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Information about:
Michele Costa

Personal Details | Affiliation | Works

This is information that was supplied by Michele Costa in registering through RePEc. If you are Michele Costa , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Michele
Middle Name:
Last Name: Costa
Suffix:

RePEc Short-ID: pco43

Email:
Homepage: http://www2.stat.unibo.it/costa/default.htm
Postal Address: Dipartimento di Scienze Statistiche Via Belle Arti, 41 40126 Bologna Italy
Phone: 0039 051 2098192

Affiliation

(in no particular order)

Dipartimento di Scienze Statistiche "Paolo Fortunati" (Department of Statistics)
Alma Mater Studiorum - Università di Bologna (University of Bologna)
Location: Bologna, Italy
Homepage: http://www.stat.unibo.it/
Email:
Phone: +39 0 51 209.82.01
Fax: +39 0 51 23.21.53
Postal: Via Belle Arti, 41 - Bologna
Handle: RePEc:edi:dsbolit (registered authors at this institution)

Works

Working papers

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. [Downloadable!]
Costa, Michele, 2002. "A multidimensional approach to the measurement of poverty," IRISS Working Paper Series 2002-05, IRISS at CEPS/INSTEAD. [Downloadable!]
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. [Downloadable!]
Published as:
- 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.
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. [Downloadable!]
Michele Costa, 1992. "The determination of the number of factors in a factor model," Quaderni di Dipartimento 8, Department of Statistics, University of Bologna. [Downloadable!]

Articles

Michele Costa, 2003. "The factor structure of financial markets: a simulation study of the Italian case," Applied Economics Letters, Taylor and Francis Journals, vol. 10(2), pages 83-86, February. [Downloadable!] (restricted)
Cavaliere, Guiseppe & Costa, Michele, 1999. "Firm Size and the Italian Stock Exchange," Applied Economics Letters, Taylor and Francis Journals, vol. 6(11), pages 729-34, November. [Downloadable!] (restricted)
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.
Other versions:
- 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. [Downloadable!]

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-ECM: Econometrics (1) 2003-01-12 Author is listed
NEP-LAB: Labour Economics (1) 2003-01-12 Author is listed

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This page was last updated on 2009-11-16.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.