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Publications

by members of

Dipartimento di Scienze Statistiche "Paolo Fortunati"
Alma Mater Studiorum - Università di Bologna
Bologna, Italy

(Department of Statistical Sciences, University of Bologna))

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles | Books |

Working papers

2014

  1. Efrem Castelnuovo & Luca Fanelli, 2014. "Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test," Melbourne Institute Working Paper Series wp2014n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  2. Giuseppe Cavaliere & Morten Ørregaard Nielsen & A. M. Robert Taylor, 2014. "Quasi-Maximum Likelihood Estimation of Heteroskedastic Fractional Time Series Models," Working Papers 1324, Queen's University, Department of Economics.

2013

  1. Gunnar Bårdsen & Luca Fanelli, 2013. "Frequentist evaluation of small DSGE models," Working Paper Series 14113, Department of Economics, Norwegian University of Science and Technology.
  2. Massimiliano Castellani & Luca Fanelli & Marco Savioli, 2013. "Government Fiscal Efforts vs. Labour Union Strikes: It Takes Two to Tango," Working Paper Series 33_13, The Rimini Centre for Economic Analysis, revised Jan 2014.
  3. Giuseppe Cavaliere & Iliyan Georgiev, 2013. "Exploiting infinite variance through Dummy Variables in non-stationary autoregressions," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.
  4. Cavaliere, Giuseppe & Taylor, A. M. Robert & Trenkler, Carsten, 2013. "Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates," Working Papers 32993, University of Mannheim, Department of Economics.
  5. Giuseppe Cavaliere & Morten Ørregaard Nielsen & A.M. Robert Taylor, 2013. "Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets," Working Papers 1309, Queen's University, Department of Economics.
  6. Giuseppe Cavaliere & Luca De Angelis & Anders Rahbek & A.M.Robert Taylor, 2013. "A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR models," Quaderni di Dipartimento 4, Department of Statistics, University of Bologna.
  7. H. Peter Boswijk & Giuseppe Cavaliere & Anders Rahbek & A.M. Robert Taylor, 2013. "Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions," Discussion Papers 13-13, University of Copenhagen. Department of Economics.
  8. Vergamini, Daniele & Raggi, Meri & Viaggi, Davide, 2013. "Evaluating the potential contribution of spatially differentiated payments to the efficiency of Agri-Environmental Measures: A resource allocation model for Emilia Romagna (Italy)," 2013 Second Congress, June 6-7, 2013, Parma, Italy 150235, Italian Association of Agricultural and Applied Economics (AIEAA).
  9. Marconi, V. & Raggi, M. & Viaggi, D., 2013. "A spatial econometric approach to assess the impact of RDPs agri-environmental measures on the use of Nitrogen in agriculture: the case study of Emilia-Romagna (Italy)," 2013 Second Congress, June 6-7, 2013, Parma, Italy 149913, Italian Association of Agricultural and Applied Economics (AIEAA).
  10. Minarelli, F. & Raggi, M. & Viaggi, D., 2013. "Network for innovation as a way to enhance competitiveness: an overview of Italian food SMEs entering networks," 2013 Second Congress, June 6-7, 2013, Parma, Italy 149934, Italian Association of Agricultural and Applied Economics (AIEAA).
  11. Giannoccaro, Giacomo & Bartolini, Fabio & Raggi, Meri & Viaggi, Davide, 2013. "Assessing the CAP influence on European farmers’ preferences towards the adoption of renewable energy production," 2013 Second Congress, June 6-7, 2013, Parma, Italy 149914, Italian Association of Agricultural and Applied Economics (AIEAA).
  12. Vollaro, M. & Zavalloni, M. & Raggi, M. & Viaggi, D., 2013. "Potential for water use right market development in Italy: social acceptability in the context of climate change," 2013 Second Congress, June 6-7, 2013, Parma, Italy 149912, Italian Association of Agricultural and Applied Economics (AIEAA).
  13. Signorotti, Claudio & Marconi, Valentina & Raggi, Meri & Viaggi, Davide, 2013. "How Do Agri-Environmental Schemes (AES’s) Contribute to High Nature Value (HNV) Farmland: A Case Study in Emilia Romagna," 2013 Second Congress, June 6-7, 2013, Parma, Italy 149762, Italian Association of Agricultural and Applied Economics (AIEAA).
  14. Viaggi, Davide & Bartolini, Fabio & Puddu, Marco & Raggi, Meri, 2013. "Farm/Household-level Simulation Results of Testing Policy and Other Scenarios," Factor Markets Working Papers 166, Centre for European Policy Studies.
  15. Viaggi, D. & Bartolini, F. & Puddu, M. & Raggi, M., 2013. "Impact of post-2013 CAP reform on land markets: evidence from farm surveys and farm-level modelling," Proceedings Issues, 2013: Productivity and Its Impacts on Global Trade, June 2-4, 2013. Seville, Spain 152376, International Agricultural Trade Research Consortium.
  16. Meri Raggi & Fabien Santini & Sergio Gomez y Paloma & Sébastien Mary, 2013. "A classification of European NUTS3 regions," JRC-IPTS Working Papers JRC85163, Institute for Prospective and Technological Studies, Joint Research Centre.
  17. Ragona, M. & Raley, M. & Sijtsema, S.J. & Frewer, L.J., 2013. "Better communication for successful food technology development: A Delphi study," 2013 Second Congress, June 6-7, 2013, Parma, Italy 151597, Italian Association of Agricultural and Applied Economics (AIEAA).
  18. Simone Giannerini & Eefandiar Maasoumi & Estela Bee Dagum, 2013. "Entropy Testing for Nonlinearity in Time Series," Emory Economics 1307, Department of Economics, Emory University (Atlanta).

2012

  1. Francesco Garibaldo & Nicole Orlando & Gianluca Parodi & Giorgio Tassinari, 2012. "La green economy in Emilia-Romagna: a sostenibilità come fattore di sviluppo," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.
  2. Bartolucci, Francesco & Lupparelli, Monia, 2012. "Nested hidden Markov chains for modeling dynamic unobserved heterogeneity in multilevel longitudinal data," MPRA Paper 40588, University Library of Munich, Germany.
  3. Capacci, Sara & Mazzocchi, Mario & Shankar, Bhavani, 2012. "Evaluation With Inadequate Data: The Impact Of The French Vending Machine Ban," 2012 AAEA/EAAE Food Environment Symposium, May 30-31, Boston, MA 123198, Agricultural and Applied Economics Association.
  4. Ragona, Maddalena & Mazzocchi, Mario & Alldrick, A.J., 2012. "Multi-criteria analysis for the impact assessment of food safety policies: The case of EU regulation on dietary arsenic," Congress Papers 124122, Italian Association of Agricultural and Applied Economics (AIEAA).
  5. Capacci, Sara & Mazzocchi, Mario & Shankar, Bhavani, 2012. "The regional price of junk foods relative to healthy foods in the UK: indirect estimation of a time series, 1997-2009," 86th Annual Conference, April 16-18, 2012, Warwick University, Coventry, UK 134720, Agricultural Economics Society.
  6. Ragona, Maddalena & Mazzocchi, Mario & Rose, Martin, 2012. "Regulatory impact assessment of food safety policies: A preliminary study on alternative EU interventions on dioxins," 86th Annual Conference, April 16-18, 2012, Warwick University, Coventry, UK 135093, Agricultural Economics Society.
  7. Emanuele BACCHIOCCHI & Luca FANELLI, 2012. "Identification in structural vector autoregressive models with structural changes," Departmental Working Papers 2012-16, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  8. Giuseppe Cavaliere & Peter C.B. Phillips & Stephan Smeekes & A.M. Robert Taylor, 2012. "Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility," Cowles Foundation Discussion Papers 1844, Cowles Foundation for Research in Economics, Yale University.
  9. Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2012. "Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models," CREATES Research Papers 2012-36, School of Economics and Management, University of Aarhus.
  10. Bartolini, Fabio & Raggi, Meri & Viaggi, Davide, 2012. "A spatial analysis of participation in RDP measures: a case study in Emilia Romagna Region," Congress Papers 124103, Italian Association of Agricultural and Applied Economics (AIEAA).

