IDEAS home Printed from https://ideas.repec.org/d/dsfirit.html

Some searches may not work properly. We apologize for the inconvenience.

 

Publications

by members of

Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti"
Università degli Studi di Firenze
Firenze, Italy

(Department of Statistics, University of Florence)

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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

Undated material is listed at the end

2024

  1. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2024. "The information matrix test for Gaussian mixtures," Working Papers wp2024_2401, CEMFI.
  2. Eleonora Trappolini & Giammarco Alderotti & Alyce Raybould, 2024. "Health in early adulthood and fertility: a study based on the 1958 British cohort," Econometrics Working Papers Archive 2024_01, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".

2023

  1. Giorgio Calzolari & Roxana Halbleib & Christian Mucher, 2023. "Sequential Estimation of Multivariate Factor Stochastic Volatility Models," Papers 2302.07052, arXiv.org.
  2. Raffaele Guetto & Giammarco Alderotti & Daniele Vignoli, 2023. "Can Policy Reforms Enhance Fertility? An Ex-Ante Evaluation through Factorial Survey Experiments," Econometrics Working Papers Archive 2023_08, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  3. Elena Bastianelli & Raffaele Guetto & Daniele Vignoli, 2023. "The changing socioeconomic gradient in the dissolution of marriage and cohabitation: Evidence from a latecomer of the Second Demographic Transition," Econometrics Working Papers Archive 2023_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  4. Raffaele Guetto & Valentina Tocchioni & Daniele Vignoli, 2023. "The Causal Impact of Temporary Employment on First Births in Italy: An Update," Econometrics Working Papers Archive 2023_06, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  5. Elia Moracci & Raffaele Guetto & Daniele Vignoli, 2023. "Intergenerational Transmission of Home-Leaving Patterns," Econometrics Working Papers Archive 2023_10, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".

2022

  1. Martín Almuzara & Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022. "GDP Solera. The Ideal Vintage Mix," Working Papers wp2022_2204, CEMFI.
  2. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022. "PML vs minimum χ 2 : the comeback," Working Papers wp2022_2210, CEMFI.
  3. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022. "Specification tests for non-Gaussian structural vector autoregressions," Working Papers wp2022_2212, CEMFI.
  4. Giammarco Alderotti & Raffaele Guetto & Paolo Barbieri & Stefani Scherer & Daniele Vignoli, 2022. "Unstable Employment Careers and Completed Fertility before and after Labour Market Deregulation in Italy," Econometrics Working Papers Archive 2022_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  5. Ryohei Mogi & Ryota Mugiyama & Giammarco Alderotti, 2022. "Employment uncertainty and non-coresidential partnership in very-low fertility countries: Italy and Japan," Econometrics Working Papers Archive 2022_07, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  6. Giammarco Alderotti & Chiara Rapallini & Silvio Traverso, 2022. "The Big Five Personality Traits and Earnings: A Meta-Analysis," Working Papers - Economics wp2022_14.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  7. Daniele Vignoli & Raffaele Guetto & Daniela Bellani, 2022. "Covid-19 as an Engine of Family Reshuffling. Gender Equality and Relationship Quality during the Pandemic," Econometrics Working Papers Archive 2022_01, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  8. Elena Bastianelli & Raffaele Guetto & Daniele Vignoli, 2022. "The impact of labour market deregulation reforms on fertility in Europe," Econometrics Working Papers Archive 2022_04, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".

2021

  1. Martín Almuzara & Gabriele Fiorentini & Enrique Sentana, 2021. "Aggregate Output Measurements: A Common Trend Approach," Working Papers wp2021_2101, CEMFI.
  2. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Moment tests of independent components," Working Papers wp2021_2102, CEMFI.
  3. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Multivariate Hermite polynomials and information matrix tests," Working Papers wp2021_2103, CEMFI.
  4. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Tests for random coefficient variation in vector autoregressive models," Working Papers wp2021_2108, CEMFI.
  5. Giovanni Abramo & Ciriaco Andrea D'Angelo & Leonardo Grilli, 2021. "The effects of citation-based research evaluation schemes on self-citation behavior," Papers 2102.05358, arXiv.org.
  6. Calza, Alessandro & Hey, Julius-Benjamin & Parrini, Alessandro & Sauer, Stephan, 2021. "Corporate loans, banks’ internal risk estimates and central bank collateral: evidence from the euro area," Working Paper Series 2579, European Central Bank.
  7. Valentina Tocchioni & Anna Rybińska & Monika Mynarska & Anna Matysiak & Daniele Vignoli, 2021. "Life-course trajectories of childless women: Country-specific or universal?," Econometrics Working Papers Archive 2021_01, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  8. Fausta Ongaro & Valentina Tocchioni, 2021. "Adding up risks: Sexual debut and substance use among Italian university students," Econometrics Working Papers Archive 2021_14, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  9. Valentina Tocchioni & Marcantonio Caltabiano & Silvia Meggiolaro, 2021. "Diverse pathways in young Italians’ entrance into sexual life: The association with gender and birth cohort," Econometrics Working Papers Archive 2021_11, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  10. Raffaele Guetto & Maria Francesca Morabito & Daniele Vignoli & Matthias Vollbracht, 2021. "Media Coverage of the Economy and Fertility," Econometrics Working Papers Archive 2021_12, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  11. Elena Pirani & Raffaele Guetto, 2021. "I genitori single in Italia e gli effetti della pandemia di Covid-19 sul loro benessere e sulle relazioni familiari," Econometrics Working Papers Archive 2021_19, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".

2020

  1. Gabriele Fiorentini & Enrique Sentana, 2020. "Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions," Working Papers wp2020_2023, CEMFI.
  2. Raffaele Guetto & Daniele Vignoli & Alessio Lachi, 2020. "Higher Parental Socioeconomic Status Accelerates Sexual Debut in Italy," Econometrics Working Papers Archive 2020_04, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  3. Danilo Bolano & Daniele Vignoli, 2020. "First Union Formation in Australia: Actual Constraints or Perceived Uncertainty?," Econometrics Working Papers Archive 2020_07, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  4. Daniela Bellani & Bruno Arpino & Daniele Vignoli, 2020. "In medio stat filius. The relationship between time preferences and fertility," Econometrics Working Papers Archive 2020_02, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  5. Niccolò Innocenti & Daniele Vignoli & Luciana Lazzeretti, 2020. "Economic Complexity and Fertility. Insights from a Low Fertility Country," Econometrics Working Papers Archive 2020_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  6. Daniele Vignoli & Raffaele Guetto & Giacomo Bazzani & Elena Pirani & Alessandra Minello, 2020. "Economic Uncertainty and Fertility in Europe: Narratives of the Future," Econometrics Working Papers Archive 2020_01, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  7. Giammarco Alderotti & Cecilia Tomassini & Daniele Vignoli, 2020. "Antecedents of 'Grey Divorces' in Europe: The Role of Children and Grandchildren," Econometrics Working Papers Archive 2020_08, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  8. Valentina Tocchioni & Alessandra Petrucci, 2020. "Italian PhD students at the borders: The relationship between family background and international mobility," Econometrics Working Papers Archive 2020_10, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  9. Raffaele Guetto & Giacomo Bazzani & Daniele Vignoli, 2020. "Narratives of the future shape fertility in uncertain times. Evidence from the COVID-19 pandemic," Econometrics Working Papers Archive 2020_11, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  10. Rodríguez Vignoli, Jorge & San Juan Bernuy, Victoria, 2020. "Maternidad, fecundidad y paridez en la adolescencia y la juventud: continuidad y cambio en América Latina," Población y Desarrollo 45838, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).

2019

  1. Manuela Stranges & Daniele Vignoli, 2019. "“Like A Virgin”. Correlates Of Virginity Among Italian University Students," Working Papers 201908, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
  2. Manuela Stranges & Daniele Vignoli & Alessandra Venturini, 2019. ""Comparison is the thief of joy". Does social comparison affect migrants’ subjective well-being?," Econometrics Working Papers Archive 2019_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  3. Manuela Stranges & Daniele Vignoli & Alessandra Venturini, 2019. "Comparison Is The Thief Of Joy. Does Social Comparison Affect Migrants’ Subjective Well-Being?," Working Papers 201906, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
  4. Chiara L. Comolli & Daniele Vignoli, 2019. "Spread-ing uncertainty, shrinking birth rates," Econometrics Working Papers Archive 2019_08, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  5. Gianpiero Dalla Zuanna & Marcantonio Caltabiano & Alessandra Minello & Daniele Vignoli, 2019. "Catching up! The sexual opinions and behaviour of Italian students (2000-2017)," Econometrics Working Papers Archive 2019_02, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  6. Valentina Tocchioni & Ann Berrington & Daniele Vignoli & Agnese Vitali, 2019. "Housing uncertainty and the transition to parenthood among Britain’s "Generation Rent"," Econometrics Working Papers Archive 2019_07, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  7. Giammarco Alderotti & Daniele Vignoli & Michela Baccini & Anna Matysiak, 2019. "Employment Uncertainty and Fertility: A Network Meta-Analysis of European Research Findings," Econometrics Working Papers Archive 2019_06, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  8. Arianna Gatta & Francesco Mattioli & Letizia Mencarini & Daniele Vignoli, 2019. "Employment Uncertainty and Fertility Intentions: Stability or Resilience?," Econometrics Working Papers Archive 2019_12, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  9. Ivana Fellini & Raffaele Guetto, 2019. "Legal Status and Immigrants’ Labour Market Outcomes: Comparative Evidence from a Quasi-Experiment in Western and Southern Europe," Econometrics Working Papers Archive 2019_11, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".

