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Publications

by members of

Università degli Studi di Firenze → Scuola di Economia e Management → Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti"

University of Florence → Florence School of Economics and Management → Department of Statistics

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

2026

  1. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2026, "Information matrix tests for switching regressions," Working Papers, CEMFI, number wp2026_2601, Feb.
  2. Gabriele Fiorentini & Alessandro Galesi & Rodrigo Peña & Gabriel Pérez Quirós & Enrique Sentana, 2026, "Unobservable no more: estimating the natural rate of interest under flat IS and Phillips curves," Working Papers, CEMFI, number wp2026_2603, Mar.

2025

  1. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2025, "The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities," Working Papers, CEMFI, number wp2025_2502, Jan.
  2. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2025, "Testing shock independence in Gaussian structural VARs," Working Papers, CEMFI, number wp2025_2532, Dec.
  3. Raffaele Guetto & Valentina Tocchioni & Maria Veronica Dorgali & Alice Dominici, 2025, "Parental Separation and Its Impact on Childhood Vaccination: Evidence from Italy," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2025_01, Apr.
  4. Carlos J. Gil-Hernández & Daniele Vignoli & Raffaele Guetto & Marialuisa Maitino & Letizia Ravagli, 2025, "Can We Afford a Child? The Positive Effect of His and Her Income on First Births—Evidence from Longitudinal Tax Data, 2003-2021," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2025_03, May.
  5. Daniele Vignoli & Raffaele Guetto & Elisa Brini, 2025, "Politiche sociali e fecondità in Italia. Una revisione della letteratura tra approcci pronatalisti e interventi strutturali," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2025_04, May.
  6. Elisa Brini & Raffaele Guetto & Daniele Vignoli, 2025, "A research note on the increasing income prerequisites of parenthood. Country-specific or universal in Western Europe?," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2025_05, Jun.
  7. Andrea Ichino & Fabrizia Mealli & Javier Viviens, 2025, "Do Test Scores Help Teachers Give Better Track Advice to Students? A Principal Stratification Analysis," Papers, arXiv.org, number 2511.05128, Nov, revised Feb 2026.

2024

  1. 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, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2024_01, Jan.
  2. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2024, "The information matrix test for Gaussian mixtures," Working Papers, CEMFI, number wp2024_2401, Feb.
  3. Dante Amengual & Gariele Fiorentini & Enrique Sentan, 2024, "Information matrix tests for multinomial logit models," Working Papers, CEMFI, number wp2024_2406, Jun.
  4. Gabriele Fiorentini & Alessio Moneta & Francesca Papagni, 2024, "Identification of one independent shock in structural VARs," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2024/28, Oct.
  5. Raffaele Guetto & Maria Francesca Morabito & Elisa Benedetti & Sonia Cerrai & Daniele Vignoli, 2024, "When things do not change: non-intact families and adolescents'risks of substance use across 30 European countries and two decades," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2024_08, Jul.

2023

  1. Raffaele Guetto & Giammarco Alderotti & Daniele Vignoli, 2023, "Can Policy Reforms Enhance Fertility? An Ex-Ante Evaluation through Factorial Survey Experiments," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2023_08, Sep.
  2. Giorgio Calzolari & Roxana Halbleib & Christian Mucher, 2023, "Sequential Estimation of Multivariate Factor Stochastic Volatility Models," Papers, arXiv.org, number 2302.07052, Feb.
  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, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2023_03, Apr.
  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, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2023_06, Jun.
  5. Elia Moracci & Raffaele Guetto & Daniele Vignoli, 2023, "Intergenerational Transmission of Home-Leaving Patterns," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2023_10, Nov.

2022

  1. 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, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2022_03, Jun.
  2. 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, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2022_07, Dec.
  3. Giammarco Alderotti & Chiara Rapallini & Silvio Traverso, 2022, "The Big Five Personality Traits and Earnings: A Meta-Analysis," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2022_14.rdf.
  4. Martín Almuzara & Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022, "GDP Solera. The Ideal Vintage Mix," Working Papers, CEMFI, number wp2022_2204, Apr.
  5. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022, "PML vs minimum χ 2 : the comeback," Working Papers, CEMFI, number wp2022_2210, Oct.
  6. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022, "Specification tests for non-Gaussian structural vector autoregressions," Working Papers, CEMFI, number wp2022_2212, Dec.
  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, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2022_01, Jun.
  8. Elena Bastianelli & Raffaele Guetto & Daniele Vignoli, 2022, "The impact of labour market deregulation reforms on fertility in Europe," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2022_04, Jul.