2011

  1. Antonino Iero & Giorgio Tassinari, 2011. "Attitudes towards insurance: the role of propensity to hold liquid asset," Quaderni di Dipartimento 4, Department of Statistics, University of Bologna.
  2. Stefania Mignani & Michele Costa, 2011. "Statistics in the 150 years from Italian Unification. SIS 2011 Statistical Conference, Bologna, 8 - 10 June 2011. Book of Abstracts," Quaderni di Dipartimento 2, Department of Statistics, University of Bologna.
  3. Stefania Mignani & Michele Costa, 2011. "Statistics in the 150 years from Italian Unification. SIS 2011 Statistical Conference, Bologna, 8 - 10 June 2011. Book of Short Paper," Quaderni di Dipartimento 10, Department of Statistics, University of Bologna.
  4. E. Iezzi & M. Lippi Bruni & C. Ugolini, 2011. "The role of GP’s compensation schemes in diabetes care: evidence from panel data," Working Papers wp766, Dipartimento Scienze Economiche, Universita' di Bologna.
  5. Efrem Castelnuovo & Luca Fanelli, 2011. "Monetary policy indeterminacy in the U.S.: results from a classical test," Quaderni di Dipartimento 8, Department of Statistics, University of Bologna.
  6. Luca Fanelli, 2011. "Robust identification conditions for determinate and indeterminate linear rational expectations models," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.
  7. Giuseppe Cavaliere & Iliyan Georgiev & A.M.Robert Taylor, 2011. "Wild bootstrap of the mean in the infinite variance case," Quaderni di Dipartimento 5, Department of Statistics, University of Bologna.
  8. Giuseppe Cavaliere & Anders Rahbek & Taylor A.M.Robert, 2011. "Bootstrap determination of the co-integration rank in VAR models," Quaderni di Dipartimento 9, Department of Statistics, University of Bologna.
  9. Paolo Foschi & Stefano Pagliarani & Andrea Pascucci, 2011. "Black-Scholes formulae for Asian options in local volatility models," Quaderni di Dipartimento 7, Department of Statistics, University of Bologna.
  10. Viaggi, Davide & Raggi, Meri & Sardonini, Laura, 2011. "Accounting for multiple impacts of the Common agricultural policies in rural areas: an analysis using a Bayesian networks approach," 122nd Seminar, February 17-18, 2011, Ancona, Italy 99592, European Association of Agricultural Economists.

2010

  1. Giorgio Tassinari & Furio Camillo & Marzia Freo & Andrea Guizzardi, 2010. "Rapporto sul mercato del lavoro della provincia Bologna : anno 2009," Quaderni di Dipartimento 5, Department of Statistics, University of Bologna.
  2. Michele Costa & Luca De angelis, 2010. "Model selection in hidden Markov models : a simulation study," Quaderni di Dipartimento 7, Department of Statistics, University of Bologna.
  3. Luca Fanelli, 2010. "Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models," Quaderni di Dipartimento 4, Department of Statistics, University of Bologna.
  4. Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2010. "Bootstrap Sequential Determination of the Co-integration Rank in VAR Models," Discussion Papers 10-07, University of Copenhagen. Department of Economics.
  5. Giuseppe Cavaliere & A. M. Robert Taylor & Carsten Trenkler, 2010. "Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion," Discussion Papers 10/04, University of Nottingham, Granger Centre for Time Series Econometrics.
  6. Mishra, Ashok K. & Raggi, Meri & Viaggi, Davide, 2010. "Determinants of farm exit: A comparison between Europe and United States," 114th Seminar, April 15-16, 2010, Berlin, Germany 61075, European Association of Agricultural Economists.
  7. Raggi, Meri & Sardonini, Laura & Viaggi, Davide, 2010. "Bayesian networks as a tool to assess the multiple effects of agricultural policies in rural areas," 118th Seminar, August 25-27, 2010, Ljubljana, Slovenia 94911, European Association of Agricultural Economists.
  8. Viaggi, Davide & Bartolini, Fabio & Raggi, Meri & Sardonini, Laura, 2010. "The role of the Common Agricultural Policy in the spatial location of agricultural activities," 116th Seminar, October 27-30, 2010, Parma, Italy 95242, European Association of Agricultural Economists.

2009

  1. Fabrizio Alboni & Furio Camillo & Giorgio Tassinari, 2009. "A data mining approach for the monitoring of active labour market policies," Quaderni di Dipartimento 2, Department of Statistics, University of Bologna.
  2. Guido Consonni & Monia Lupparelli, 2009. "Bayesian model comparison based on expected posterior priors for discrete decomposable graphical models," Quaderni di Dipartimento 095, University of Pavia, Department of Economics and Quantitative Methods.
  3. G. Fiorentini & E. Iezzi & M. Lippi Bruni & C. Ugolini, 2009. "Incentives In Primary Care and Their Impact on Potentially Avoidable Hospital Admissions," Working Papers 660, Dipartimento Scienze Economiche, Universita' di Bologna.
  4. Luca Fanelli, 2009. "Estimation of quasi-rational DSGE monetary models," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna.
  5. Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2009. "Co-integration Rank Testing under Conditional Heteroskedasticity," CREATES Research Papers 2009-22, School of Economics and Management, University of Aarhus.
  6. Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2009. "Co-integration rank tests under conditional heteroskedasticity," Discussion Papers 09/02, University of Nottingham, Granger Centre for Time Series Econometrics.
  7. De Angelis, L & Paas, L.J., 2009. "The dynamic analysis and prediction of stock markets through the latent Markov model," Serie Research Memoranda 0053, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  8. Viaggi, Davide & Raggi, Meri & Gomez y Paloma, Sergio, 2009. "Facing decoupling: use of payments and investment reaction to decoupling in the EU," 2009 Conference, August 16-22, 2009, Beijing, China 51724, International Association of Agricultural Economists.
  9. Gatti, Silvia, 2009. "The Value Of Designations Of Origin In Emilia-Romagna," Working Papers 53887, American Association of Wine Economists.