2018

  1. Gabriele Fiorentini & Alessandro Galesi & Gabriel Pérez-Quirós & Enrique Sentana, 2018. "The rise and fall of the natural interest rate," Working Papers 1822, Banco de España.
  2. Gabriele Fiorentini & Enrique Sentana, 2018. "Consistent Non-Gaussian Pseudo Maximum Likelihood Estimators," Working Papers wp2018_1802, CEMFI.
  3. Gabriele Fiorentini & Enrique Sentana, 2018. "Specification Tests for Non-Gaussian Maximum Likelihood Estimators," Working Papers wp2018_1804, CEMFI.
  4. Gabriele Fiorentini & Enrique Sentana, 2018. "New Testing Approaches for Mean-Variance Predictability," Working Papers wp2018_1814, CEMFI.
  5. Letizia Mencarini & Delia Irazú Hernández-Farías & Mirko Lai & Viviana Patti & Emilio Sulis & Daniele Vignoli, 2018. "Italian happy parents In Twitter," Working Papers 117, "Carlo F. Dondena" Centre for Research on Social Dynamics (DONDENA), Università Commerciale Luigi Bocconi.
  6. Daniele Vignoli & Letizia Mencarini & Giammarco Alderotti, 2018. "Is the Impact of Employment Uncertainty on Fertility Intentions Channeled by Subjective Well-Being?," Econometrics Working Papers Archive 2018_04, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  7. Anna Matysiak & Tomas Sobotka & Daniele Vignoli, 2018. "The Great Recession and Fertility in Europe: A Sub-National Analysis," VID Working Papers 1802, Vienna Institute of Demography (VID) of the Austrian Academy of Sciences in Vienna.
  8. Daniele Vignoli & Valentina Tocchioni & Alessandra Mattei, 2018. "First-Birth Gains and Losses from the First Job in Italy: The Role of Employment Uncertainty," Econometrics Working Papers Archive 2018_02, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".

2017

  1. Marco Mariani & Alessandra Mattei & Lorenzo Storchi & Daniele Vignoli, 2017. "The ambiguous effects of public assistance to youth and female start-ups between job creation and entrepreneurship enhancement," Econometrics Working Papers Archive 2017_04, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  2. Marcantonio Caltabiano & Emanuela Dreassi & Emilia Rocco & Daniele Vignoli, 2017. "A subregional space-time exploration of family change: Italian municipalities, 1991-2011," Econometrics Working Papers Archive 2017_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  3. Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2017. "Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity," Econometrics Working Papers Archive 2017_02, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  4. Bruno Bertaccini & Antonio Giusti & Alessandra Petrucci, 2017. "Opinioni degli studenti universitari sulla didattica ed i servizi erogati dagli Atenei italiani: un nuovo modello di valutazione," Econometrics Working Papers Archive 2017_06, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".

2016

  1. Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana, 2016. "A spectral EM algorithm for dynamic factor models," Working Papers 1619, Banco de España.
  2. Fabrizio Cipollini & Giampiero Gallo & Andrea Ugolini, 2016. "Median Response to Shocks: A Model for VaR Spillovers in East Asia," Econometrics Working Papers Archive 2016_01, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  3. Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2016. "Copula--based Specification of vector MEMs," Papers 1604.01338, arXiv.org.
  4. Valentina Tocchioni, 2016. "Exploring the childless universe: profiles and fertility intentions of men and women without children in Italy," Econometrics Working Papers Archive 2016_09, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  5. Gustavo De Santis & Valentina Tocchioni & Chiara Seghieri & Sabina Nuti, 2016. "Women’s satisfaction during pregnancy and at delivery in Tuscany (Italy)," Econometrics Working Papers Archive 2016_08, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".

2015

  1. Giorgio Calzolari, 2015. "Indirect estimation and econometrics exams: how to live a round life," Econometrics Working Papers Archive 2015_01, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  2. Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana, 2015. "Fast ML estimation of dynamic bifactor models: an application to European inflation," Working Papers 1525, Banco de España.
  3. Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2015. "Survive or Die? A Decade of Tough Competition for Foreign Affiliates," Working Papers - Economics wp2015_12.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  4. Giorgia Giovannetti & Marco Sanfilippo, & Margherita Velucchi, 2015. "Divers Twins: The Impact of China on Italian and German Manufacturing Exports," Working Papers - Economics wp2015_07.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  5. Vignoli, Daniele & Venturini, Alessandra & Pirani, Elena, 2015. "Female Migration and Native Marital Stability: Insights from Italy," IZA Discussion Papers 9421, Institute of Labor Economics (IZA).
  6. Daniele Vignoli & Valentina Tocchioni & Silvana Salvini, 2015. "Uncertain Lives. Insights into the Role of Job Precariousness in Union Formation," Econometrics Working Papers Archive 2015_02, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  7. Anna Matysiak & Letizia Mencarini & Daniele Vignoli, 2015. "Work-family Conflict Moderates the Impact of Childbearing on Subjective Well-Being," Carlo Alberto Notebooks 435, Collegio Carlo Alberto.

2014

  1. Giorgio Calzolari & Antonino Di Pino, 2014. "Self-Selection and Direct Estimation of Across-Regime Correlation Parameter," Econometrics Working Papers Archive 2014_04, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  2. Anna Gottard & Giorgio Calzolari, 2014. "Alternative estimating procedures for multiple membership logit models with mixed effects: indirect inference and data cloning," Econometrics Working Papers Archive 2014_07, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  3. Giorgio Calzolari & Laura Magazzini, 2014. "Improving GMM efficiency in dynamic models for panel data with mean stationarity," Working Papers 12/2014, University of Verona, Department of Economics.
  4. Gabriele Fiorentini & Enrique Sentana, 2014. "Neglected Serial Correlation Tests in UCARIMA Models," Working Papers wp2014_1406, CEMFI.
  5. Trude Lappegård & Sebastian Klüsener & Daniele Vignoli, 2014. "Social norms, economic conditions and spatial variation of childbearing within cohabitation across Europe," MPIDR Working Papers WP-2014-002, Max Planck Institute for Demographic Research, Rostock, Germany.
  6. Daniele Vignoli & Maria Letizia Tanturri & Francesco Acciai, 2014. "Home Bitter Home? Gender, Living Arrangements, and the Exclusion from Home-Ownership among Older Europeans," Econometrics Working Papers Archive 2014_05, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  7. Elena Pirani & Daniele Vignoli, 2014. "Are spouses more satisfied than cohabitors? A survey over the last twenty years in Italy," Econometrics Working Papers Archive 2014_09, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  8. Letizia Mencarini & Daniele Vignoli, 2014. "Women’s employment makes unions more stable, if the male partners contribute to the unpaid household work," Econometrics Working Papers Archive 2014_06, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  9. Anna Baranowska-Rataj & Monika Mynarska & Daniele Vignoli, 2014. "A Dirty Look From The Neighbors. Does Living In A Religious Neighborhood Prevent Cohabitation?," Working Papers 71, Institute of Statistics and Demography, Warsaw School of Economics.
  10. Arnaud Régnier-Loilier & Daniele Vignoli, 2014. "Similar incidence, different nature? Characteristics of Living Apart Together relationships in France and Italy," Econometrics Working Papers Archive 2014_11, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  11. Letizia Mencarini & Daniele Vignoli, 2014. "Woman's employment makes unions more stable, if the partner contributes to the unpaid work," Carlo Alberto Notebooks 377, Collegio Carlo Alberto.
  12. Francesco Calvori & Fabrizio Cipollini & Giampiero M. Gallo, 2014. "Go with the Flow: A GAS model for Predicting Intra-daily Volume Shares," Econometrics Working Papers Archive 2014_01, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", revised Feb 2014.
  13. Davide Azzolini & Raffaele Guetto, 2014. "Mixed-Nativity Marriages: a Marker of Immigrants' Integration or Marginality in the Host Countries? Evidence from Italy," FBK-IRVAPP Working Papers 2014-03, Research Institute for the Evaluation of Public Policies (IRVAPP), Bruno Kessler Foundation.

2013

  1. Giorgio Calzolari & Laura Magazzini, 2013. "A powerful test of mean stationarity in dynamic models for panel data: Monte Carlo evidence," Working Papers 14/2013, University of Verona, Department of Economics.
  2. Gabriele Fiorentini & Enrique Sentana, 2013. "Dynamic Specification Tests for Dynamic Factor Models," Working Papers wp2013_1306, CEMFI.
  3. Monika Mynarska & Anna Matysiak & Anna Rybiñska & Valentina Tocchioni & Daniele Vignoli, 2013. "Diverse Paths into Childlessness over the Life Course," Working Papers 58, Institute of Statistics and Demography, Warsaw School of Economics.
  4. Parrini, Alessandro, 2013. "Importance Sampling for Portfolio Credit Risk in Factor Copula Models," MPRA Paper 103745, University Library of Munich, Germany.
  5. Giusti, Antonio & Grassini, Laura & Viviani, Alessandro, 2013. "Information sources on tourism demand: a comparison," MPRA Paper 48572, University Library of Munich, Germany.
  6. Giusti, Antonio & Viviani, Alessandro, 2013. "Social diversity: a look at tourism," MPRA Paper 49671, University Library of Munich, Germany.

2012

  1. Giorgio Calzolari & Roxana Halbleib & Alessandro Parrini, 2012. "Indirect Estimation of α-Stable Garch Models," Working Paper Series of the Department of Economics, University of Konstanz 2012-31, Department of Economics, University of Konstanz.
  2. Calzolari, Giorgio, 2012. "Econometric notes," MPRA Paper 36765, University Library of Munich, Germany.
  3. Laura Magazzini & Giorgio Calzolari, 2012. "Identification of linear panel data models when instruments are not available," Working Papers 06/2012, University of Verona, Department of Economics.
  4. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2012. "Sequential Estimation of Shape Parameters in Multivariate Dynamic Models," Working Papers wp2012_1201, CEMFI.
  5. Gabriele Fiorentini & Enrique Sentana, 2012. "Tests for Serial Dependence in Static, Non-Gaussian Factor Models," Working Papers wp2012_1211, CEMFI.
  6. Bartolucci, Francesco & Grilli, Leonardo & Pieroni, Luca, 2012. "Estimating dynamic causal effects with unobserved confounders: a latent class version of the inverse probability weighted estimator," MPRA Paper 43430, University Library of Munich, Germany.
  7. Doretti, Marco, 2012. "Modelli di scoring per il rischio paese [Scoring models for country risk]," MPRA Paper 38898, University Library of Munich, Germany.
  8. Giorgia Giovannetti, Marco Sanfilippo and Margherita Velucchi, 2012. "The impact of China on manufacturing exports of Italy and Germany," RSCAS Working Papers 2012/26, European University Institute.
  9. Parrini, Alessandro, 2012. "Indirect estimation of GARCH models with alpha-stable innovations," MPRA Paper 38544, University Library of Munich, Germany.
  10. Silvia Podetti, 2012. "La “migrazione produttiva” delle imprese italiane in Romania: analisi empirica e implicazioni per le politiche di sistema," Working Papers 1209, c.MET-05 - Centro Interuniversitario di Economia Applicata alle Politiche per L'industria, lo Sviluppo locale e l'Internazionalizzazione.