2021

  1. Martín Almuzara & Gabriele Fiorentini & Enrique Sentana, 2021, "Aggregate Output Measurements: A Common Trend Approach," Working Papers, CEMFI, number wp2021_2101, Jan.
  2. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021, "Moment tests of independent components," Working Papers, CEMFI, number wp2021_2102, Feb.
  3. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021, "Multivariate Hermite polynomials and information matrix tests," Working Papers, CEMFI, number wp2021_2103, May.
  4. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021, "Tests for random coefficient variation in vector autoregressive models," Working Papers, CEMFI, number wp2021_2108, Sep.
  5. Giovanni Abramo & Ciriaco Andrea D'Angelo & Leonardo Grilli, 2021, "The effects of citation-based research evaluation schemes on self-citation behavior," Papers, arXiv.org, number 2102.05358, Feb.
  6. Raffaele Guetto & Maria Francesca Morabito & Daniele Vignoli & Matthias Vollbracht, 2021, "Media Coverage of the Economy and Fertility," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2021_12, Jul.
  7. 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, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2021_19, Dec.
  8. Fiammetta Menchetti & Fabrizio Cipollini & Fabrizia Mealli, 2021, "Estimating the causal effect of an intervention in a time series setting: the C-ARIMA approach," Papers, arXiv.org, number 2103.06740, Mar, revised Sep 2021.
  9. Fiammetta Menchetti & Fabrizio Cipollini & Fabrizia Mealli, 2021, "Causal effect of regulated Bitcoin futures on volatility and volume," Papers, arXiv.org, number 2109.15052, Sep.
  10. 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, European Central Bank, number 2579, Jul.
  11. 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, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2021_01, Jan.
  12. Fausta Ongaro & Valentina Tocchioni, 2021, "Adding up risks: Sexual debut and substance use among Italian university students," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2021_14, Jul.
  13. 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, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2021_11, Jun.

2020

  1. Giammarco Alderotti & Cecilia Tomassini & Daniele Vignoli, 2020, "Antecedents of 'Grey Divorces' in Europe: The Role of Children and Grandchildren," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2020_08, Dec.
  2. Gabriele Fiorentini & Enrique Sentana, 2020, "Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions," Working Papers, CEMFI, number wp2020_2023, Oct.
  3. 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, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2020_01, Jan.
  4. Raffaele Guetto & Daniele Vignoli & Alessio Lachi, 2020, "Higher Parental Socioeconomic Status Accelerates Sexual Debut in Italy," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2020_04, Apr.
  5. 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, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2020_11, Dec.
  6. C. Tort`u & I. Crimaldi & F. Mealli & L. Forastiere, 2020, "Modelling Network Interference with Multi-valued Treatments: the Causal Effect of Immigration Policy on Crime Rates," Papers, arXiv.org, number 2003.10525, Feb, revised Jun 2020.
  7. Silvia Noirjean & Marco Mariani & Alessandra Mattei & Fabrizia Mealli, 2020, "Exploiting network information to disentangle spillover effects in a field experiment on teens' museum attendance," Papers, arXiv.org, number 2011.11023, Nov, revised May 2022.
  8. Valentina Tocchioni & Alessandra Petrucci, 2020, "Italian PhD students at the borders: The relationship between family background and international mobility," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2020_10, Dec.
  9. Danilo Bolano & Daniele Vignoli, 2020, "First Union Formation in Australia: Actual Constraints or Perceived Uncertainty?," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2020_07, Jun.
  10. Daniela Bellani & Bruno Arpino & Daniele Vignoli, 2020, "In medio stat filius. The relationship between time preferences and fertility," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2020_02, Jan.
  11. Niccolò Innocenti & Daniele Vignoli & Luciana Lazzeretti, 2020, "Economic Complexity and Fertility. Insights from a Low Fertility Country," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2020_03, Mar.