2008

  1. Sergio, Brasini & Marzia, Freo & Giorgio, Tassinari, 2008. "An analysis of the role of liking on the memorial response to advertising," MPRA Paper 12342, University Library of Munich, Germany.
  2. Capacci, Sara & Mazzocchi, Mario & Liu, Y., 2008. "Diet quality and income in Rural and Urban China: evidence from the Health and Nutrition Survey," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 43638, European Association of Agricultural Economists.
  3. Mazzocchi, Mario & Traill, W. Bruce, 2008. "A structural model of wealth, obesity and health in the UK," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 43968, European Association of Agricultural Economists.
  4. Ragona, Maddalena & Mazzocchi, Mario, 2008. "Measuring the Impacts of Food Safety Regulations: A Methodological Review," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 43864, European Association of Agricultural Economists.
  5. Fanelli Luca & Mario Mazzocchi, 2008. "Rational Addiction, Cointegration and Tobacco and Alcohol Demand," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.
  6. Ragona, Maddalena & Mazzocchi, Mario, 2008. "Impact Evaluation of Food Safety Regulations: A Review of Quantitative Methods," 110th Seminar, February 18-22, 2008, Innsbruck-Igls, Austria 49887, European Association of Agricultural Economists.
  7. Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2008. "Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility," CREATES Research Papers 2008-50, School of Economics and Management, University of Aarhus.
  8. Giuseppe Cavaliere & David I. Harvey & Stephen J. Leybourne & A.M. Robert Taylor, 2008. "Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility," CREATES Research Papers 2008-62, School of Economics and Management, University of Aarhus.
  9. Foschi, Paolo & Pieressa, Luca & Polidoro, Sergio, 2008. "Parametrix approximations for non constant coefficient parabolic PDEs," MPRA Paper 7852, University Library of Munich, Germany, revised 20 Mar 2008.
  10. Bartolini, Fabio & Gallerani, Vittorio & Raggi, Meri & Viaggi, Davide, 2008. "Modelling The Effectiveness Of Cross-Compliance Under Asymmetric Information," 107th Seminar, January 30-February 1, 2008, Sevilla, Spain 6670, European Association of Agricultural Economists.
  11. Gallerani, Vittorio & Gomez y Paloma, Sergio & Raggi, Meri & Viaggi, Davide, 2008. "Modelling The Effect Of Eu Policy Reforms On Farm Investment Behaviour," 107th Seminar, January 30-February 1, 2008, Sevilla, Spain 6444, European Association of Agricultural Economists.
  12. Gallerani, Vittorio & Raggi, Meri & Viaggi, Davide, 2008. "Evaluating The Potential Contribution Of Contract Auctions To Aep'S Efficiency," 107th Seminar, January 30-February 1, 2008, Sevilla, Spain 6660, European Association of Agricultural Economists.
  13. Gallerani, Vittorio & Gomez y Paloma, Sergio & Raggi, Meri & Viaggi, Davide, 2008. "Understanding The Determinants Of Investment Reactions To Decoupling," 109th Seminar, November 20-21, 2008, Viterbo, Italy 44841, European Association of Agricultural Economists.
  14. Bartolini, Fabio & Gallerani, Vittorio & Raggi, Meri & Viaggi, Davide, 2008. "Linking Cross-Compliance And Agri-Environmental Schemes: A Case Study In Emilia Romagna," 109th Seminar, November 20-21, 2008, Viterbo, Italy 44800, European Association of Agricultural Economists.
  15. Raggi, Meri & Bartolini, Fabio & Gallerani, Vittorio & Viaggi, Davide, 2008. "Effectiveness Of Cross-Compliance Under Asymmetric Information And Differentiated Compliance Constraints," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 44151, European Association of Agricultural Economists.
  16. Gomez y Paloma, Sergio & Raggi, Meri & Viaggi, Davide, 2008. "Between markets and policy: farm household's reaction to decoupling," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 44019, European Association of Agricultural Economists.

2007

  1. Giorgio Tassinari & Furio Camillo & Marzia Freo & Andrea Guizzardi Caterina Liberati, 2007. "Osservatorio del mercato del lavoro della provincia di Bologna: Rapporto 2006," Quaderni di Dipartimento 4, Department of Statistics, University of Bologna.
  2. Giorgio Tassinari & Furio Camillo & Marzia Freo & Andrea Guizzardi; Caterina Liberati, 2007. "Osservatorio del mercato del lavoro della provincia di Bologna: Rapporto primo semestre 2007," Quaderni di Dipartimento 5, Department of Statistics, University of Bologna.
  3. Mazzocchi, Mario & Traill, W. Bruce, 2007. "Calories, Obesity and Health in OECD Countries," 81st Annual Conference, April 2-4, 2007, Reading University 7972, Agricultural Economics Society.
  4. Fanelli, Luca, 2007. "Evaluating the New Keynesian Phillips Curve under VAR-based learning," MPRA Paper 1616, University Library of Munich, Germany.
  5. Luca FANELLI & Giulio PALOMBA, 2007. "Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics," Working Papers 298, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  6. Fanelli, Luca & Paruolo, Paolo, 2007. "Speed of Adjustment in Cointegrated Systems," MPRA Paper 9174, University Library of Munich, Germany.
  7. Ismaili, Mohamed & Raggi, Meri & Viaggi, Davide, 2007. "People, trade and training: the needs of Morocco agricultural enterprises facing EU markets," 105th Seminar, March 8-10, 2007, Bologna, Italy 7882, European Association of Agricultural Economists.
  8. Gomez y Paloma, Sergio & Majewski, Edward & Raggi, Meri & Viaggi, Davide, 2007. "Facing the future: strategies and investment behaviour of polish farmers," 104th Seminar, September 5-8, 2007, Budapest, Hungary 7842, European Association of Agricultural Economists.
  9. Paloma, S. Gomez & Majewski, E. & Raggi, M. & Viaggi, D., 2007. "Investment Behaviour of Polish Farmers Facing Policy and Market Scenarios," 100th Seminar, June 21-23, 2007, Novi Sad, Serbia and Montenegro 162386, European Association of Agricultural Economists.

2006

  1. Mazzocchi, Mario & Lobb, Alexandra E. & Traill, W. Bruce, 2006. "Food Scares and Consumer Behaviour: A European Perspective," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25613, International Association of Agricultural Economists.
  2. Lobb, Alexandra E. & Mazzocchi, Mario, 2006. "The Country of Origin of Food: Consumer Perceptions of Safety and the Issue of Trust," 99th Seminar, February 8-10, 2006, Bonn, Germany 7728, European Association of Agricultural Economists.
  3. Lobb, Alexandra E. & Mazzocchi, Mario & Traill, W. Bruce, 2006. "Risk perception and chicken consumption in the avian flu age -– a consumer behaviour study on food safety information," 2006 Annual meeting, July 23-26, Long Beach, CA 21464, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  4. Mazzocchi, Mario & Lobb, Alexandra E. & Traill, W. Bruce, 2006. "THE SPARTA Model: An Econometric Analysis of Consumer Behaviour under Risk," 99th Seminar, February 8-10, 2006, Bonn, Germany 7763, European Association of Agricultural Economists.
  5. Holloway, Garth J. & Mazzocchi, Mario & Perali, Carlo Federico, 2006. "New Results On Censored Regression with Applications to Transactions Costs, Household Decisions and Food Purchases," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25293, International Association of Agricultural Economists.
  6. Paruolo Paolo, 2006. "Finite sample comparison of alternative tests on the rank of a cointegration submatrix," Economics and Quantitative Methods qf0606, Department of Economics, University of Insubria.
  7. Fanelli, Luca, 2006. "Present value relations, Granger non-causality and VAR stability," MPRA Paper 1642, University Library of Munich, Germany.
  8. Fanelli Luca & Paruolo Paolo, 2006. "Exchange rates, prices and their speed of adjustment," Economics and Quantitative Methods qf0607, Department of Economics, University of Insubria.
  9. Attilio Gardini & Giuseppe Cavaliere & Luca Fanelli, 2006. "Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna.
  10. Giuseppe Cavaliere & Luca Fanelli & Attilio Gardini, 2006. "International dynamic risk sharing," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.
  11. Giuseppe Cavaliere & Iliyan Georgiev, 2006. "Testing for unit roots in autoregressions with multiple level shifts," Quaderni di Dipartimento 2, Department of Statistics, University of Bologna.
  12. Giuseppe Cavaliere & A. M. Robert Taylor, 2006. "Testing for a change in persistence in the presence of non-stationary volatility," Discussion Papers 06/04, University of Nottingham, Granger Centre for Time Series Econometrics.
  13. Paolo Foschi, 2006. "Non-constant volatility models a comparison," Computing in Economics and Finance 2006 344, Society for Computational Economics.
  14. Pascucci, Andrea & Foschi, Paolo, 2006. "Path dependent volatility," MPRA Paper 973, University Library of Munich, Germany.
  15. Easter, K. William & Konishi, Yoshifumi & Raggi, Meri & Viaggi, Davide, 2006. "What are the Economic Health Costs of Non-Action in Controlling Toxic Water Pollution?," Conference Papers 6656, University of Minnesota, Center for International Food and Agricultural Policy.
  16. Elena Rusticelli & Richard A. Ashley & Estela Bee Dagum & Douglas M. Patterson, 2006. "A New Bispectral Test for Nonlinear Serial Dependence," Working Papers e06-6, Virginia Polytechnic Institute and State University, Department of Economics.