2011

  1. Giorgio Calzolari & Laura Magazzini, 2011. "Moment Conditions and Neglected Endogeneity in Panel Data Models," Working Papers 02/2011, University of Verona, Department of Economics.
  2. Giorgia Giovannetti & Marco Sanfilippo & Margherita Velucchi, 2011. "The “China effect” on EU Exports to OECD markets – A focus on Italy," Working Papers - Economics wp2011_17.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  3. Anna Matysiak & Marta Styrc & Daniele Vignoli, 2011. "The changing educational gradient in marital disruption: A meta-analysis of European longitudinal research," Working Papers 45, Institute of Statistics and Demography, Warsaw School of Economics.
  4. Anna Matysiak & Daniele Vignoli, 2011. "Different women’s employment and fertility behaviours in similar institutional settings: Evidence from Italy and Poland," Working Papers 41, Institute of Statistics and Demography, Warsaw School of Economics.
  5. Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo, 2011. "Multiplicative Error Models," Econometrics Working Papers Archive 2011_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", revised Apr 2011.

2010

  1. Giorgio Calzolari & Laura Neri, 2010. "The Method of Simulated Scores for Estimating Multinormal Regression Models with Missing Values," Econometrics Working Papers Archive wp2010_01, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  2. Laura Magazzini & Giorgio Calzolari, 2010. "Negative variance estimates in panel data models," Working Papers 15/2010, University of Verona, Department of Economics.
  3. F. Francavilla & Gianna Claudia Giannelli & Leonardo Grilli, 2010. "Mothers’ Employment and their Children’s Schooling: a Joint Multilevel Analysis for India," Working Papers - Economics wp2010_07.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  4. Parrini, Alessandro & Doretti, Marco & Lapini, Gabriele, 2010. "Modelli a Equazioni Strutturali per la Valutazione dell'Esperienza Universitaria nell'Ateneo Fiorentino [Structural Equation Models for the assessment of the University experience at the University," MPRA Paper 43412, University Library of Munich, Germany.
  5. Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2010. "Heterogeneity in Managerial Strategies and Internationalization of Firms: the case of Italy," Working Papers - Economics wp2010_04.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.

2009

  1. Giorgio Calzolari & Laura Magazzini, 2009. "Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood," Working Papers 53/2009, University of Verona, Department of Economics.
  2. Gabriele Fiorentini & Enrique Sentana, 2009. "Dynamic Specification Tests for Static Factor Models," Working Papers wp2009_0912, CEMFI.
  3. Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2009. "Location, Internationalization and Performance of Firms in Italy: a Multilevel Approach," Working Papers - Economics wp2009_09.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  4. Anna Matysiak & Daniele Vignoli, 2009. "Finding the "right moment" for the first baby to come: a comparison between Italy and Poland," MPIDR Working Papers WP-2009-011, Max Planck Institute for Demographic Research, Rostock, Germany.
  5. Fabrizio Cipollini & Giampiero M. Gallo, 2009. "Automated Variable Selection in Vector Multiplicative Error Models," Econometrics Working Papers Archive wp2009_02, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  6. Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo, 2009. "Intra-daily Volume Modeling and Prediction for Algorithmic Trading," Econometrics Working Papers Archive wp2009_01, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  7. Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2009. "Semiparametric vector MEM," Econometrics Working Papers Archive wp2009_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  8. Parrini, Alessandro, 2009. "Algoritmi di flusso massimo al minimo costo [Maximum flow - minimum cost algorithms]," MPRA Paper 39759, University Library of Munich, Germany.

2008

  1. Christophe Planas & Alessandro Rossi & Gabriele Fiorentini, 2008. "The marginal likelihood of Structural Time Series Models, with application to the euro area and US NAIRU," Working Paper series 21_08, Rimini Centre for Economic Analysis.
  2. Arpino, Bruno & Mealli, Fabrizia, 2008. "The specification of the propensity score in multilevel observational studies," MPRA Paper 17407, University Library of Munich, Germany.
  3. Francavilla, Francesca & Giannelli, Gianna Claudia & Grilli, Leonardo, 2008. "School Attendance of Children and the Work of Mothers: A Joint Multilevel Model for India," IZA Discussion Papers 3531, Institute of Labor Economics (IZA).
  4. Robert F. Engle & Giampiero M. Gallo & Margherita Velucchi, 2008. "A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets," Econometrics Working Papers Archive wp2008_09, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".

2007

  1. Gabriele Fiorentini & Giorgio Calzolari & Enrique Sentana, 2007. "Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks," Working Paper series 40_07, Rimini Centre for Economic Analysis.
  2. Gabriele Fiorentini & Enrique Sentana, 2007. "On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models," Working Papers wp2007_0713, CEMFI.
  3. Giampiero Gallo & Margherita Velucchi, 2007. "On the Interaction between Ultra–high Frequency Measures of Volatility," Econometrics Working Papers Archive wp2007_01, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  4. Margherita Velucchi, 2007. "Regime Switching: Italian Financial Markets over a Century," Econometrics Working Papers Archive wp2007_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  5. Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2007. "Size, Innovation and Internationalization: A Survival Analysis of Italian Firms," Working Papers - Economics wp2007_07, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  6. Agata V. D´Addato & Daniele Vignoli & Sutay Yavuz, 2007. "Towards smaller family size in Egypt, Morocco and Turkey: overall change over time or socio-economic compositional effect?," MPIDR Working Papers WP-2007-012, Max Planck Institute for Demographic Research, Rostock, Germany.
  7. Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2007. "A Model for Multivariate Non-negative Valued Processes in Financial Econometrics," Econometrics Working Papers Archive wp2007_16, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".

2006

  1. Marco Lombardi & Giorgio Calzolari, 2006. "Indirect estimation of alpha-stable stochastic volatility models," Econometrics Working Papers Archive wp2006_07, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  2. Ichino, Andrea & Nannicini, Tommaso & Mealli, Fabrizia, 2006. "From Temporary Help Jobs to Permanent Employment: What Can We Learn from Matching Estimators and their Sensitivity?," CEPR Discussion Papers 5736, C.E.P.R. Discussion Papers.
  3. Pudney, Stephen & Mealli, Fabrizia & C. Rosati, Furio, 2006. "Measuring the economic vulnerability of children in developing countries: an application to Guatemala," ISER Working Paper Series 2006-28, Institute for Social and Economic Research.
  4. Daniele Vignoli, 2006. "Fertility change in Egypt: from second to third birth," MPIDR Working Papers WP-2006-011, Max Planck Institute for Demographic Research, Rostock, Germany.
  5. Anna Matysiak & Daniele Vignoli, 2006. "Fertility and women’s employment: a meta-analysis," MPIDR Working Papers WP-2006-048, Max Planck Institute for Demographic Research, Rostock, Germany.
  6. Fabrizio Cipollini & Robert F. Engle & Giampiero Gallo, 2006. "Vector Multiplicative Error Models: Representation and Inference," Econometrics Working Papers Archive wp2006_15, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  7. Buzzigoli, Lucia & Giusti, Antonio, 2006. "From Marginals to Array Structure with the Shuttle Algorithm," MPRA Paper 49245, University Library of Munich, Germany.

2005

  1. Otranto, Edoardo & Calzolari, Giorgio & Di Iorio, Francesca, 2005. "Indirect estimation of Markov switching models with endogenous switching," MPRA Paper 22983, University Library of Munich, Germany, revised 2005.
  2. Arnstein Aassve & Henriette Engelhardt & Francesca Francavilla & Abbi Kedir & Jungho Kim & Fabrizia Mealli & Letizia Mencarini & Stephen Pudney & Alexia Prskawetz, 2005. "Poverty and Fertility in Less Developed Countries: A Comparative Analysis," Discussion Papers in Economics 05/28, Division of Economics, School of Business, University of Leicester.

2004

  1. Enrique Sentana & Giorgio Calzolari & Gabriele Fiorentini, 2004. "Indirect Estimation of Conditionally Heteroskedastic Factor Models," Working Papers wp2004_0409, CEMFI.
  2. Marco J. Lombardi & Giorgio Calzolari, 2004. "Indirect estimation of alpha-stable distributions and processes," Econometrics Working Papers Archive wp2004_07, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".

2003

  1. Gabriele Fiorentini & Enrique Sentana & Giorgio Calzolari, 2003. "On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models," Working Papers wp2003_0306, CEMFI.
  2. Neil Shephard & Enrique Sentana & Gabriele Fiorentini, 2003. "Likelihood-based estimation of latent generalised ARCH," Economics Series Working Papers 2004-FE-02, University of Oxford, Department of Economics.
  3. Guarcelllo, Lorenzo & Mealli, Fabrizia & Rosati, Furio Camillo, 2003. "Household vulnerability and child labor : the effect of shocks, credit rationing and insurance," Social Protection Discussion Papers and Notes 29136, The World Bank.

2002

  1. Gabriele Fiorentini & Enrique Sentana & Neil Shephard, 2002. "Likelihood-Based Estimation of Latent Generalised ARCH Structures," Working Papers wp2002_0204, CEMFI.

2001

  1. Giorgio Calzolari & F. Mealli & C. Rampichini, 2001. "Alternative Simulation-Based Estimators of Logit Models with Random Effects," Econometrics Working Papers Archive quaderno48, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  2. Calzolari, Giorgio & Magazzini, Laura & Mealli, Fabrizia, 2001. "Simulation-based estimation of Tobit model with random effects," MPRA Paper 22985, University Library of Munich, Germany, revised 2001.
  3. Calzorali, Giorgio & Fiorentini, Gabriele & Sentana, Enrique, 2001. "Constrained indirect inference estimation," LSE Research Online Documents on Economics 25061, London School of Economics and Political Science, LSE Library.

2000

  1. Giorgio Calzolari & Gabriele Fiorentini & Enrique Sentana, 2000. "Constrained EMM and Indirect Inference Estimation. Versión Revisada," Working Papers wp2000_0005, CEMFI.
  2. Gabriele Fiorentini & Enrique Sentana & Giorgio Calzolari, 2000. "The Score of Conditionally Heteroskedastic Dynamic Regression Models with Student t Innovations, and an LM Test for Multivariate Normality.Versión Revisada," Working Papers wp2000_0007, CEMFI.
  3. Calzolari, G. & Fiorentini, G. & Sentana, E., 2000. "Constrained EMM and Indirect Inference Estimation," Papers 0005, Centro de Estudios Monetarios Y Financieros-.
  4. Fiorentini, G. & Sentana, E. & Calzolari, G., 2000. "The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality," Papers 0007, Centro de Estudios Monetarios Y Financieros-.
  5. Mealli, Fabrizia & D'Agostino, Antonella, 2000. "Modelling short unemployment in Europe," ISER Working Paper Series 2000-06, Institute for Social and Economic Research.