2019

  1. 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, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2019_06, Jul.
  2. 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, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2019_11, Oct.
  3. Laura Forastiere & Patrizia Lattarulo & Marco Mariani & Fabrizia Mealli & Laura Razzolini, 2019, "Exploring encouragement, treatment and spillover effects using principal stratification, with application to a field experiment on teens' museum attendance," Natural Field Experiments, The Field Experiments Website, number 00673.
  4. 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, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2019_07, Sep.
  5. Manuela Stranges & Daniele Vignoli, 2019, "“Like A Virgin”. Correlates Of Virginity Among Italian University Students," Working Papers, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF, number 201908, Dec.
  6. 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, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2019_03, Jun.
  7. Manuela Stranges & Daniele Vignoli & Alessandra Venturini, 2019, "Comparison Is The Thief Of Joy. Does Social Comparison Affect Migrants’ Subjective Well-Being?," Working Papers, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF, number 201906, Jun.
  8. Chiara L. Comolli & Daniele Vignoli, 2019, "Spread-ing uncertainty, shrinking birth rates," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2019_08, Sep.
  9. 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, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2019_02, Apr.
  10. Arianna Gatta & Francesco Mattioli & Letizia Mencarini & Daniele Vignoli, 2019, "Employment Uncertainty and Fertility Intentions: Stability or Resilience?," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2019_12, Nov.

2018

  1. Daniele Vignli & Letizia Mencarini & Giammarco Alderotti, 2018, "Is the Impact of Employment Uncertainty on Fertility Intentions Channeled by Subjective Well-Being?," Working Papers, "Carlo F. Dondena" Centre for Research on Social Dynamics (DONDENA), Università Commerciale Luigi Bocconi, number 114, Feb.
  2. Gabriele Fiorentini & Alessandro Galesi & Gabriel Pérez-Quirós & Enrique Sentana, 2018, "The rise and fall of the natural interest rate," Working Papers, Banco de España, number 1822, Jul.
  3. Gabriele Fiorentini & Enrique Sentana, 2018, "Consistent Non-Gaussian Pseudo Maximum Likelihood Estimators," Working Papers, CEMFI, number wp2018_1802, Jan.
  4. Gabriele Fiorentini & Enrique Sentana, 2018, "Specification Tests for Non-Gaussian Maximum Likelihood Estimators," Working Papers, CEMFI, number wp2018_1804, May.
  5. Gabriele Fiorentini & Enrique Sentana, 2018, "New Testing Approaches for Mean-Variance Predictability," Working Papers, CEMFI, number wp2018_1814, Dec.
  6. 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, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2018_02, Feb.
  7. Letizia Mencarini & Delia Irazú Hernández-Farías & Mirko Lai & Viviana Patti & Emilio Sulis & Daniele Vignoli, 2018, "Italian happy parents In Twitter," Working Papers, "Carlo F. Dondena" Centre for Research on Social Dynamics (DONDENA), Università Commerciale Luigi Bocconi, number 117, Apr.
  8. Anna Matysiak & Tomas Sobotka & Daniele Vignoli, 2018, "The Great Recession and Fertility in Europe: A Sub-National Analysis," VID Working Papers, Vienna Institute of Demography (VID) of the Austrian Academy of Sciences in Vienna, number 1802, Feb.

2017

  1. Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2017, "Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2017_02, Apr.
  2. 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, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2017_06, Nov.
  3. 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, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2017_04, Jun.
  4. 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, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2017_03, Apr.