2005

  1. Sergio Brasini & Marzia Freo & Giorgio Tassinari, 2005. "The effects of marketing activities on fast moving consumer good purchases : the case of yoghurt Italian market," Quaderni di Dipartimento 2, Department of Statistics, University of Bologna.
  2. Mazzocchi, Mario & Lobb, Alexandra E., 2005. "A Latent-Variable Approach to Modelling Multiple and Resurgent Meat Scares in Italy," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24509, European Association of Agricultural Economists.
  3. Fanelli, Luca, 2005. "Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area," MPRA Paper 1617, University Library of Munich, Germany, revised Jan 2007.
  4. Giuseppe Cavaliere and A M Robert Taylor, 2005. "Testing the Null of Co-integration in the Presence of Variance Breaks," Discussion Papers 05-10, Department of Economics, University of Birmingham.
  5. Andrea Pascucci & Paolo Foschi, 2005. "Calibration of the Hobson&Rogers model: empirical tests," Finance 0509020, EconWPA.
  6. Paolo, Foschi, 2005. "Estimating regressions and seemingly unrelated regressions with error component disturbances," MPRA Paper 1424, University Library of Munich, Germany, revised 07 Sep 2006.
  7. Marzia Freo, 2005. "The impact of sales promotions on store performance: a structural vector autoregressive (SVAR) approach," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna.
  8. Bartolini, Fabio & Bazzani, Guido Maria & Gallerani, Vittorio & Raggi, Meri & Viaggi, Davide, 2005. "Water Policy and Sustainability of Irrigated Farming Systems in Italy," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24518, European Association of Agricultural Economists.
  9. Joan Pujol & Meri Raggi & Davide Viaggi, 2005. "Agricultural water markets: exploring limits and opportunities in Italy and Spain," DEIAgra Working Papers 5001, Alma Mater Studiorum University of Bologna, Department of Agricultural Economics and Engineering, revised Mar 2005.
  10. Bartolini, Fabio & Gallerani, Vittorio & Raggi, Meri & Viaggi, Davide, 2005. "Contract Design and Targeting for the Production of Public Goods in Agriculture: The Impact of the 2003 Cap Reform," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24559, European Association of Agricultural Economists.
  11. JS Armstrong & Estella Bee Dagum & Robert Fildes & Spyros Makridakis, 2005. "Publishing Standards for Research in Forecasting (Editorial)," General Economics and Teaching 0502054, EconWPA.

2004

  1. L. Fanelli & M. Mazzocchi, 2004. "Back to the future? Habits and rational addiction in UK tobacco and alcohol demand," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna.
  2. Mazzocchi, Mario, 2004. "Modeling the Impact of Food Safety Information with No Information," 2004 Annual meeting, August 1-4, Denver, CO 20252, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  3. Mazzocchi, Mario, 2004. "Food Scares and Demand Recovery Patterns: An Econometric Investigation," 84th Seminar, February 8-11, 2004, Zeist, The Netherlands 24990, European Association of Agricultural Economists.
  4. Fanelli, Luca & Cavaliere, Giuseppe & Gardini, Attilio, 2004. "Consumption risk sharing and adjustment costs," MPRA Paper 1641, University Library of Munich, Germany, revised Nov 2006.

2003

  1. Costa, Michele, 2003. "A comparison between unidimensional and multidimensional approaches to the measurement of poverty," IRISS Working Paper Series 2003-02, IRISS at CEPS/INSTEAD.
  2. Giuseppe Cavaliere, 2003. "Unit root tests under time-varying variances," Quaderni di Dipartimento 2, Department of Statistics, University of Bologna.
  3. Giuseppe Cavaliere, 2003. "Limited time series with a unit root," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.
  4. Marzia Freo, 2003. "Estimating a stochastic volatility model for DAX-Index options," Quaderni di Dipartimento 4, Department of Statistics, University of Bologna.
  5. Marzia Freo, 2003. "A Comparison of forecasting Volatility startegies into ARCH Class throughPricing," Quaderni di Dipartimento 5, Department of Statistics, University of Bologna.
  6. Riccardo Cesari & Marzia Freo, 2003. "Analysis of european stock returns: evidence of a new risk factor," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna.

2002

  1. Pinuccia Calia & Carlo Filippucci & Marzia Freo & Giorgio Tassinari, 2002. "Indagine sulle matricole dell'Ateneo di Bologna nell'anno accademico 2001-2002," Quaderni di Dipartimento 5, Department of Statistics, University of Bologna.
  2. Silvia Casadio & Alessandra Luati & Giorgio Tassinari, 2002. "Intervention analysis to assess advertising effectiveness on brand awareness," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.
  3. Costa, Michele, 2002. "A multidimensional approach to the measurement of poverty," IRISS Working Paper Series 2002-05, IRISS at CEPS/INSTEAD.
  4. Mazzocchi, Mario & Stefani, Gianluca, 2002. "Consumer Welfare and the Loss Induced by Withheld Information: The Case of BSE in Italy," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 24927, European Association of Agricultural Economists.
  5. Bertocco Giancarlo & Fanelli Luca & Paruolo Paolo, 2002. "On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union," Economics and Quantitative Methods qf0223, Department of Economics, University of Insubria.
  6. G. Capuano & Luca Fanelli & Guido Pellegrini, 2002. "Incentivi o infrastrutture? Un'analisi dell'impatto delle politiche territoriali sull'economie delle regioni meridionali tramite un approccio VAR strutturale," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna.
  7. P. Foschi & E.J. Kontoghiorghes, 2002. "Conjugate Gradient methods for solving sparse Simultaneous Equations Models," Computing in Economics and Finance 2002 271, Society for Computational Economics.
  8. Estela Bee Dagum & Alessandra Luati, 2002. "A linear transformation and its properties with special applications in time series filtering," Quaderni di Dipartimento 2, Department of Statistics, University of Bologna.

2001

  1. Cavaliere Giuseppe & Fanelli Luca & Paruolo Paolo, 2001. "Determining the number of cointegrating relations under rank constraints," Economics and Quantitative Methods qf0109, Department of Economics, University of Insubria.
  2. Erricos J. Kontoghiorghes and Paolo Foschi, 2001. "A recursive algorithm for solving SUR models," Computing in Economics and Finance 2001 143, Society for Computational Economics.

2000

  1. Moro, Daniele & Sckokai, Paolo & Mazzocchi, Mario, 2000. "A New Strategy For Testing Convergence In Tastes," 2000 Annual meeting, July 30-August 2, Tampa, FL 21759, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  2. Giuseppe Cavaliere, 2000. "A Rescaled Range Statistics Approach to Unit Root Tests," Econometric Society World Congress 2000 Contributed Papers 0318, Econometric Society.
  3. Paolo Foschi & Erricos J. Kontoghiorghes, 2000. "Numerical Solution Of Sure Models Deriving From Var(P) Processes," Computing in Economics and Finance 2000 152, Society for Computational Economics.
  4. Antonella Capitanio & Estela Bee Dagum, 2000. "Short term trend estimation and turning point prediction," Quaderni di Dipartimento 6, Department of Statistics, University of Bologna.

1999

  1. Roberto Fanfani & Mario Mazzocchi, 1999. "I metodi statistici per l'analisi dei sistemi agricoli territoriali," Quaderni di Dipartimento 2, Department of Statistics, University of Bologna.

1997

  1. Giorgio Tassinari & Franco Tassinari, 1997. "La strada per Maastricht: i percorsi degli stati nazionali 1980-1996)," Quaderni di Dipartimento 4, Department of Statistics, University of Bologna.

1996

  1. Stefania Mignani, 1996. "Notes on goodness of fit tests for the logistic regression model," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.