1999

  1. Giorgio Calzolari & F. Di Iorio & G. Fiorentini, 1999. "Indirect Estimation of Just-Identified Models with Control Variates," Econometrics Working Papers Archive quaderno46, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".

1998

  1. Gabriele Fiorentini & Francesca Di Iorio & Giorgio Calzolari, 1998. "- Control Variates For Variance Reduction In Indirect Inference: Interest Rate Models In Continuous Time," Working Papers. Serie AD 1998-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  2. Weihs, Claus & Calzolari, Giorgio & Roehl, Michael C., 1998. "Variance reduction with Monte Carlo estimates of error rates in multivariate classification," MPRA Paper 24425, University Library of Munich, Germany.
  3. Gabriele Fiorentini & Christophe Planas, 1998. "- Non-Admissibility And The Specification Of Unobserved Components Models," Working Papers. Serie AD 1998-10, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).

1997

  1. Gabriele Fiorentini & Giorgio Calzolari, 1997. "A tobit model with garch errors," Working Papers. Serie AD 1997-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  2. Enrique Sentana & Gabriele Fiorentini, 1997. "Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Models.Versión Revisada," Working Papers wp1997_9709, CEMFI.
  3. Sentana, E. & Fiorentini, G., 1997. "Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model," Papers 9709, Centro de Estudios Monetarios Y Financieros-.

1996

  1. Gabriele Fiorentini & Christophe Planas, 1996. "Non-Admissible Decompositions in Unobserved Components Models," Working Papers wp1996_9613, CEMFI.
  2. Gabriele Fiorentini & Enrique Sentana, 1996. "Conditional Means of Time Series Processes and Time Series Processes for Conditional Means," Working Papers wp1996_9617, CEMFI.

1995

  1. Gabriele Fiorentini & Giorgio Calzolari & Lorenzo Panattoni, 1995. "Analytic Derivatives and the Computation of GARCH Estimates," Working Papers wp1995_9519, CEMFI.
  2. Gabriele Fiorentini & Agustín Maravall, 1995. "Unobserved Components in ARCH Models: An Application to Seasonal Adjustment," Working Papers wp1995_9509, CEMFI.

1994

  1. Calzolari, Giorgio & Fiorentini, Gabriele, 1994. "Conditional heteroskedasticity in nonlinear simultaneous equations," MPRA Paper 24428, University Library of Munich, Germany.

1993

  1. Calzolari, Giorgio & Fiorentini, Gabriele, 1993. "Estimating variances and covariances in a censored regression model," MPRA Paper 22598, University Library of Munich, Germany, revised 1993.
  2. Calzolari, Giorgio & Fiorentini, Gabriele & Panattoni, Lorenzo, 1993. "Alternative estimators of the covariance matrix in GARCH models," MPRA Paper 24433, University Library of Munich, Germany.

1992

  1. Calzolari, Giorgio, 1992. "Stima delle equazioni simultanee non-lineari: una rassegna [Estimation of nonlinear simultaneous equations: a survey]," MPRA Paper 24123, University Library of Munich, Germany, revised 1992.

1991

  1. Bianchi, Carlo & Calzolari, Giorgio & Sterbenz, Frederic P., 1991. "Simulation of interest rate options using ARCH," MPRA Paper 24844, University Library of Munich, Germany.

1989

  1. Calzolari, Giorgio & Sampoli, Letizia, 1989. "Instrumental variables interpretations of FIML and nonlinear FIML," MPRA Paper 29024, University Library of Munich, Germany.

1988

  1. Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio, 1988. "A trade-off criterion for evaluating effectiveness and reliability of alternative policy actions," MPRA Paper 23869, University Library of Munich, Germany.
  2. Calzolari, Giorgio & Panattoni, Lorenzo, 1988. "Il problema della coerenza delle previsioni nei modelli econometrici non lineari [The coherency problem when forecasting with nonlinear econometric models]," MPRA Paper 23904, University Library of Munich, Germany.

1987

  1. Calzolari, Giorgio & Panattoni, Lorenzo, 1987. "Finite sample performance of the robust Wald test in simultaneous equation systems," MPRA Paper 22557, University Library of Munich, Germany.
  2. Calzolari, Giorgio, 1987. "La varianza delle previsioni nei modelli econometrici [Forecast variance in econometric models]," MPRA Paper 23866, University Library of Munich, Germany.
  3. Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio & Panattoni, Lorenzo, 1987. "Forecast variance in simultaneous equation models: analytic and Monte Carlo methods," MPRA Paper 24541, University Library of Munich, Germany.

1986

  1. Weihs, Claus & Calzolari, Giorgio & Panattoni, Lorenzo, 1986. "The behavior of trust-region methods in FIML estimation," MPRA Paper 24122, University Library of Munich, Germany, revised 1987.
  2. Brillet, Jean-Louis & Calzolari, Giorgio & Panattoni, Lorenzo, 1986. "Coherent optimal prediction with large nonlinear systems: an example based on a French model," MPRA Paper 29057, University Library of Munich, Germany.
  3. Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio, 1986. "Forecasts and constraints on policy actions: the reliability of alternative instruments," MPRA Paper 29119, University Library of Munich, Germany.
  4. Bianchi, Carlo & Calzolari, Giorgio & Weihs, Claus, 1986. "Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models," MPRA Paper 29120, University Library of Munich, Germany.

1985

  1. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Panattoni, Lorenzo, 1985. "Asymptotic properties of dynamic multipliers in nonlinear econometric models," MPRA Paper 24401, University Library of Munich, Germany.
  2. Calzolari, Giorgio & Panattoni, Lorenzo, 1985. "Gradient methods in FIML estimation of econometric models," MPRA Paper 24843, University Library of Munich, Germany.
  3. Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio, 1985. "Effectiveness versus reliability of policy actions under government budget constraint: the case of France," MPRA Paper 29055, University Library of Munich, Germany.

1984

  1. Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio, 1984. "Analyse et mesure de l'incertitude en prevision d'un modele econometrique. Application au modele mini-DMS [Analysis and measurement of forecast uncertainty in an econometric model. Application to m," MPRA Paper 22565, University Library of Munich, Germany, revised 1984.
  2. Calzolari, Giorgio & Panattoni, Lorenzo, 1984. "A Simulation Study on FIML Covariance Matrix," MPRA Paper 28804, University Library of Munich, Germany.
  3. Calzolari, Giorgio & Panattoni, Lorenzo, 1984. "Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix," MPRA Paper 28806, University Library of Munich, Germany.

1983

  1. Bianchi, Carlo & Calzolari, Giorgio, 1983. "Standard errors of forecasts in dynamic simulation of nonlinear econometric models: some empirical results," MPRA Paper 22657, University Library of Munich, Germany, revised 1983.
  2. Calzolari, Giorgio & Panattoni, Lorenzo, 1983. "Hessian and approximated Hessian matrices in maximum likelihood estimation: a Monte Carlo study," MPRA Paper 28847, University Library of Munich, Germany.
  3. Bianchi, Carlo & Calzolari, Giorgio, 1983. "Confidence intervals of forecasts from nonlinear econometric models," MPRA Paper 29025, University Library of Munich, Germany.
  4. Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio, 1983. "Analysis and measurement of the uncertainty in Mini-Dms model for the French economy," MPRA Paper 29056, University Library of Munich, Germany.

1982

  1. Bianchi, Carlo & Calzolari, Giorgio, 1982. "Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods," MPRA Paper 22559, University Library of Munich, Germany.
  2. Bianchi, Carlo & Calzolari, Giorgio & Sartori, Franco, 1982. "Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana [2SLS with principal components: estimation of a nonlinear model of the Italian economy]," MPRA Paper 22665, University Library of Munich, Germany, revised 1982.
  3. Calzolari, Giorgio & Bianchi, Carlo & Corsi, Paolo & Panattoni, Lorenzo, 1982. "Uncertainty of policy recommendations for nonlinear econometric models: some empirical results," MPRA Paper 28846, University Library of Munich, Germany.

1981

  1. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1981. "Standard errors of multipliers and forecasts from structural coefficients with block-diagonal covariance matrix," MPRA Paper 22678, University Library of Munich, Germany, revised 1981.
  2. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1981. "Alternative estimates of the Klein-I model," MPRA Paper 23337, University Library of Munich, Germany, revised Sep 1981.

1980

  1. Bianchi, Carlo & Calzolari, Giorgio, 1980. "A simulation approach to some dynamic properties of econometric models," MPRA Paper 24421, University Library of Munich, Germany.
  2. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Panattoni, Lorenzo, 1980. "Significance of the characteristic roots of linearized econometric models," MPRA Paper 24882, University Library of Munich, Germany.

1979

  1. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1979. "Some results on the stochastic simulation of a nonlinear model of the Italian economy," MPRA Paper 22684, University Library of Munich, Germany.
  2. Bianchi, Carlo & Calzolari, Giorgio, 1979. "Condensed version of the OECD foreign trade by commodities tapes," MPRA Paper 23074, University Library of Munich, Germany, revised Oct 1979.
  3. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1979. "A package for analytic simulation of econometric models," MPRA Paper 24134, University Library of Munich, Germany.
  4. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1979. "On the restricted reduced form of the Klein-I model: revised computations to complete "A note on the numerical results by Goldberger, Nagar and Odeh", Econometrica, 47 (1979)," MPRA Paper 24137, University Library of Munich, Germany.
  5. Bianchi, Carlo & Calzolari, Giorgio, 1979. "Simulation of a nonlinear econometric model," MPRA Paper 24440, University Library of Munich, Germany, revised 1980.
  6. Calzolari, Giorgio, 1979. "Stochastic simulation experiments on Model 5 of Bonn University," MPRA Paper 24456, University Library of Munich, Germany.
  7. Calzolari, Giorgio, 1979. "The asymptotic distribution of power spectra in dynamic econometric models," MPRA Paper 24460, University Library of Munich, Germany.
  8. Calzolari, Giorgio, 1979. "The deterministic simulation bias in the Klein-Goldberger model," MPRA Paper 24461, University Library of Munich, Germany.