2016

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

2015

  1. Giorgio Calzolari, 2015, "Indirect estimation and econometrics exams: how to live a round life," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2015_01, Jan.
  2. Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana, 2015, "Fast ML estimation of dynamic bifactor models: an application to European inflation," Working Papers, Banco de España, number 1525, Sep.
  3. Michela Baccini & Alessandra Mattei & Fabrizia Mealli, 2015, "Bayesian inference for causal mechanisms with application to a randomized study for postoperative pain control," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2015_06, Oct.
  4. Daniele Vignoli & Valentina Tocchioni & Silvana Salvini, 2015, "Uncertain Lives. Insights into the Role of Job Precariousness in Union Formation," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2015_02, Apr.
  5. Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2015, "Survive or Die? A Decade of Tough Competition for Foreign Affiliates," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2015_12.rdf.
  6. Giorgia Giovannetti & Marco Sanfilippo, & Margherita Velucchi, 2015, "Divers Twins: The Impact of China on Italian and German Manufacturing Exports," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2015_07.rdf.
  7. Vignoli, Daniele & Venturini, Alessandra & Pirani, Elena, 2015, "Female Migration and Native Marital Stability: Insights from Italy," IZA Discussion Papers, IZA Network @ LISER, number 9421, Oct.
  8. Anna Matysiak & Letizia Mencarini & Daniele Vignoli, 2015, "Work-family Conflict Moderates the Impact of Childbearing on Subjective Well-Being," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 435.

2014

  1. Giorgio Calzolari & Antonino Di Pino, 2014, "Self-Selection and Direct Estimation of Across-Regime Correlation Parameter," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2014_04, Mar.
  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, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2014_07, Jul.
  3. Giorgio Calzolari & Laura Magazzini, 2014, "Improving GMM efficiency in dynamic models for panel data with mean stationarity," Working Papers, University of Verona, Department of Economics, number 12/2014, Jul.
  4. 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, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2014_01, Feb, revised Feb 2014.
  5. Gabriele Fiorentini & Enrique Sentana, 2014, "Neglected Serial Correlation Tests in UCARIMA Models," Working Papers, CEMFI, number wp2014_1406, Oct.
  6. 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, Research Institute for the Evaluation of Public Policies (IRVAPP), Bruno Kessler Foundation, number 2014-03, Nov.
  7. Trude Lappegård & Sebastian Klüsener & Daniele Vignoli, 2014, "Social norms, economic conditions and spatial variation of childbearing within cohabitation across Europe," MPIDR Working Papers, Max Planck Institute for Demographic Research, Rostock, Germany, number WP-2014-002, DOI: 10.4054/MPIDR-WP-2014-002.
  8. 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, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2014_05, Mar.
  9. Elena Pirani & Daniele Vignoli, 2014, "Are spouses more satisfied than cohabitors? A survey over the last twenty years in Italy," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2014_09, Sep.
  10. 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, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2014_06, Jul.
  11. Anna Baranowska-Rataj & Monika Mynarska & Daniele Vignoli, 2014, "A Dirty Look From The Neighbors. Does Living In A Religious Neighborhood Prevent Cohabitation?," Working Papers, Institute of Statistics and Demography, Warsaw School of Economics, number 71.
  12. Arnaud Régnier-Loilier & Daniele Vignoli, 2014, "Similar incidence, different nature? Characteristics of Living Apart Together relationships in France and Italy," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2014_11, Dec.
  13. Letizia Mencarini & Daniele Vignoli, 2014, "Woman's employment makes unions more stable, if the partner contributes to the unpaid work," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 377.

2013

  1. Giorgio Calzolari & Laura Magazzini, 2013, "A powerful test of mean stationarity in dynamic models for panel data: Monte Carlo evidence," Working Papers, University of Verona, Department of Economics, number 14/2013, Aug.
  2. Gabriele Fiorentini & Enrique Sentana, 2013, "Dynamic Specification Tests for Dynamic Factor Models," Working Papers, CEMFI, number wp2013_1306, Jun.
  3. Giusti, Antonio & Grassini, Laura & Viviani, Alessandro, 2013, "Information sources on tourism demand: a comparison," MPRA Paper, University Library of Munich, Germany, number 48572, Jul.
  4. Giusti, Antonio & Viviani, Alessandro, 2013, "Social diversity: a look at tourism," MPRA Paper, University Library of Munich, Germany, number 49671, Feb.
  5. Rossella Berni & Fabrizia Mealli, 2013, "Mode choice analysis of mobility in Florence. A choice experiment," Studi e approfondimenti, Istituto Regionale per la Programmazione Economica della Toscana, number 409.
  6. Annalisa Caloffi & Marco Mariani & Fabrizia Mealli, 2013, "What kinds of R&D consortia enhance SMEs productivity? Evidence from a small-business innovation policy," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0172, Oct.
  7. Parrini, Alessandro, 2013, "Importance Sampling for Portfolio Credit Risk in Factor Copula Models," MPRA Paper, University Library of Munich, Germany, number 103745, Aug.
  8. Monika Mynarska & Anna Matysiak & Anna Rybiñska & Valentina Tocchioni & Daniele Vignoli, 2013, "Diverse Paths into Childlessness over the Life Course," Working Papers, Institute of Statistics and Demography, Warsaw School of Economics, number 58.