1992

  1. Giorgio Tassinari & Alessandro Viviani, 1992. "I consumi delle famiglie italiane: un'analisi mediante sistemi di funzioni di Engel. Working Paper," Quaderni di Dipartimento 10, Department of Statistics, University of Bologna.
  2. Susanna Mantegazza & Giorgio Tassinari, 1992. "La coerenza delle valutazioni dei consumi privati nella contabilita nazionale e nell'indagine sui bilanci delle famiglie," Quaderni di Dipartimento 4, Department of Statistics, University of Bologna.
  3. Michele Costa, 1992. "The determination of the number of factors in a factor model," Quaderni di Dipartimento 8, Department of Statistics, University of Bologna.
  4. Michele Costa & Attilio Gardini & Paolo Paruolo, 1992. "A reduced rank regression approach to tests of asset pricing," Quaderni di Dipartimento 5, Department of Statistics, University of Bologna.
  5. Michele Costa, 1992. "Analisi fattoriale e criteri di informazione: una simulazione nell'ambito di applicazioni finanziarie," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna.
  6. Stefania Mignani & Angela Montanari, 1992. "Notes on the bias of dissimilarity indices for incomplete data sets: the case of archaelogical classification," Quaderni di Dipartimento 7, Department of Statistics, University of Bologna.
  7. Maurizio Brizzi, 1992. "Misure di variabilità, concentrazione e dissomiglianza come sintesi di rapporti," Quaderni di Dipartimento 2, Department of Statistics, University of Bologna.

Journal articles

2014

  1. Cavaliere, Giuseppe & Xu, Fang, 2014. "Testing for unit roots in bounded time series," Journal of Econometrics, Elsevier, vol. 178(P2), pages 259-272.
  2. De Angelis, Luca & Dias, José G., 2014. "Mining categorical sequences from data using a hybrid clustering method," European Journal of Operational Research, Elsevier, vol. 234(3), pages 720-730.

2013

  1. A. Roverato & M. Lupparelli & L. La Rocca, 2013. "Log-mean linear models for binary data," Biometrika, Biometrika Trust, vol. 100(2), pages 485-494.
  2. Mazzocchi, Mario & Ragona, Maddalena & Zanoli, Agostina, 2013. "A fuzzy multi-criteria approach for the ex-ante impact assessment of food safety policies," Food Policy, Elsevier, vol. 38(C), pages 177-189.
  3. Bhavani Shankar & Jose Brambila‐Macias & Bruce Traill & Mario Mazzocchi & Sara Capacci, 2013. "An Evaluation Of The Uk Food Standards Agency'S Salt Campaign," Health Economics, John Wiley & Sons, Ltd., vol. 22(2), pages 243-250, 02.
  4. W. Bruce Traill & Mario Mazzocchi & Bhavani Shankar, 2013. "Can Nutrition Policy Evaluation be Evidence Based? Examples and Dilemmas," EuroChoices, The Agricultural Economics Society, vol. 12(3), pages 17-23, December.
  5. Giuseppe Cavaliere & Iliyan Georgiev & A. M. Robert Taylor, 2013. "Wild Bootstrap of the Sample Mean in the Infinite Variance Case," Econometric Reviews, Taylor & Francis Journals, vol. 32(2), pages 204-219, February.
  6. Giuseppe Cavaliere & A. M. Robert Taylor & Carsten Trenkler, 2013. "Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion," Econometric Reviews, Taylor & Francis Journals, vol. 32(7), pages 814-847, October.
  7. Cavaliere, Giuseppe & Georgiev, Iliyan, 2013. "Exploiting Infinite Variance Through Dummy Variables In Nonstationary Autoregressions," Econometric Theory, Cambridge University Press, vol. 29(06), pages 1162-1195, December.
  8. Luca De Angelis, 2013. "Latent class models for financial data analysis: some statistical developments," Statistical Methods and Applications, Springer, vol. 22(2), pages 227-242, June.
  9. Luca De Angelis & Leonard J. Paas, 2013. "A dynamic analysis of stock markets using a hidden Markov model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(8), pages 1682-1700, August.
  10. Estela Bee Dagum & Silvia Bianconcini, 2013. "A Unified View of Nonparametric Trend-Cycle Predictors Via Reproducing Kernel Hilbert Spaces," Econometric Reviews, Taylor & Francis Journals, vol. 32(7), pages 848-867, October.

2012

  1. Monia Lupparelli & Alberto Roverato, 2012. "Comments on: Sequences of regressions and their independences," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 21(2), pages 262-264, June.
  2. F. Lascio & Simone Giannerini, 2012. "A Copula-Based Algorithm for Discovering Patterns of Dependent Observations," Journal of Classification, Springer, vol. 29(1), pages 50-75, April.
  3. Viaggi, Davide & Mantino, Francesco & Mazzocchi, Mario & Moro, Daniele & Stefani, Gianluca, 2012. "From Agricultural to Bio-based Economics? Context, State of the Art and Challenges," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), issue 1, April.
  4. Fanelli, Luca, 2012. "Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models," Journal of Econometrics, Elsevier, vol. 170(1), pages 153-163.
  5. Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2012. "Bootstrap Determination of the Co‐Integration Rank in Vector Autoregressive Models," Econometrica, Econometric Society, vol. 80(4), pages 1721-1740, 07.
  6. Antonio Fabio Di Narzo & Marzia Freo & Marco Maria Mattei, 2012. "Un nuovo approccio statistico per l’individuazione delle manipolazioni degli utili: evidenze empiriche dal mercato italiano," FINANCIAL REPORTING, FrancoAngeli Editore, vol. 2012(1), pages 7-43.
  7. S. Brasini & M. Freo, 2012. "The impact of information and communication technologies: an insight at micro-level on one Italian region," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 21(2), pages 107-123, January.
  8. Maria Rosaria Ferrante & Marzia Freo, 2012. "The Total Factor Productivity Gap between Internationalised and Domestic Firms: Net Premium or Heterogeneity Effect?," The World Economy, Wiley Blackwell, vol. 35(9), pages 1186-1214, 09.
  9. Attilio Gardini & Luca De Angelis, 2012. "A statistical procedure for testing financial contagion," Statistica, Department of Statistics, University of Bologna, vol. 72(1), pages 37-61.
  10. Fabio Bartolini & Vittorio Gallerani & Meri Raggi & Davide Viaggi, 2012. "Modelling the Linkages between Cross-Compliance and Agri-Environmental Schemes Under Asymmetric Information," Journal of Agricultural Economics, Wiley Blackwell, vol. 63(2), pages 310-330, 06.
  11. Theodore Alexandrov & Silvia Bianconcini & Estela Bee Dagum & Peter Maass & Tucker S. McElroy, 2012. "A Review of Some Modern Approaches to the Problem of Trend Extraction," Econometric Reviews, Taylor & Francis Journals, vol. 31(6), pages 593-624, November.