1978

  1. Bianchi, Carlo & Calzolari, Giorgio & Cleur, Eugene M., 1978. "Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy," MPRA Paper 22966, University Library of Munich, Germany, revised 1978.
  2. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1978. "Stochastic simulation: a package for Monte Carlo experiments on econometric models," MPRA Paper 23073, University Library of Munich, Germany, revised Mar 1978.
  3. Bianchi, Carlo & Calzolari, Giorgio & Cleur, Eugene M. & Gambetta, Guido & Stagni, Anna & Sterbenz, Frederic, 1978. "Stochastic simulation and dynamic properties of the new version of the Italian model," MPRA Paper 23355, University Library of Munich, Germany, revised Oct 1978.
  4. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1978. "Stochastic simulation of econometric models: installation procedures and user's instructions," MPRA Paper 24173, University Library of Munich, Germany.
  5. Bianchi, Carlo & Calzolari, Giorgio & Doret, Remi, 1978. "Ven der Giessen's reordering algorithm in the program for stochastic simulation of econometric models," MPRA Paper 24880, University Library of Munich, Germany.
  6. Bianchi, Carlo & Calzolari, Giorgio & Lischi, Pierluigi, 1978. "A manageable support for the O.E.C.D. data on foreign trade by commodities," MPRA Paper 25923, University Library of Munich, Germany.
  7. Bianchi, Carlo & Calzolari, Giorgio, 1978. "La varianza dell'errore di previsione nei modelli econometrici: applicazione ad un modello nonlineare dell'economia italiana [The variance of forecast errors in econometric models: application to a," MPRA Paper 29121, University Library of Munich, Germany.

1977

  1. Calzolari, Giorgio & Corsi, Paolo, 1977. "Stochastic simulation as a validation tool for econometric models," MPRA Paper 21226, University Library of Munich, Germany.
  2. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1977. "The asymptotic distribution of impact multipliers for a non-linear structural econometric model," MPRA Paper 24537, University Library of Munich, Germany, revised 1979.

1976

  1. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1976. "Divergences in the results of stochastic and deterministic simulation of an Italian non linear econometric model," MPRA Paper 21287, University Library of Munich, Germany.
  2. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1976. "Simulation properties of alternative methods of estimation: an application to a model of the Italian economy," MPRA Paper 22965, University Library of Munich, Germany, revised 1976.
  3. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1976. "Utilizing a program loaded into the user program area to load another module in the same user program area," MPRA Paper 23062, University Library of Munich, Germany, revised Sep 1976.
  4. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1976. "User defined functions and operators," MPRA Paper 23063, University Library of Munich, Germany, revised Sep 1976.
  5. Calzolari, Giorgio & Ciriani, Tito A. & Corsi, Paolo, 1976. "Generation and testing of pseudo-random numbers to be used in the stochastic simulation of econometric models," MPRA Paper 24172, University Library of Munich, Germany.
  6. Bianchi, Carlo & Calzolari, Giorgio & Ciriani, Tito A. & Corsi, Paolo & Cleur, Eugene M. & Sitzia, Bruno & Romagnoli, Gian C., 1976. "Analisi e simulazione stocastica di un modello aggregato dell'economia italiana 1952-1971 [Analysis and stochastic simulation of a macro model of the Italian economy 1952-1971]," MPRA Paper 24423, University Library of Munich, Germany.
  7. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1976. "Monte Carlo methods in econometrics: a package for the stochastic simulation," MPRA Paper 24538, University Library of Munich, Germany.
  8. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Sitzia, Bruno, 1976. "Stochastic simulation of an aggregated model of the Italian economy: methodological and empirical aspects," MPRA Paper 28944, University Library of Munich, Germany.

1975

  1. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1975. "DMS/2: un sistema per la soluzione e simulazione interattiva di modelli econometrici [DMS/2: a system for interactive solution and simulation of econometric models]," MPRA Paper 24881, University Library of Munich, Germany.

1974

  1. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Sartori, Franco & Specioso, Isidoro, 1974. "Aggiornamento del modello al 1974 e nuove simulazioni [Updating the model and new simulations for 1974]," MPRA Paper 22677, University Library of Munich, Germany, revised 1975.
  2. Calzolari, Giorgio, 1974. "Interactive management for time series," MPRA Paper 22693, University Library of Munich, Germany, revised 1974.

1973

  1. Calzolari, Giorgio, 1973. "IMTS: un linguaggio per la gestione dell'archivio delle serie storiche [IMTS: a programming language to manage the time series data base]," MPRA Paper 24439, University Library of Munich, Germany.

Undated

  1. Gabriele Fiorentini & Angel León & Gonzalo Rubio, "undated". "Short-term options with stochastic volatility: Estimation and empirical performance," Studies on the Spanish Economy 02, FEDEA.
  2. D.F. Deadman & F. Mealli & D.J. Pyle, "undated". "Cash Limits and the Control of Public Expenditure in the United Kingdom," Discussion Papers in Economics 95/1, Division of Economics, School of Business, University of Leicester.
  3. Fabrizia Mealli & Stephen Pudney, "undated". "Specification Tests for Random-Effects Transition Models An Application to a Model of the Role of YTS in the Youth Labour Market," Discussion Papers in Economics 95/5, Division of Economics, School of Business, University of Leicester.
  4. Francesco Galassi & Fabrizia Mealli & Stephen Pudney, "undated". "Econometrics and the Renaissance: A Discrete Random-Effects Panel Data Model of Farm Tenures in Fifteenth Century Florence," Discussion Papers in Economics 96/6, Division of Economics, School of Business, University of Leicester.
  5. Fabrizia Mealli & Stephen Pudney, "undated". "Applying Heterogeneous Transition Models in Labour Economics: The Role of Youth Training in labour Market transitions," Discussion Papers in Public Sector Economics 99/5, Division of Economics, School of Business, University of Leicester.

Journal articles

2024

  1. Andrea Ballerini & Raffaele Guetto, 2024. "Single-parent families and adolescents wellbeing in Europe: a multilevel analysis (Best Young Researcher Paper 2023)," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, vol. 78(1), pages 208-221, January-M.
  2. Eleonora Miaci & Raffaele Guetto & Daniele Vignoli, 2024. "Fertility intentions in Italy during the Covid-19 Pandemic. Evidence from the Familydemic survey," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, vol. 78(1), pages 222-234, January-M.
  3. Fabrizio De Fausti & Roberta Radini & Tiziana Tuoto & Luca Valentino, 2024. "Mobile phone data for population estimates and for mobility and commuting pattern analyses," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, vol. 78(1), pages 235-247, January-M.

2023

  1. Giorgio Calzolari & Maria Gabriella Campolo & Antonino Pino & Laura Magazzini, 2023. "Assessing individual skill influence on housework time of Italian women: an endogenous-switching approach," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 32(2), pages 659-679, June.
  2. Laura Magazzini & Giorgio Calzolari, 2023. "A Lagrange multiplier test for the mean stationarity assumption in dynamic panel-data models," Stata Journal, StataCorp LP, vol. 23(2), pages 418-437, June.
  3. Fiorentini, Gabriele & Sentana, Enrique, 2023. "Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions," Journal of Econometrics, Elsevier, vol. 235(2), pages 643-665.
  4. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2023. "PML versus minimum $${\chi }^{2}$$ χ 2 : the comeback," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 14(3), pages 253-300, December.
  5. Anna Gottard & Giulia Vannucci & Leonardo Grilli & Carla Rampichini, 2023. "Mixed-effect models with trees," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 17(2), pages 431-461, June.
  6. Silvia Bacci & Bruno Bertaccini & Simone Del Sarto & Leonardo Grilli & Carla Rampichini, 2023. "Statistical methods to estimate the impact of remote teaching on university students’ performance," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(6), pages 5513-5531, December.
  7. Viviana Carcaiso & Leonardo Grilli, 2023. "Quantile regression for count data: jittering versus regression coefficients modelling in the analysis of credits earned by university students after remote teaching," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 32(4), pages 1061-1082, October.
  8. Leonardo Grilli & Carla Rampichini, 2023. "Review of Multilevel and Longitudinal Modeling Using Stata, Fourth Edition, by Sophia Rabe-Hesketh and Anders Skrondal," Stata Journal, StataCorp LP, vol. 23(3), pages 901-904, September.
  9. Alderotti, Giammarco & Rapallini, Chiara & Traverso, Silvio, 2023. "The Big Five personality traits and earnings: A meta-analysis," Journal of Economic Psychology, Elsevier, vol. 94(C).
  10. Elena Bastianelli & Raffaele Guetto & Daniele Vignoli, 2023. "Employment Protection Legislation, Labour Market Dualism, and Fertility in Europe," European Journal of Population, Springer;European Association for Population Studies, vol. 39(1), pages 1-27, December.

2022

  1. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022. "Moment tests of independent components," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 13(1), pages 429-474, May.
  2. Raffaele Guetto & Francesca Zanasi & Maria Carella, 2022. "Non-intact Families and Children’s Educational Outcomes: Comparing Native and Migrant Pupils," European Journal of Population, Springer;European Association for Population Studies, vol. 38(5), pages 1065-1094, December.
  3. Raffaele Guetto & Giacomo Bazzani & Daniele Vignoli, 2022. "Narratives of the future and fertility decision-making in uncertain times. An application to the COVID-19 pandemic," Vienna Yearbook of Population Research, Vienna Institute of Demography (VID) of the Austrian Academy of Sciences in Vienna, vol. 20(1), pages 223-260.