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

2011

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

2010

  1. Giorgio Calzolari & Laura Neri, 2010, "The Method of Simulated Scores for Estimating Multinormal Regression Models with Missing Values," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2010_01, Jan.
  2. Laura Magazzini & Giorgio Calzolari, 2010, "Negative variance estimates in panel data models," Working Papers, University of Verona, Department of Economics, number 15/2010, Oct.
  3. 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 of Florence]    ," MPRA Paper, University Library of Munich, Germany, number 43412, Jun.
  4. F. Francavilla & Gianna Claudia Giannelli & Leonardo Grilli, 2010, "Mothers’ Employment and their Children’s Schooling: a Joint Multilevel Analysis for India," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2010_07.rdf.
  5. Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2010, "Heterogeneity in Managerial Strategies and Internationalization of Firms: the case of Italy," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2010_04.rdf.

2009

  1. Giorgio Calzolari & Laura Magazzini, 2009, "Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood," Working Papers, University of Verona, Department of Economics, number 53/2009, Feb.
  2. Fabrizio Cipollini & Giampiero M. Gallo, 2009, "Automated Variable Selection in Vector Multiplicative Error Models," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2009_02, Feb.
  3. Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo, 2009, "Intra-daily Volume Modeling and Prediction for Algorithmic Trading," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2009_01, Feb.
  4. Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2009, "Semiparametric vector MEM," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2009_03, Feb.
  5. Gabriele Fiorentini & Enrique Sentana, 2009, "Dynamic Specification Tests for Static Factor Models," Working Papers, CEMFI, number wp2009_0912, Dec.
  6. Parrini, Alessandro, 2009, "Algoritmi di flusso massimo al minimo costo
    [Maximum flow - minimum cost algorithms]    ," MPRA Paper, University Library of Munich, Germany, number 39759, Oct.
  7. Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2009, "Location, Internationalization and Performance of Firms in Italy: a Multilevel Approach," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2009_09.rdf.
  8. Anna Matysiak & Daniele Vignoli, 2009, "Finding the "right moment" for the first baby to come: a comparison between Italy and Poland," MPIDR Working Papers, Max Planck Institute for Demographic Research, Rostock, Germany, number WP-2009-011, DOI: 10.4054/MPIDR-WP-2009-011.

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, Rimini Centre for Economic Analysis, number 21_08, Jan.
  2. 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, IZA Network @ LISER, number 3531, Jun.
  3. Bruno Arpino & Fabrizia Mealli, 2008, "The specification of the propensity score in multilevel observational studies," Working Papers, "Carlo F. Dondena" Centre for Research on Social Dynamics (DONDENA), Università Commerciale Luigi Bocconi, number 006, Oct.
  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, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2008_09, Jun.

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, Rimini Centre for Economic Analysis, number 40_07, Jul.
  2. Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2007, "A Model for Multivariate Non-negative Valued Processes in Financial Econometrics," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_16, Dec.
  3. Gabriele Fiorentini & Enrique Sentana, 2007, "On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models," Working Papers, CEMFI, number wp2007_0713.
  4. Giampiero Gallo & Margherita Velucchi, 2007, "On the Interaction between Ultra–high Frequency Measures of Volatility," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_01, May.
  5. Margherita Velucchi, 2007, "Regime Switching: Italian Financial Markets over a Century," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_03, May.
  6. Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2007, "Size, Innovation and Internationalization: A Survival Analysis of Italian Firms," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2007_07.
  7. 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, Max Planck Institute for Demographic Research, Rostock, Germany, number WP-2007-012, DOI: 10.4054/MPIDR-WP-2007-012.