2011

  1. Freo Marzia & Guizzardi Andrea & Tassinari Giorgio, 2011. "Vertical Disintegration of Machinery Firms in Emilia-Romagna," L'industria, Società editrice il Mulino, issue 4, pages 677-692.
  2. Sergio Brasini & Marzia Freo & Giorgio Tassinari, 2011. "The effect of liking on the memorial response to advertising: the case of small cars," Statistica, Department of Statistics, University of Bologna, vol. 71(2), pages 295-303.
  3. F. Di Lascio & Simone Giannerini & Antonello Scorcu & Guido Candela, 2011. "Cultural tourism and temporary art exhibitions in Italy: a panel data analysis," Statistical Methods and Applications, Springer, vol. 20(4), pages 519-542, November.
  4. Capacci, Sara & Mazzocchi, Mario, 2011. "Five-a-day, a price to pay: An evaluation of the UK program impact accounting for market forces," Journal of Health Economics, Elsevier, vol. 30(1), pages 87-98, January.
  5. Mario Mazzocchi & W. Bruce Traill, 2011. "Calories, obesity and health in OECD countries," Applied Economics, Taylor & Francis Journals, vol. 43(26), pages 3919-3929.
  6. Gianluca Fiorentini & Elisa Iezzi & Matteo Lippi Bruni & Cristina Ugolini, 2011. "Incentives in primary care and their impact on potentially avoidable hospital admissions," The European Journal of Health Economics, Springer, vol. 12(4), pages 297-309, August.
  7. Luca Fanelli & Giulio Palomba, 2011. "Simulation‐based tests of forward‐looking models under VAR learning dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(5), pages 762-782, 08.
  8. Cavaliere, Giuseppe & Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2011. "Testing For Unit Roots In The Presence Of A Possible Break In Trend And Nonstationary Volatility," Econometric Theory, Cambridge University Press, vol. 27(05), pages 957-991, October.
  9. Viaggi, Davide & Raggi, Meri & Gomez y Paloma, Sergio, 2011. "Farm-household investment behaviour and the CAP decoupling: Methodological issues in assessing policy impacts," Journal of Policy Modeling, Elsevier, vol. 33(1), pages 127-145, January.

2010

  1. Forcina, A. & Lupparelli, M. & Marchetti, G.M., 2010. "Marginal parameterizations of discrete models defined by a set of conditional independencies," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2519-2527, November.
  2. Mario Mazzocchi & Francesca Hansstein & Maddalena Ragona, 2010. "The 2010 Volcanic Ash Cloud and Its Financial Impact on the European Airline Industry," CESifo Forum, Ifo Institute for Economic Research at the University of Munich, vol. 11(2), pages 92-100, 07.
  3. Fanelli, Luca & Paruolo, Paolo, 2010. "Speed of adjustment in cointegrated systems," Journal of Econometrics, Elsevier, vol. 158(1), pages 130-141, September.
  4. Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert, 2010. "Cointegration Rank Testing Under Conditional Heteroskedasticity," Econometric Theory, Cambridge University Press, vol. 26(06), pages 1719-1760, December.
  5. Cavaliere, Giuseppe & Rahbek, Anders & Taylor, Robert, 2010. "Determination of the Number of Common Stochastic Trends Under Conditional Heteroskedasticity/Determinación del número de tendencias estocásticas comunes bajo heteroscedasticidad condicional," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 28, pages 519-552, Diciembre.
  6. Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert, 2010. "Testing for co-integration in vector autoregressions with non-stationary volatility," Journal of Econometrics, Elsevier, vol. 158(1), pages 7-24, September.
  7. Barlow, Jesse & Eldén, Lars & Foschi, Paolo, 2010. "3rd Special issue on matrix computations and statistics," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3379-3380, December.
  8. Marzia Freo, 2010. "Which economic analysis is really enabled by district maps in Italy?," Statistica, Department of Statistics, University of Bologna, vol. 70(1), pages 53-72.
  9. Viaggi, D. & Raggi, M. & Bartolini, F. & Gallerani, V., 2010. "Designing contracts for irrigation water under asymmetric information: Are simple pricing mechanisms enough?," Agricultural Water Management, Elsevier, vol. 97(9), pages 1326-1332, September.
  10. Davide Viaggi & Meri Raggi & Vittorio Gallerani & Sergio Paloma, 2010. "The impact of EU common agricultural policy decoupling on farm households: Income vs. investment effects," Intereconomics: Review of European Economic Policy, Springer, vol. 45(3), pages 188-192, May.
  11. Viaggi, Davide & Raggi, Meri & Gomez y Paloma, Sergio, 2010. "An integer programming dynamic farm-household model to evaluate the impact of agricultural policy reforms on farm investment behaviour," European Journal of Operational Research, Elsevier, vol. 207(2), pages 1130-1139, December.
  12. Viaggi, Davide & Raggi, Meri & Gallerani, Vittorio, 2010. "Evaluating the potential contribution of contract auctions to Agri-Environmental Policy efficiency: A simulation model for Emilia-Romagna (Italy)," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 11(2), June.
  13. Estela Bee Dagum, 2010. "Time Series Modelling and Decomposition," Statistica, Department of Statistics, University of Bologna, vol. 70(4), pages 433-457.
  14. Dagum, Estela Bee, 2010. "Business Cycles and Current Economic Analysis/Los ciclos económicos y el análisis económico actual," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 28, pages 577-594, Diciembre.

2009

  1. Michele Costa, 2009. "Transvariation and inequality between subpopulations in the Dagum’s Gini index decomposition," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 229-241.
  2. Monia Lupparelli & Giovanni M. Marchetti & Wicher P. Bergsma, 2009. "Parameterizations and Fitting of Bi-directed Graph Models to Categorical Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(3), pages 559-576.
  3. Diego Luis Gonzalez & Simone Giannerini & Rodolfo Rosa, 2009. "The mathematical structure of the genetic code: a tool for inquiring on the origin of life," Statistica, Department of Statistics, University of Bologna, vol. 69(2), pages 143-157.
  4. Mario Mazzocchi & Maddalena Ragona & Melanie Fritz, 2009. "Stock market response to food safety regulations," European Review of Agricultural Economics, Foundation for the European Review of Agricultural Economics, vol. 36(4), pages 571-595, December.
  5. Giuseppe Cavaliere & Luca Fanelli & Paolo Paruolo, 2009. "Tests for cointegration rank and choice of the alternative," Statistical Methods and Applications, Springer, vol. 18(2), pages 169-191, July.
  6. Giuseppe Cavaliere & Luca Fanelli & Attilio Gardini, 2009. "Consumption risk sharing and adjustment costs," Economics Bulletin, AccessEcon, vol. 29(2), pages 1117-1126.
  7. Giuseppe Cavaliere & A. M. Robert Taylor, 2009. "Bootstrap M Unit Root Tests," Econometric Reviews, Taylor & Francis Journals, vol. 28(5), pages 393-421.
  8. Giuseppe Cavaliere & A. M. Robert Taylor, 2009. "A Note on Testing Covariance Stationarity," Econometric Reviews, Taylor & Francis Journals, vol. 28(4), pages 364-371.
  9. Cavaliere, Giuseppe & Taylor, A.M. Robert, 2009. "Heteroskedastic Time Series With A Unit Root," Econometric Theory, Cambridge University Press, vol. 25(05), pages 1228-1276, October.
  10. Cavaliere, Giuseppe & Georgiev, Iliyan, 2009. "Robust Inference In Autoregressions With Multiple Outliers," Econometric Theory, Cambridge University Press, vol. 25(06), pages 1625-1661, December.
  11. Foschi, Paolo & Pascucci, Andrea, 2009. "Calibration of a path-dependent volatility model: Empirical tests," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2219-2235, April.
  12. Estela Bee Dagum & Alessandra Luati, 2009. "A Cascade Linear Filter to Reduce Revisions and False Turning Points for Real Time Trend-Cycle Estimation," Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 40-59.
  13. Olivier Darne & Estelle Bee Dagum, 2009. "Performance of short-term trend predictors for current economic analysis," Economics Bulletin, AccessEcon, vol. 29(1), pages 79-89.
  14. Elena Rusticelli & Richard Ashley & Estela Bee Dagum & Douglas Patterson, 2009. "A New Bispectral Test for NonLinear Serial Dependence," Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 279-293.
  15. Estela Bee Dagum & Silvano Bordignon, 2009. "Editorial: Special Issue on Statistical Inference on Time Series Stochastic and Deterministic Dynamics," Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 1-3.