2021

  1. Giorgio Calzolari & Roxana Halbleib & Aygul Zagidullina, 2021. "A Latent Factor Model for Forecasting Realized Variances [Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk]," Journal of Financial Econometrics, Oxford University Press, vol. 19(5), pages 860-909.
  2. Giorgio Calzolari & Maria Gabriella Campolo & Antonino Di Pino & Laura Magazzini, 2021. "Maximum likelihood estimation of an across-regime correlation parameter," Stata Journal, StataCorp LP, vol. 21(2), pages 430-461, June.
  3. Fiorentini, Gabriele & Sentana, Enrique, 2021. "New testing approaches for mean–variance predictability," Journal of Econometrics, Elsevier, vol. 222(1), pages 516-538.
  4. Gabriele Fiorentini & Enrique Sentana, 2021. "Specification tests for non‐Gaussian maximum likelihood estimators," Quantitative Economics, Econometric Society, vol. 12(3), pages 683-742, July.
  5. Abramo, Giovanni & D'Angelo, Ciriaco Andrea & Grilli, Leonardo, 2021. "The effects of citation-based research evaluation schemes on self-citation behavior," Journal of Informetrics, Elsevier, vol. 15(4).
  6. Marcantonio Caltabiano & Silvia Meggiolaro & Valentina Tocchioni, 2021. "Young Italians� sexual debut: the role of family," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, vol. 75(3), pages 125-136, July-Sept.
  7. Raffaele Guetto & Elena Pirani & Patrizio Lodetti, 2021. "The wellbeing of single parents in Italy before and after the covid-19 pandemic," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, vol. 75(4), pages 108-118, October-D.

2020

  1. Biagio Simonetti & Fabrizio Antolini & Rosella Castellano & Michele Gallo & María Rosario González-Rodríguez & Antonio Giusti & Pasquale Sarnacchiaro, 2020. "Special issue: Qualitative and quantitative methods in tourism research," Quality & Quantity: International Journal of Methodology, Springer, vol. 54(5), pages 1385-1386, December.

2019

  1. Laura Magazzini & Giorgio Calzolari, 2019. "Testing initial conditions in dynamic panel data models," Econometric Reviews, Taylor & Francis Journals, vol. 39(2), pages 115-134, December.
  2. Fiorentini, Gabriele & Sentana, Enrique, 2019. "Consistent non-Gaussian pseudo maximum likelihood estimators," Journal of Econometrics, Elsevier, vol. 213(2), pages 321-358.
  3. Gabriele Fiorentini & Enrique Sentana, 2019. "Dynamic specification tests for dynamic factor models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 325-346, April.
  4. Leonardo Grilli & Carla Rampichini, 2019. "Discussion of ‘The class of CUB models: statistical foundations, inferential issues and empirical evidence’ by Domenico Piccolo and Rosaria Simone," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 28(3), pages 459-463, September.
  5. Diederik Boertien & Daniele Vignoli, 2019. "Legalizing Same-Sex Marriage Matters for the Subjective Well-being of Individuals in Same-Sex Unions," Demography, Springer;Population Association of America (PAA), vol. 56(6), pages 2109-2121, December.
  6. Daniele Vignoli & Andrea Ciccarelli & Elena Fabrizi, 2019. "Labour market circumstances and fertility in Italy: a first glance through adsilc data," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, vol. 73(4), pages 17-28, October-D.
  7. Bruno Bertaccini & Antonio Giusti & Alessandra Petrucci, 2019. "Students’ opinions on teaching and services provided by the Italian Universities: a proposal for a new evaluation scheme," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(2), pages 1037-1050, March.
  8. Massimiliano Menzietti & Maria Francesca Morabito & Manuela Stranges, 2019. "Mortality Projections for Small Populations: An Application to the Maltese Elderly," Risks, MDPI, vol. 7(2), pages 1-25, March.
  9. Esteve Palós, Albert & San Juan Bernuy, Victoria, 2019. "Amores imposibles: la brecha entre universitarios y el resto de grupos educativos en los mercados matrimoniales de América Latina, 1970-2010," Notas de Población, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), July.

2018

  1. Calzolari, Giorgio & Halbleib, Roxana, 2018. "Estimating stable latent factor models by indirect inference," Journal of Econometrics, Elsevier, vol. 205(1), pages 280-301.
  2. Fiorentini, Gabriele & Galesi, Alessandro & Sentana, Enrique, 2018. "A spectral EM algorithm for dynamic factor models," Journal of Econometrics, Elsevier, vol. 205(1), pages 249-279.
  3. Silvia Duranti & Maria Luisa Maitino & Valentina Patacchini & Carla Rampichini & Nicola Sciclone, 2018. "What Training for the Unemployed? An Impact Evaluation for Targeting Training Courses," Politica economica, Società editrice il Mulino, issue 3, pages 241-272.
  4. Giorgia Giovannetti & Marco Sanfilippo & Margherita Velucchi, 2018. "Diverse twins: analysing China’s impact on Italian and German exports using a multilevel quantile regressions approach," Applied Economics, Taylor & Francis Journals, vol. 50(28), pages 3051-3065, June.
  5. Natalie Nitsche & Anna Matysiak & Jan Bavel & Daniele Vignoli, 2018. "Partners’ Educational Pairings and Fertility Across Europe," Demography, Springer;Population Association of America (PAA), vol. 55(4), pages 1195-1232, August.
  6. Letizia Mencarini & Daniele Vignoli & Tugba Zeydanli & Jungho Kim, 2018. "Life satisfaction favors reproduction. The universal positive effect of life satisfaction on childbearing in contemporary low fertility countries," PLOS ONE, Public Library of Science, vol. 13(12), pages 1-19, December.
  7. Arnaud Régnier-Loilier & Daniele Vignoli, 2018. "The diverse nature of living apart together relationships: an Italy–France comparison," Journal of Population Research, Springer, vol. 35(1), pages 1-22, March.
  8. Ivana Fellini & Raffaele Guetto & Emilio Reyneri, 2018. "Poor Returns to Origin-Country Education for Non-Western Immigrants in Italy: An Analysis of Occupational Status on Arrival and Mobility," Social Inclusion, Cogitatio Press, vol. 6(3), pages 34-47.
  9. Raffaele Guetto, 2018. "Employment Returns to Tertiary Education for Immigrants in Western Europe: Cross-Country Differences Before and After the Economic Crisis," Social Inclusion, Cogitatio Press, vol. 6(3), pages 64-77.

2017

  1. Giorgio Calzolari & Antonino Di Pino, 2017. "Self-selection and direct estimation of across-regime correlation parameter," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(12), pages 2142-2160, September.
  2. Gabriele Fiorentini & Christophe Planas & Alessandro Rossi, 2017. "Marginal distribution of Markov-switching VAR processes," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(13), pages 6605-6623, July.
  3. Giovannetti, Giorgia & Ricchiuti, Giorgio & Velucchi, Margherita, 2017. "Size and technology: The Odd Couple for affiliates survival," Structural Change and Economic Dynamics, Elsevier, vol. 40(C), pages 64-71.
  4. Daniele Vignoli & Elena Pirani & Alessandra Venturini, 2017. "Female Migration and Native Marital Stability: Insights from Italy," Journal of Family and Economic Issues, Springer, vol. 38(1), pages 118-128, March.
  5. Claudio Petti & Lauretta Rubini & Silvia Podetti, 2017. "Government Support and R&D Investment Effectiveness in Chinese SMEs: A Complex Relationship," Asian Economic Papers, MIT Press, vol. 16(1), pages 201-226, Winter/Sp.
  6. Davide Azzolini & Raffaele Guetto & Joan Eliel Madia, 2017. "Do Mixed Unions Foster Integration? The Educational Outcomes of Mixed-Parentage Children in Italy," Journal of International Migration and Integration, Springer, vol. 18(4), pages 1033-1060, November.

2016

  1. Fiorentini, Gabriele & Planas, Christophe & Rossi, Alessandro, 2016. "Skewness and kurtosis of multivariate Markov-switching processes," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 153-159.
  2. Gabriele Fiorentini & Enrique Sentana, 2016. "Neglected serial correlation tests in UCARIMA models," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 7(1), pages 121-178, March.
  3. Abramo, Giovanni & D’Angelo, Andrea Ciriaco & Grilli, Leonardo, 2016. "From rankings to funnel plots: The question of accounting for uncertainty when assessing university research performance," Journal of Informetrics, Elsevier, vol. 10(3), pages 854-862.
  4. Marco Doretti & Sara Geneletti & Elena Stanghellini, 2016. "Tackling non-ignorable dropout in the presence of time varying confounding," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 65(5), pages 775-795, November.
  5. Anna Matysiak & Letizia Mencarini & Daniele Vignoli, 2016. "Work–Family Conflict Moderates the Relationship Between Childbearing and Subjective Well-Being," European Journal of Population, Springer;European Association for Population Studies, vol. 32(3), pages 355-379, August.
  6. Raffaele Guetto & Moreno Mancosu & Stefani Scherer & Giulia Torricelli, 2016. "The Spreading of Cohabitation as a Diffusion Process: Evidence from Italy," European Journal of Population, Springer;European Association for Population Studies, vol. 32(5), pages 661-686, December.

2015

  1. Abramo, Giovanni & D’Angelo, Ciriaco Andrea & Grilli, Leonardo, 2015. "Funnel plots for visualizing uncertainty in the research performance of institutions," Journal of Informetrics, Elsevier, vol. 9(4), pages 954-961.
  2. Mauro, Vincenzo & Biggeri, Mario & Grilli, Leonardo, 2015. "Does Community-Based Rehabilitation Enhance the Multidimensional Well-Being of Deprived Persons With Disabilities? A Multilevel Impact Evaluation," World Development, Elsevier, vol. 76(C), pages 190-202.
  3. Leonardo Grilli & Carla Rampichini, 2015. "Specification of random effects in multilevel models: a review," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(3), pages 967-976, May.
  4. Leonardo Grilli & Carla Rampichini & Roberta Varriale, 2015. "Binomial Mixture Modeling of University Credits," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(22), pages 4866-4879, November.
  5. Enrico Conti & Silvia Duranti & Carla Rampichini & Nicola Sciclone, 2015. "Quanto conta l?effetto scuola nel ciclo primario? L?efficacia delle istituzioni scolastiche in Toscana," ECONOMIA PUBBLICA, FrancoAngeli Editore, vol. 2015(3), pages 59-84.
  6. Stefania Mignani & Carla Rampichini, 2015. "Introduction to the special section," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(3), pages 879-880, May.
  7. Anna Gottard & Alessandra Mattei & Daniele Vignoli, 2015. "The relationship between education and fertility in the presence of a time varying frailty component," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 178(4), pages 863-881, October.
  8. Daniele Vignoli, 2015. "Sandra Hubert: The Impact of Religiosity on Fertility. A Comparative Analysis of France, Hungary, Norway, and Germany," European Journal of Population, Springer;European Association for Population Studies, vol. 31(4), pages 471-472, October.