2006

  1. Marco Lombardi & Giorgio Calzolari, 2006, "Indirect estimation of alpha-stable stochastic volatility models," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2006_07, Oct.
  2. Fabrizio Cipollini & Robert F. Engle & Giampiero Gallo, 2006, "Vector Multiplicative Error Models: Representation and Inference," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2006_15, Oct.
  3. Buzzigoli, Lucia & Giusti, Antonio, 2006, "From Marginals to Array Structure with the Shuttle Algorithm," MPRA Paper, University Library of Munich, Germany, number 49245, Jun.
  4. 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, Centre for Economic Policy Research, number 5736, Jul.
  5. 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, Institute for Social and Economic Research, number 2006-28, Jun.
  6. Daniele Vignoli, 2006, "Fertility change in Egypt: from second to third birth," MPIDR Working Papers, Max Planck Institute for Demographic Research, Rostock, Germany, number WP-2006-011, DOI: 10.4054/MPIDR-WP-2006-011.
  7. Anna Matysiak & Daniele Vignoli, 2006, "Fertility and women’s employment: a meta-analysis," MPIDR Working Papers, Max Planck Institute for Demographic Research, Rostock, Germany, number WP-2006-048, DOI: 10.4054/MPIDR-WP-2006-048.

2005

  1. Otranto, Edoardo & Calzolari, Giorgio & Di Iorio, Francesca, 2005, "Indirect estimation of Markov switching models with endogenous switching," MPRA Paper, University Library of Munich, Germany, number 22983, revised 2005.
  2. Pudney, Stephen & Aassve, Arnstein & Mencarini, Letizia & Kedir, Abbi & Francavilla, Francesca & Mealli, Fabrizia & Engelhardt, Henriette & Kim, Jungho & Prskawetz, Alexia, 2005, "Poverty and fertility in less developed countries: a comparative analysis," ISER Working Paper Series, Institute for Social and Economic Research, number 2005-13, Oct.

2004

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

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, CEMFI, number wp2003_0306.
  2. Neil Shephard & Enrique Sentana & Gabriele Fiorentini, 2003, "Likelihood-based estimation of latent generalised ARCH," Economics Series Working Papers, University of Oxford, Department of Economics, number 2004-FE-02, Jun.
  3. Guarcelllo, Lorenzo & Mealli, Fabrizia & Rosati, Furio Camillo, 2003, "Household vulnerability and child labor : the effect of shocks, credit rationing and insurance," The Social Policy and Labor Discussion Paper Series, The World Bank, number 29136, Nov.

2002

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

2001

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

2000

  1. Giorgio Calzolari & Gabriele Fiorentini & Enrique Sentana, 2000, "Constrained EMM and Indirect Inference Estimation. Versión Revisada," Working Papers, CEMFI, number wp2000_0005.
  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, CEMFI, number wp2000_0007.
  3. Calzolari, G. & Fiorentini, G. & Sentana, E., 2000, "Constrained EMM and Indirect Inference Estimation," Papers, Centro de Estudios Monetarios Y Financieros-, number 0005.
  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, Centro de Estudios Monetarios Y Financieros-, number 0007.
  5. Mealli, Fabrizia & D'Agostino, Antonella, 2000, "Modelling short unemployment in Europe," ISER Working Paper Series, Institute for Social and Economic Research, number 2000-06, Feb.

1999

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

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, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 1998-09, Jan.
  2. Weihs, Claus & Calzolari, Giorgio & Roehl, Michael C., 1998, "Variance reduction with Monte Carlo estimates of error rates in multivariate classification," MPRA Paper, University Library of Munich, Germany, number 24425.
  3. Gabriele Fiorentini & Christophe Planas, 1998, "- Non-Admissibility And The Specification Of Unobserved Components Models," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 1998-10, Jan.

1997

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

1996

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

1995

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

1994

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

1993

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

1992

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

1991

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

1989

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

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, University Library of Munich, Germany, number 23869.
  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, University Library of Munich, Germany, number 23904.

