models (Full text) | |
| 2006 | 08 | Bruno Bertaccini, Roberta Varriale |
Robust ANalysis Of VAriance: an approach based on the Forward Search (Full text) | |
| 2006 | 09 | Marco Barnabani | Marginal Distributions of Maximum-likelihood estimator in non-standard conditions (Full text) | |
| 2006 | 10 | Marco Barnabani | Maximum likelihood estimator and singularity of the information matrix (Full text) | |
| 2006 | 11 | Lucia Buzzigoli, Cristina Martelli |
Organizing Administrative Data for Statistical Purposes: a Case Study (Full text) | |
| 2006 | 12 | Giovanni De Luca, Giampiero M. Gallo |
Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models (Full text) | Econometric Reviews, Volume 28, Issue 1, pp. 102-120, 2009; link, published. |
| 2006 | 13 | Francesca Francavilla, Alessandra Mattei |
Assessing the Causal Effect of Childbearing on Economic Wellbeing in Albania (Full text) | Causal Analysis in Population Studies. Concepts, Methods, Applications, H. Engelhardt, H.-P. Kohler, A. Furnkranz-Prskawet Editors, Springer, pp. 201-231, 2009, ISBN 978-1-4020-99. |
| 2006 | 14 | Ngindu Kalala, Marco Marchi |
Inequality in Health among Social Classes: a Longitudinal Study on Tuscany (Full text) | |
| 2006 | 15 | Fabrizio Cipollini, Robert Engle, Giampiero M. Gallo |
Vector Multiplicative Error Models: Representation and Inference (Full text) | |
| 2006 | 16 | Alessandra Petrucci, Nicola Salvati, Silvana Salvini, Daniele Vignoli |
Invecchiamento e mobilità nell’area metropolitana fiorentina (Full text) | Rivista di Economia e Statistica del Territorio, Volume 2008, Issue 2, pp. 81-103, 2008, published. |
| 2006 | 17 | Simone Bertoli, Giampiero M. Gallo, Giorgio Ricchiuti |
Exchange Market Pressure: Some Caveats in Empirical Applications (Full text) | Applied Economics, 2010; link, forthcoming. |
| 2006 | 18 | Leonardo Ghezzi, Alessandro Viviani |
Misure di competitività: aspetti empirici (Full text) |
| Anno | N. | Autori | Titolo | Published as |
|---|---|---|---|---|
| 2001 | 01 | Giampiero M. Gallo, Clive W.J. Granger, Yongil Jeon |
Copycats and Common Swings: the Impact of the Use of Forecasts in Information Sets (Full text) | IMF Staff Papers, Volume 11, pp. 4-21, 2002, published. |
| 2001 | 02 | Giampiero M. Gallo | Modelling the Impact of Overnight Surprises on Intra-daily Volatility (Full text) | Australian Economic Papers, Volume 40, pp. 567-580, 2001, published. |
| 2001 | 03 | Giampiero M. Gallo, Yongmiao Hong, Tae-Hwy Lee |
Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns (Full text) | |
| 2001 | 04 | Edoardo Otranto, Giampiero M. Gallo |
A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models (Full text) | Econometric Reviews, Volume 21, Issue 4, pp. 477-496, 2002; link, published. |
| 2001 | 05 | Leonardo Grilli, Carla Rampichini |
Specification issues in stratified variance component ordinal response models (Full text) | Statistical Modelling, Volume 2, Issue 3, pp. 251-264, 2002; link, published. |
| 2001 | 06 | Fabio Corradi, Giampietro Lago, Federico M. Stefanini |
The evaluation of DNA evidence in pedigrees requiring population inference (Full text) |