2014

  1. Calzolari, Giorgio & Halbleib, Roxana & Parrini, Alessandro, 2014. "Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 158-171.
  2. Gabriele Fiorentini & Enrique Sentana, 2014. "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(2), pages 193-198, April.
  3. Leonardo Grilli & Maria Iannario & Domenico Piccolo & Carla Rampichini, 2014. "Latent class CUB models," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 8(1), pages 105-119, March.
  4. Margherita Velucchi & Alessandro Viviani & Alessandro Zeli, 2014. "Italian Manufacturing and Service Firms Labor Productivity: a Longitudinal Quantile Regression Analysis," Statistica, Department of Statistics, University of Bologna, vol. 74(3), pages 267-293.
  5. Daniele Vignoli & Elena Pirani & Silvana Salvini, 2014. "Family Constellations and Life Satisfaction in Europe," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 117(3), pages 967-986, July.
  6. Anna Matysiak & Marta Styrc & Daniele Vignoli, 2014. "The educational gradient in marital disruption: A meta-analysis of European research findings," Population Studies, Taylor & Francis Journals, vol. 68(2), pages 197-215, July.
  7. Gustavo De Santis & Sven Drefahl & Daniele Vignoli, 2014. "Un indice synthétique de fécondité enrichi à partir des données de panel," Population (french edition), Institut National d'Études Démographiques (INED), vol. 69(3), pages 463-476.

2013

  1. Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique, 2013. "Sequential estimation of shape parameters in multivariate dynamic models," Journal of Econometrics, Elsevier, vol. 177(2), pages 233-249.
  2. Visca, Modesta & Donatini, Andrea & Gini, Rosa & Federico, Bruno & Damiani, Gianfranco & Francesconi, Paolo & Grilli, Leonardo & Rampichini, Carla & Lapini, Gabriele & Zocchetti, Carlo & Di Stanislao,, 2013. "Group versus single handed primary care: A performance evaluation of the care delivered to chronic patients by Italian GPs," Health Policy, Elsevier, vol. 113(1), pages 188-198.
  3. Francavilla, Francesca & Giannelli, Gianna Claudia & Grilli, Leonardo, 2013. "Mothers’ Employment and their Children’s Schooling: A Joint Multilevel Analysis for India," World Development, Elsevier, vol. 41(C), pages 183-195.
  4. Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2013. "Heterogeneity in managerial strategies and internationalization of firms: the case of Italy," ECONOMIA E POLITICA INDUSTRIALE, FrancoAngeli Editore, vol. 2013(2), pages 51-66.
  5. Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2013. "Location, internationalization and performance of firms in Italy: a multilevel approach," Applied Economics, Taylor & Francis Journals, vol. 45(18), pages 2665-2673, June.
  6. Francesco Dainelli & Francesco Giunta & Fabrizio Cipollini, 2013. "Determinants of SME credit worthiness under Basel rules: the value of credit history information," PSL Quarterly Review, Economia civile, vol. 66(264), pages 21-47.
  7. Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2013. "Semiparametric Vector Mem," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(7), pages 1067-1086, November.
  8. Claudio Petti & Silvia Podetti & Lauretta Rubini, 2013. "Innovation in China: Who is the Real Entrepreneur?," L'industria, Società editrice il Mulino, issue 3, pages 433-448.
  9. Antonio GIUSTI & Alessandro VIVIANI, 2013. "Social Diversity A Look At Tourism," Journal of Advanced Research in Management, ASERS Publishing, vol. 4(2), pages 57-64.

2012

  1. Giorgio Calzolari & Laura Magazzini, 2012. "Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood," Empirical Economics, Springer, vol. 43(1), pages 145-152, August.
  2. Fiorentini, G. & Planas, C. & Rossi, A., 2012. "The marginal likelihood of dynamic mixture models," Computational Statistics & Data Analysis, Elsevier, vol. 56(9), pages 2650-2662.
  3. Fabrizia Mealli & Carla Rampichini, 2012. "Evaluating the effects of university grants by using regression discontinuity designs," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 175(3), pages 775-798, July.
  4. Mealli Fabrizia & Mattei Alessandra, 2012. "A Refreshing Account of Principal Stratification," The International Journal of Biostatistics, De Gruyter, vol. 8(1), pages 1-19, April.
  5. Robert F. Engle & Giampiero M. Gallo & Margherita Velucchi, 2012. "Volatility Spillovers in East Asian Financial Markets: A Mem-Based Approach," The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 222-223, February.

2011

  1. Arpino, Bruno & Mealli, Fabrizia, 2011. "The specification of the propensity score in multilevel observational studies," Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1770-1780, April.
  2. Bartolucci, Francesco & Grilli, Leonardo, 2011. "Modeling Partial Compliance Through Copulas in a Principal Stratification Framework," Journal of the American Statistical Association, American Statistical Association, vol. 106(494), pages 469-479.
  3. Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2011. "Size, innovation and internationalization: a survival analysis of Italian firms," Applied Economics, Taylor & Francis Journals, vol. 43(12), pages 1511-1520.
  4. Margherita Velucchi & Alessandro Viviani, 2011. "Determinants of the Italian labor productivity: a quantile regression approach," Statistica, Department of Statistics, University of Bologna, vol. 71(2), pages 213-238.
  5. Arnaud Régnier-Loilier & Daniele Vignoli, 2011. "Intentions de fécondité et obstacles à leur réalisation en France et en Italie. Intentions de fécondité et obstacles à leur réalisation en France et en Italie," Population (french edition), Institut National d'Études Démographiques (INED), vol. 66(2), pages 401-431.
  6. Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo, 2011. "Intra-daily Volume Modeling and Prediction for Algorithmic Trading," Journal of Financial Econometrics, Oxford University Press, vol. 9(3), pages 489-518, Summer.

2010

  1. Lorenzo Guarcello & Fabrizia Mealli & Furio Rosati, 2010. "Household vulnerability and child labor: the effect of shocks, credit rationing, and insurance," Journal of Population Economics, Springer;European Society for Population Economics, vol. 23(1), pages 169-198, January.
  2. Leonardo Grilli & Carla Rampichini, 2010. "Selection bias in linear mixed models," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 309-329.
  3. Daniele Vignoli & Gustavo Santis, 2010. "Individual and Contextual Correlates of Economic Difficulties in Old Age in Europe," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), vol. 29(4), pages 481-501, August.
  4. Cipollini, Fabrizio & Gallo, Giampiero M., 2010. "Automated variable selection in vector multiplicative error models," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2470-2486, November.
  5. Laura Grisotto & Dolores Catelan & Gabriele Accetta & Annibale Biggeri, 2010. "Material deprivation as marker of health needs," Statistica, Department of Statistics, University of Bologna, vol. 70(3), pages 343-352.
  6. Lucia Buzzigoli & Antonio Giusti & Alessandro Viviani, 2010. "The Evaluation of University Departments. A Case Study for Firenze," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 16(1), pages 24-38, February.

2009

  1. Lombardi, Marco J. & Calzolari, Giorgio, 2009. "Indirect estimation of [alpha]-stable stochastic volatility models," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2298-2308, April.
  2. Zhang, Junni L. & Rubin, Donald B. & Mealli, Fabrizia, 2009. "Likelihood-Based Analysis of Causal Effects of Job-Training Programs Using Principal Stratification," Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 166-176.
  3. Alessandra Mattei & Fabrizia Mealli & Stephen Pudney, 2009. "Living Standards and Fertility in Indonesia: A Bayesian Analysis," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 68(2), pages 175-210, July.
  4. Giampiero M. Gallo & Margherita Velucchi, 2009. "Market interdependence and financial volatility transmission in East Asia," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(1), pages 24-44.
  5. Margherita Velucchi, 2009. "Regime switching: Italian financial markets over a century," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 18(1), pages 67-86, March.

2008

  1. Marco J. Lombardi & Giorgio Calzolari, 2008. "Indirect Estimation of α-Stable Distributions and Processes," Econometrics Journal, Royal Economic Society, vol. 11(1), pages 193-208, March.
  2. Sentana, Enrique & Calzolari, Giorgio & Fiorentini, Gabriele, 2008. "Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks," Journal of Econometrics, Elsevier, vol. 146(1), pages 10-25, September.
  3. Planas, Christophe & Rossi, Alessandro & Fiorentini, Gabriele, 2008. "Bayesian Analysis of the Output Gap," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 18-32, January.
  4. Andrea Ichino & Fabrizia Mealli & Tommaso Nannicini, 2008. "From temporary help jobs to permanent employment: what can we learn from matching estimators and their sensitivity?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(3), pages 305-327.
  5. Mealli, Fabrizia & Pacini, Barbara, 2008. "Comparing principal stratification and selection models in parametric causal inference with nonignorable missingness," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 507-516, December.
  6. Leonardo Grilli & Fabrizia Mealli, 2008. "Nonparametric Bounds on the Causal Effect of University Studies on Job Opportunities Using Principal Stratification," Journal of Educational and Behavioral Statistics, , vol. 33(1), pages 111-130, March.
  7. Silvana Salvini & Nicola Salvati & Daniele Vignoli & Alessandra Petrucci, 2008. "Invecchiamento e mobilit? nell'area metropolitana fiorentina," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, vol. 2008(2), pages 81-103.

2007

  1. Leonardo Grilli & Carla Rampichini, 2007. "A multilevel multinomial logit model for the analysis of graduates’ skills," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 16(3), pages 381-393, November.
  2. Gottard, Anna & Rampichini, Carla, 2007. "Chain graphs for multilevel models," Statistics & Probability Letters, Elsevier, vol. 77(3), pages 312-318, February.
  3. Antonio Giusti & Laura Grassini, 2007. "Local Labor Systems and Agricultural Activities: The Case of Tuscany," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 13(4), pages 475-487, November.

2006

  1. Di Iorio, Francesca & Calzolari, Giorgio, 2006. "Discontinuities in indirect estimation: An application to EAR models," Computational Statistics & Data Analysis, Elsevier, vol. 50(8), pages 2124-2136, April.
  2. Maria Rita Testa & Leonardo Grilli, 2006. "L'influence des différences de fécondité dans les régions européennes sur la taille idéale de la famille," Population (french edition), Institut National d'Études Démographiques (INED), vol. 61(1), pages 107-137.
  3. Caterina Giusti & Daniele Vignoli, 2006. "Determinants of Contraceptive Use in Egypt: A Multilevel Approach," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 15(1), pages 89-106, May.