1987

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

1986

  1. Weihs, Claus & Calzolari, Giorgio & Panattoni, Lorenzo, 1986, "The behavior of trust-region methods in FIML estimation," MPRA Paper, University Library of Munich, Germany, number 24122, 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, University Library of Munich, Germany, number 29057, Sep.
  3. Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio, 1986, "Forecasts and constraints on policy actions: the reliability of alternative instruments," MPRA Paper, University Library of Munich, Germany, number 29119, Jun.
  4. Bianchi, Carlo & Calzolari, Giorgio & Weihs, Claus, 1986, "Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models," MPRA Paper, University Library of Munich, Germany, number 29120.

1985

  1. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Panattoni, Lorenzo, 1985, "Asymptotic properties of dynamic multipliers in nonlinear econometric models," MPRA Paper, University Library of Munich, Germany, number 24401.
  2. Calzolari, Giorgio & Panattoni, Lorenzo, 1985, "Gradient methods in FIML estimation of econometric models," MPRA Paper, University Library of Munich, Germany, number 24843.
  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, University Library of Munich, Germany, number 29055, Aug.

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 mini-DMS model]    ," MPRA Paper, University Library of Munich, Germany, number 22565, revised 1984.
  2. Calzolari, Giorgio & Panattoni, Lorenzo, 1984, "A Simulation Study on FIML Covariance Matrix," MPRA Paper, University Library of Munich, Germany, number 28804, Sep.
  3. Calzolari, Giorgio & Panattoni, Lorenzo, 1984, "Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix," MPRA Paper, University Library of Munich, Germany, number 28806, Jul.

1983

  1. Bianchi, Carlo & Calzolari, Giorgio, 1983, "Standard errors of forecasts in dynamic simulation of nonlinear econometric models: some empirical results," MPRA Paper, University Library of Munich, Germany, number 22657, revised 1983.
  2. Calzolari, Giorgio & Panattoni, Lorenzo, 1983, "Hessian and approximated Hessian matrices in maximum likelihood estimation: a Monte Carlo study," MPRA Paper, University Library of Munich, Germany, number 28847, Aug.
  3. Bianchi, Carlo & Calzolari, Giorgio, 1983, "Confidence intervals of forecasts from nonlinear econometric models," MPRA Paper, University Library of Munich, Germany, number 29025, Jun.
  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, University Library of Munich, Germany, number 29056, Aug.

1982

  1. Bianchi, Carlo & Calzolari, Giorgio, 1982, "Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods," MPRA Paper, University Library of Munich, Germany, number 22559.
  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, University Library of Munich, Germany, number 22665, 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, University Library of Munich, Germany, number 28846, Jun.

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, University Library of Munich, Germany, number 22678, revised 1981.
  2. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1981, "Alternative estimates of the Klein-I model," MPRA Paper, University Library of Munich, Germany, number 23337, Sep, revised Sep 1981.

1980

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

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, University Library of Munich, Germany, number 22684.
  2. Bianchi, Carlo & Calzolari, Giorgio, 1979, "Condensed version of the OECD foreign trade by commodities tapes," MPRA Paper, University Library of Munich, Germany, number 23074, Oct, revised Oct 1979.
  3. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1979, "A package for analytic simulation of econometric models," MPRA Paper, University Library of Munich, Germany, number 24134.
  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, University Library of Munich, Germany, number 24137.
  5. Bianchi, Carlo & Calzolari, Giorgio, 1979, "Simulation of a nonlinear econometric model," MPRA Paper, University Library of Munich, Germany, number 24440, revised 1980.
  6. Calzolari, Giorgio, 1979, "Stochastic simulation experiments on Model 5 of Bonn University," MPRA Paper, University Library of Munich, Germany, number 24456, Aug.
  7. Calzolari, Giorgio, 1979, "The asymptotic distribution of power spectra in dynamic econometric models," MPRA Paper, University Library of Munich, Germany, number 24460.
  8. Calzolari, Giorgio, 1979, "The deterministic simulation bias in the Klein-Goldberger model," MPRA Paper, University Library of Munich, Germany, number 24461.

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, University Library of Munich, Germany, number 22966, revised 1978.
  2. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1978, "Stochastic simulation: a package for Monte Carlo experiments on econometric models," MPRA Paper, University Library of Munich, Germany, number 23073, Mar, 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, University Library of Munich, Germany, number 23355, Oct, revised Oct 1978.
  4. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1978, "Stochastic simulation of econometric models: installation procedures and user's instructions," MPRA Paper, University Library of Munich, Germany, number 24173.
  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, University Library of Munich, Germany, number 24880, Dec.
  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, University Library of Munich, Germany, number 25923, Jan.
  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 nonlinear model of the Italian economy]    ," MPRA Paper, University Library of Munich, Germany, number 29121, Oct.