2008

  1. Fabrizio Alboni & Furio Camillo & Giorgio Tassinari, 2008. "Labour Market Dualism And The Transition From Temporary To Permanent Employment In The Province Of Bologna," Statistica, Department of Statistics, University of Bologna, vol. 68(2), pages 217-230.
  2. Michele Costa & Luca De Angelis, 2008. "The Multidimensional Measurement Of Poverty: A Fuzzy Set Approach," Statistica, Department of Statistics, University of Bologna, vol. 68(3), pages 303-319.
  3. Francesco Bartolucci & Monia Lupparelli, 2008. "Focused Information Criterion for Capture-Recapture Models for Closed Populations," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 35(4), pages 629-649.
  4. Mario Mazzocchi & Alexandra Lobb & W. Bruce Traill & Alessio Cavicchi, 2008. "Food Scares and Trust: A European Study," Journal of Agricultural Economics, Wiley Blackwell, vol. 59(1), pages 2-24, 02.
  5. Luca Fanelli, 2008. "Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(1), pages 53-66, 02.
  6. Giuseppe Cavaliere & Luca Fanelli & Attilio Gardini, 2008. "International dynamic risk sharing," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(1), pages 1-16.
  7. Fanelli, Luca, 2008. "Evaluating New Keynesian Phillips Curve under VAR-Based Learning," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 2(33), pages 1-24.
  8. Giuseppe Cavaliere & A. M. Robert Taylor, 2008. "Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(2), pages 300-330, 03.
  9. Cavaliere, Giuseppe & Georgiev, Iliyan, 2008. "Regime-Switching Autoregressive Coefficients And The Asymptotics For Unit Root Tests," Econometric Theory, Cambridge University Press, vol. 24(04), pages 1137-1148, August.
  10. Cavaliere, Giuseppe & Taylor, A.M. Robert, 2008. "Testing for a change in persistence in the presence of non-stationary volatility," Journal of Econometrics, Elsevier, vol. 147(1), pages 84-98, November.
  11. Cavaliere, Giuseppe & Taylor, A.M. Robert, 2008. "Bootstrap Unit Root Tests For Time Series With Nonstationary Volatility," Econometric Theory, Cambridge University Press, vol. 24(01), pages 43-71, February.
  12. Paolo Foschi & Andrea Pascucci, 2008. "Path dependent volatility," Decisions in Economics and Finance, Springer, vol. 31(1), pages 13-32, May.
  13. Sergo Gomez i Paloma & Vittorio Galerani & Meri Ragi & Davide Viagi & Dimitar Nikolov, 2008. "Methodological Approach for Evaluation ff Investment Behavior of Farmers in Different Development Scenarios," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 81-96.
  14. Dagum, Estela Bee & Bianconcini, Silvia, 2008. "The Henderson Smoother in Reproducing Kernel Hilbert Space," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 536-545.

2007

  1. Silvia cagnone & Stefania Mignani, 2007. "Assessing the goodness of fit of a latent variable model for ordinal data," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 337-361.
  2. Silvia Bianconcini & Silvia Cagnone & Stefania Mignani & paola.monari@unibo.it, 2007. "A latent curve analysis of unobserved heterogeneity in university achievements," Statistica, Department of Statistics, University of Bologna, vol. 67(1), pages 55-67.
  3. Candela Guido & Giannerini Simone & Scorcu Antonello E., 2007. "Rimini. Structural Features of a Mature Seaside Destination," Economia dei Servizi, Società editrice il Mulino, issue 1, pages 123-146.
  4. Candela Guido & Giannerini Simone & Scorcu Antonello E., 2007. "Flows and Characteristics of Tourist Destinations and Districts. An Introduction," Economia dei Servizi, Società editrice il Mulino, issue 1, pages 47-58.
  5. Fanelli, Luca, 2007. "Present Value Relations, Granger Noncausality, And Var Stability," Econometric Theory, Cambridge University Press, vol. 23(06), pages 1254-1260, December.
  6. Cavaliere, Giuseppe & Taylor, A.M. Robert, 2007. "Testing for unit roots in time series models with non-stationary volatility," Journal of Econometrics, Elsevier, vol. 140(2), pages 919-947, October.
  7. Cavaliere, Giuseppe & Georgiev, Iliyan, 2007. "Testing For Unit Roots In Autoregressions With Multiple Level Shifts," Econometric Theory, Cambridge University Press, vol. 23(06), pages 1162-1215, December.
  8. Bartolini, F. & Bazzani, G.M. & Gallerani, V. & Raggi, M. & Viaggi, D., 2007. "The impact of water and agriculture policy scenarios on irrigated farming systems in Italy: An analysis based on farm level multi-attribute linear programming models," Agricultural Systems, Elsevier, vol. 93(1-3), pages 90-114, March.

2006

  1. Michele costa, 2006. "The Dagum model of human capital distribution," Statistica, Department of Statistics, University of Bologna, vol. 66(3), pages 313-324.
  2. Dagum, Estela Bee & Giannerini, Simone, 2006. "A critical investigation on detrending procedures for non-linear processes," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 175-191, March.
  3. Mario Mazzocchi & Davide Delle Monache & Alexandra Lobb, 2006. "A structural time series approach to modelling multiple and resurgent meat scares in Italy," Applied Economics, Taylor & Francis Journals, vol. 38(14), pages 1677-1688.
  4. Mazzocchi, Mario, 2006. "Time patterns in UK demand for alcohol and tobacco: an application of the EM algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2191-2205, May.
  5. Mario Mazzocchi, 2006. "No News Is Good News: Stochastic Parameters versus Media Coverage Indices in Demand Models after Food Scares," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 88(3), pages 727-741.
  6. Fanelli, Luca, 2006. "Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration," Journal of Economic Dynamics and Control, Elsevier, vol. 30(3), pages 445-456, March.
  7. Luca Fanelli, 2006. "Dynamic adjustment cost models with forward-looking behaviour," Econometrics Journal, Royal Economic Society, vol. 9(1), pages 23-47, 03.
  8. Cavaliere, Giuseppe & Fanelli, Luca & Gardini, Attilio, 2006. "Regional consumption dynamics and risk sharing in Italy," International Review of Economics & Finance, Elsevier, vol. 15(4), pages 525-542.
  9. Giuseppe Cavaliere & A. M. Robert Taylor, 2006. "Testing the Null of Co-integration in the Presence of Variance Breaks," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(4), pages 613-636, 07.
  10. Giuseppe Cavaliere & A. M. Robert Taylor, 2006. "Testing for a Change in Persistence in the Presence of a Volatility Shift," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 761-781, December.
  11. Giuseppe Cavaliere & Iliyan Georgiev, 2006. "A note on unit root testing in the presence of level shifts," Statistica, Department of Statistics, University of Bologna, vol. 66(1), pages 4-18.
  12. Joan Pujol & Meri Raggi & Davide Viaggi, 2006. "The potential impact of markets for irrigation water in Italy and Spain: a comparison of two study areas ," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 50(3), pages 361-380, 09.
  13. Pujol, Joan & Raggi, Meri & Viaggi, Davide, 2006. "The potential impact of markets for irrigation water in Italy and Spain: a comparison of two study areas," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 50(3), September.
  14. Estela Bee Dagum & Camilo Dagum, 2006. "Stochastic and deterministic trend models," Statistica, Department of Statistics, University of Bologna, vol. 66(3), pages 269-280.