2005

  1. Andrea Ichino & Fabrizia Mealli & Tommaso Nannicini, 2005. "Temporary Work Agencies in Italy: A Springboard Toward Permanent Employment?," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 64(1), pages 1-27, September.
  2. Leonardo Grilli, 2005. "The random‐effects proportional hazards model with grouped survival data: a comparison between the grouped continuous and continuation ratio versions," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 168(1), pages 83-94, January.

2004

  1. Fiorentini, Gabriele & Sentana, Enrique & Calzolari, Giorgio, 2004. "On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models," Economics Letters, Elsevier, vol. 83(3), pages 307-312, June.
  2. Giorgio Calzolari & Gabriele Fiorentini & Enrique Sentana, 2004. "Constrained Indirect Estimation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 71(4), pages 945-973.
  3. Gabriele Fiorentini & Enrique Sentana & Neil Shephard, 2004. "Likelihood-Based Estimation of Latent Generalized ARCH Structures," Econometrica, Econometric Society, vol. 72(5), pages 1481-1517, September.
  4. Carla Rampichini & Leonardo Grilli & Alessandra Petrucci, 2004. "Analysis of university course evaluations: from descriptive measures to multilevel models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 13(3), pages 357-373, December.

2003

  1. Fiorentini, Gabriele & Sentana, Enrique & Calzolari, Giorgio, 2003. "Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(4), pages 532-546, October.
  2. Mealli, Fabrizia & Rubin, Donald B., 2003. "Assumptions allowing the estimation of direct causal effects," Journal of Econometrics, Elsevier, vol. 112(1), pages 79-87, January.
  3. Leonardo Grilli & Carla Rampichini, 2003. "Alternative Specifications of Multivariate Multilevel Probit Ordinal Response Models," Journal of Educational and Behavioral Statistics, , vol. 28(1), pages 31-44, March.

2002

  1. Fiorentini, Gabriele & Leon, Angel & Rubio, Gonzalo, 2002. "Estimation and empirical performance of Heston's stochastic volatility model: the case of a thinly traded market," Journal of Empirical Finance, Elsevier, vol. 9(2), pages 225-255, March.
  2. Margherita Velucchi, 2002. "Appendice," Rivista di storia economica, Società editrice il Mulino, issue 2, pages 211-216.

2001

  1. Giorgio Calzolari & Francesca Di Iorio & Gabriele Fiorentini, 2001. "Indirect inference and variance reduction using control variates," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1-2), pages 39-53.
  2. Fiorentini, Gabriele & Planas, Christophe, 2001. "Overcoming Nonadmissibility in ARIMA-Model-Based Signal Extraction," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(4), pages 455-464, October.
  3. Sentana, Enrique & Fiorentini, Gabriele, 2001. "Identification, estimation and testing of conditionally heteroskedastic factor models," Journal of Econometrics, Elsevier, vol. 102(2), pages 143-164, June.
  4. L. Biggeri & M. Bini & L. Grilli, 2001. "The transition from university to work: a multilevel approach to the analysis of the time to obtain the first job," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 164(2), pages 293-305.
  5. Nicola Sciclone & Gianni Aristelli & Carla Rampichini, 2001. "La valutazione di efficacia delle borse di studio in Toscana," ECONOMIA PUBBLICA, FrancoAngeli Editore, vol. 2001(3).

1999

  1. Mealli, Fabrizia & Rampichini, Carla, 1999. "Estimating binary multilevel models through indirect inference," Computational Statistics & Data Analysis, Elsevier, vol. 29(3), pages 313-324, January.

1998

  1. Giorgio Calzolari & Francesca Di Iorio & Gabriele Fiorentini, 1998. "Control variates for variance reduction in indirect inference: Interest rate models in continuous time," Econometrics Journal, Royal Economic Society, vol. 1(Conferenc), pages 100-112.
  2. Giorgio Calzolari & Gabriele Fiorentini, 1998. "A tobit model with garch errors," Econometric Reviews, Taylor & Francis Journals, vol. 17(1), pages 85-104.
  3. Fiorentini, Gabriele & Sentana, Enrique, 1998. "Conditional Means of Time Series Processes and Time Series Processes for Conditional Means," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 1101-1118, November.
  4. D. F. Deadman & F. Mealli & D. J. Pyle, 1998. "Cash Limits and the Control of Public Expenditure in the United Kingdom," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 65-90, January -.
  5. Carla Rampichini & Silvana Schifini d'Andrea, 1998. "A Hierarchical Ordinal Probit Model for the Analysis of Life Satisfaction in Italy," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 44(1), pages 41-69, May.

1996

  1. Fiorentini, Gabriele & Calzolari, Giorgio & Panattoni, Lorenzo, 1996. "Analytic Derivatives and the Computation of GARCH Estimates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(4), pages 399-417, July-Aug..
  2. Mealli, Fabrizia & Pudney, Stephen & Thomas, Jonathan M, 1996. "Training Duration and Post-training Outcomes: A Duration-Limited Competing Risks Model," Economic Journal, Royal Economic Society, vol. 106(435), pages 422-433, March.
  3. Mealli, Fabrizia & Pudney, Stephen, 1996. "Occupational Pensions and Job Mobility in Britain: Estimation of a Random-Effects Competing Risks Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(3), pages 293-320, May-June.

1993

  1. Calzolari, Giorgio & Sampoli, Letizia, 1993. "A Curious Result on Exact FIML and Instrumental Variables," Econometric Theory, Cambridge University Press, vol. 9(2), pages 296-309, April.
  2. Calzolari, Giorgio & Fiorentini, Gabriele, 1993. "Alternative covariance estimators of the standard Tobit model," Economics Letters, Elsevier, vol. 42(1), pages 5-13.

1990

  1. Calzolari, Giorgio & Panattoni, Lorenzo, 1990. "Mode predictors in nonlinear systems with identities," International Journal of Forecasting, Elsevier, vol. 6(3), pages 317-326, October.
  2. Sterbenz, Frederic P & Calzolari, Giorgio, 1990. "Alternative Specifications of the Error Process in the Stochastic Simulation of Econometric Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(2), pages 137-150, April-Jun.

1988

  1. Calzolari, Giorgio & Panattoni, Lorenzo, 1988. "Alternative Estimators of FIML Covariance Matrix: A Monte Carlo Stud y," Econometrica, Econometric Society, vol. 56(3), pages 701-714, May.

1987

  1. Calzolari, Giorgio, 1987. "Forecast Variance in Dynamic Simulation of Simultaneous Equation Models," Econometrica, Econometric Society, vol. 55(6), pages 1473-1476, November.
  2. Calzolari, Giorgio & Panattoni, Lorenzo & Weihs, Claus, 1987. "Computational efficiency of FIML estimation," Journal of Econometrics, Elsevier, vol. 36(3), pages 299-310, November.
  3. Bianchi, Carlo & Calzolari, Giorgio & Brillet, Jean-Louis, 1987. "Measuring forecast uncertainty : A review with evaluation based on a macro model of the French economy," International Journal of Forecasting, Elsevier, vol. 3(2), pages 211-227.

1986

  1. Calzolari, Giorgio & Sterbenz, Frederic P, 1986. "Control Variates to Estimate the Reduced Form Variances in Econometric Models," Econometrica, Econometric Society, vol. 54(6), pages 1483-1490, November.

1983

  1. Calzolari, Giorgio, 1983. "Asymptotic distribution of power spectra and peak frequencies in the stochastic response of econometric models," Journal of Economic Dynamics and Control, Elsevier, vol. 5(1), pages 235-247, February.
  2. Calzolari, Giorgio, 1983. "Asymptotic standard errors of point elasticities calculated from simultaneous equation systems," Economics Letters, Elsevier, vol. 11(3), pages 237-244.

1981

  1. Calzolari, Giorgio, 1981. "A Note on the Variance of Ex-Post Forecasts in Econometric Models," Econometrica, Econometric Society, vol. 49(6), pages 1593-1595, November.
  2. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1981. "Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models," Journal of Econometrics, Elsevier, vol. 16(3), pages 277-294, August.

1980

  1. Bianchi, Carlo & Calzolari, Giorgio, 1980. "The One-Period Forecast Errors in Nonlinear Econometric Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(1), pages 201-208, February.

1979

  1. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1979. "A Note on the Numerical Results by Goldberger, Nagar, and Odeh," Econometrica, Econometric Society, vol. 47(2), pages 505-506, March.
  2. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1979. "A Monte Carlo approach to compute the asymptotic standard errors of dynamic multipliers," Economics Letters, Elsevier, vol. 2(2), pages 161-164.
  3. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1979. "On the stability of the Klein-I model," Economics Letters, Elsevier, vol. 4(1), pages 33-35.
  4. Calzolari, Giorgio, 1979. "Antithetic variates to estimate the simulation bias in non-linear models," Economics Letters, Elsevier, vol. 4(4), pages 323-328.

1978

  1. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1978. "A Program for Stochastic Simulation of Econometric Models," Econometrica, Econometric Society, vol. 46(1), pages 235-236, January.

Chapters

2023

  1. Martín Almuzara & Gabriele Fiorentini & Enrique Sentana, 2023. "Aggregate Output Measurements: A Common Trend Approach," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, volume 45, pages 3-33, Emerald Group Publishing Limited.

2022

  1. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022. "Tests for Random Coefficient Variation in Vector Autoregressive Models," Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 1-35, Emerald Group Publishing Limited.

2016

  1. Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana, 2016. "Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 215-282, Emerald Group Publishing Limited.

2007

  1. Anna Gottard & Leonardo Grilli & Carla Rampichini, 2007. "A Multilevel Chain Graph Model for the Analysis of Graduates’ Employment," Springer Books, in: Luigi Fabbris (ed.), Effectiveness of University Education in Italy, pages 169-181, Springer.
  2. Leonardo Grilli & Fabrizia Mealli, 2007. "University Studies and Employment. An Application of the Principal Strata Approach to Causal Analysis," Springer Books, in: Luigi Fabbris (ed.), Effectiveness of University Education in Italy, pages 219-231, Springer.
  3. Leonardo Grilli & Carla Rampichini, 2007. "A Multilevel Analysis of Graduates’ Job Satisfaction," Springer Books, in: Luigi Fabbris (ed.), Effectiveness of University Education in Italy, pages 29-42, Springer.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.