2005

  1. Alessandra Luati & Giorgio Tassinari, 2005. "Intervention analysis to identify significant exposures in pulsing advertising campaigns: an operative procedure," Computational Management Science, Springer, vol. 4(4), pages 295-308, November.
  2. Attilio Gardini & Michele Costa & Stefano Iezzi, 2005. "Latent class models in financial data analysis," Statistica, Department of Statistics, University of Bologna, vol. 65(1), pages 41-60.
  3. Luca Fanelli & Emanuele Bacchiocchi, 2005. "Testing the purchasing power parity through I(2) cointegration techniques," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(6), pages 749-770.
  4. Attilio Gardini & Giuseppe Cavaliere & Luca Fanelli, 2005. "Risk Sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia," Rivista di Politica Economica, SIPI Spa, vol. 95(3), pages 219-266, May-June.
  5. Giuseppe Cavaliere, 2005. "Testing mean reversion in target-zone exchange rates," Applied Economics, Taylor & Francis Journals, vol. 37(20), pages 2335-2347.
  6. Cavaliere, Giuseppe & Taylor, A.M. Robert, 2005. "Stationarity Tests Under Time-Varying Second Moments," Econometric Theory, Cambridge University Press, vol. 21(06), pages 1112-1129, December.
  7. Cavaliere, Giuseppe, 2005. "Limited Time Series With A Unit Root," Econometric Theory, Cambridge University Press, vol. 21(05), pages 907-945, October.
  8. Giuseppe Cavaliere, 2005. "Unit Root Tests under Time-Varying Variances," Econometric Reviews, Taylor & Francis Journals, vol. 23(3), pages 259-292.

2004

  1. Giannerini Simone & Rosa Rodolfo, 2004. "Assessing Chaos in Time Series: Statistical Aspects and Perspectives," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(2), pages 1-25, May.
  2. Mario Mazzocchi & Gianluca Stefani & Spencer J. Henson, 2004. "Consumer Welfare and the Loss Induced by Withholding Information: The Case of BSE in Italy," Journal of Agricultural Economics, Wiley Blackwell, vol. 55(1), pages 41-58.
  3. Cavaliere, Giuseppe, 2004. "Testing stationarity under a permanent variance shift," Economics Letters, Elsevier, vol. 82(3), pages 403-408, March.
  4. Cavaliere, Giuseppe, 2004. "03.3.2. The Asymptotic Distribution of the Dickey Solution," Econometric Theory, Cambridge University Press, vol. 20(04), pages 808-810, August.
  5. Cristina Bernini & Marzia Freo & Attilio Gardini, 2004. "Quantile estimation of frontier production function," Empirical Economics, Springer, vol. 29(2), pages 373-381, 05.
  6. Bazzani, Guido Maria & di Pasquale, S. & Gallerani, Vittorio & Morganti, S. & Raggi, Meri & Viaggi, Davide, 2004. "The impact of the EU Water Framework Directive on irrigated agriculture in Italy: the case of the North-East fruit district," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 5(1), January.
  7. Dagum Estela Bee & Luati Alessandra, 2004. "Relationship between Local and Global Nonparametric Estimators Measures of Fitting and Smoothing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(2), pages 1-18, May.
  8. Dagum Estela Bee & Proietti Tommaso, 2004. "Introduction," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(2), pages 1-5, May.

2003

  1. Tassinari Giorgio, 2003. "Soddisfazione del cliente e fedeltà alla marca: un legame ambiguo," Micro & Macro Marketing, Società editrice il Mulino, issue 1, pages 21-42.
  2. Michele Costa, 2003. "The factor structure of financial markets: a simulation study of the Italian case," Applied Economics Letters, Taylor & Francis Journals, vol. 10(2), pages 83-86.
  3. Mario Mazzocchi, 2003. "Time-varying coefficients in the Almost Ideal Demand System: an empirical appraisal," European Review of Agricultural Economics, Foundation for the European Review of Agricultural Economics, vol. 30(2), pages 241-270, June.
  4. Giuseppe Cavaliere, 2003. "Asymptotics for unit root tests under Markov�regime-switching," Econometrics Journal, Royal Economic Society, vol. 6(1), pages 193-216, 06.
  5. Cavaliere, Giuseppe, 2003. "03.4.2. The Asymptotic Distribution of the Dickey Fuller Statistic under Nonnegativity Constraint," Econometric Theory, Cambridge University Press, vol. 19(04), pages 691-692, August.
  6. Foschi, Paolo & Kontoghiorghes, Erricos J., 2003. "Estimating seemingly unrelated regression models with vector autoregressive disturbances," Journal of Economic Dynamics and Control, Elsevier, vol. 28(1), pages 27-44, October.
  7. Paolo Foschi & Erricos J. Kontoghiorghes, 2003. "Estimation of VAR Models: Computational Aspects," Computational Economics, Society for Computational Economics, vol. 21(1_2), pages 3-22, 02.
  8. Foschi, Paolo & Belsley, David A. & Kontoghiorghes, Erricos J., 2003. "A comparative study of algorithms for solving seemingly unrelated regressions models," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 3-35, October.

2002

  1. L. Fanelli & M. Mazzocchi, 2002. "A cointegrated VECM demand system for meat in Italy," Applied Economics, Taylor & Francis Journals, vol. 34(13), pages 1593-1605.
  2. Spencer Henson & Mario Mazzocchi, 2002. "Impact of Bovine Spongiform Encephalopathy on Agribusiness in the United Kingdom: Results of an Event Study of Equity Prices," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 84(2), pages 370-386.
  3. Fanelli, Luca, 2002. "A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables," Journal of Economic Dynamics and Control, Elsevier, vol. 26(1), pages 117-139, January.
  4. Foschi, Paolo & Kontoghiorghes, Erricos J., 2002. "Seemingly unrelated regression model with unequal size observations: computational aspects," Computational Statistics & Data Analysis, Elsevier, vol. 41(1), pages 211-229, November.

2001

  1. Giuseppe Cavaliere, 2001. "Testing the unit root hypothesis using generalized range statistics," Econometrics Journal, Royal Economic Society, vol. 4(1), pages 39.

2000

  1. Mazzocchi, Mario & Montresor, Elisa, 2000. "A Multivariate Statistical Approach to the Analysis of Rural Development," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 1(2), August.

1999

  1. Attilio Gardini & Giuseppe Cavaliere & Michele Costa, 1999. "A new approach to stock price modelling and the efficiency of the Italian stock exchange," Statistical Methods and Applications, Springer, vol. 8(1), pages 25-47, April.
  2. Guiseppe Cavaliere & Michele Costa, 1999. "Firm size and the Italian Stock Exchange," Applied Economics Letters, Taylor & Francis Journals, vol. 6(11), pages 729-734.

1998

  1. Tassinari Giorgio, 1998. "Un modello dinamico per l'analisi delle asimmetrie competitive," Micro & Macro Marketing, Società editrice il Mulino, issue 3, pages 423-448.

1997

  1. Costa, Michele & Gardini, Attilio & Paruolo, Paolo, 1997. "A Reduced Rank Regression Approach to Tests of Asset Pricing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 59(1), pages 163-81, February.

1993

  1. Dagum, Estela Bee & Quenneville, Benoit, 1993. "Dynamic linear models for time series components," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 333-351.

1989

  1. Dagum, Estela Bee, 1989. "The future of the forecasting profession," International Journal of Forecasting, Elsevier, vol. 5(2), pages 155-157.

1987

  1. Dagum, Estela Bee & Laniel, Normand, 1987. "Revisions of Trend-Cycle Estimators of Moving Average Seasonal Adjustment Methods," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(2), pages 177-89, April.

1984

  1. Dagum, Estela Bee & Laniel, Normand J D, 1984. "Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(4), pages 328-32, October.
  2. Dagum, Estela Bee & Morry, Marietta, 1984. "Basic Issues on the Seasonal Adjustment of the Canadian Consumer Price Index," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(3), pages 250-59, July.

1965

  1. Estela Maria Bee de Dagum, 1965. "L'inflation structurelle en Amérique latine : le cas de l'Argentine," Revue Tiers Monde, Programme National Persée, vol. 6(21), pages 3-40.

Books

2009

  1. Mazzocchi, Mario & Traill, W. Bruce & Shogren, Jason F., 2009. "Fat Economics: Nutrition, Health, and Economic Policy," OUP Catalogue, Oxford University Press, number 9780199213863, September.