1977

  1. Calzolari, Giorgio & Corsi, Paolo, 1977, "Stochastic simulation as a validation tool for econometric models," MPRA Paper, University Library of Munich, Germany, number 21226, Sep.
  2. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1977, "The asymptotic distribution of impact multipliers for a non-linear structural econometric model," MPRA Paper, University Library of Munich, Germany, number 24537, 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, University Library of Munich, Germany, number 21287.
  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, University Library of Munich, Germany, number 22965, 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, University Library of Munich, Germany, number 23062, Sep, revised Sep 1976.
  4. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1976, "User defined functions and operators," MPRA Paper, University Library of Munich, Germany, number 23063, Sep, 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, University Library of Munich, Germany, number 24172.
  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, University Library of Munich, Germany, number 24423.
  7. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1976, "Monte Carlo methods in econometrics: a package for the stochastic simulation," MPRA Paper, University Library of Munich, Germany, number 24538.
  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, University Library of Munich, Germany, number 28944.

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, University Library of Munich, Germany, number 24881, Oct.

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, University Library of Munich, Germany, number 22677, revised 1975.
  2. Calzolari, Giorgio, 1974, "Interactive management for time series," MPRA Paper, University Library of Munich, Germany, number 22693, 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, University Library of Munich, Germany, number 24439.

Undated

  1. Gabriele Fiorentini & Angel León & Gonzalo Rubio, undated, "Short-term options with stochastic volatility: Estimation and empirical performance," Studies on the Spanish Economy, FEDEA, number 02.
  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, Division of Economics, School of Business, University of Leicester, number 95/1.
  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, Division of Economics, School of Business, University of Leicester, number 95/5.
  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, Division of Economics, School of Business, University of Leicester, number 96/6.
  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, Division of Economics, School of Business, University of Leicester, number 99/5.

Journal articles

2026

  1. Christian Mücher & Giorgio Calzolari & Roxana Halbleib, 2026, "Sequential estimation of multivariate factor stochastic volatility models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 110, issue 1, pages 41-63, March, DOI: 10.1007/s10182-025-00536-3.
  2. Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique, 2026, "The information matrix test for Gaussian mixtures," Journal of Econometrics, Elsevier, volume 255, issue C, DOI: 10.1016/j.jeconom.2026.106234.
  3. Raffaele Guetto & Elena Pirani, 2026, "Non-intact families and adolescents’ family satisfaction during the Second Demographic Transition: A test of the institutionalization hypothesis," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, volume 54, issue 21, pages 645-676, DOI: 10.4054/DemRes.2026.54.21.
  4. Giulia Feltrin & Valeria Ferraretto & Raffaele Guetto & Rebecca Soldo & Agnese Vitali, 2026, "Brief Report: Unmet Fertility Desires: Evidence from a Lowest-Low Fertility Context," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), volume 45, issue 3, pages 1-14, June, DOI: 10.1007/s11113-026-10013-7.

2025

  1. Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique, 2025, "Information matrix tests for multinomial logit models," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2025.112180.
  2. Enrico Contin & Leonardo Grilli, 2025, "Multilevel Intersectional Analysis to Identify Extreme Profiles in Italian Student Achievement Data," Social Sciences, MDPI, volume 14, issue 11, pages 1-17, November.
  3. Bruno Arpino & Silvia Bacci & Leonardo Grilli & Raffaele Guetto & Carla Rampichini, 2025, "Conditioning on the Pre-Test versus Gain Score Modelling: Revisiting the Controversy in a Multilevel Setting," Evaluation Review, , volume 49, issue 2, pages 179-208, April, DOI: 10.1177/0193841X241246833.
  4. Niccolò Ducci & Leonardo Grilli & Marta Pittavino, 2025, "Comparing flexible modelling approaches: the varying-thresholds model versus quantile regression," 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), volume 19, issue 2, pages 493-514, June, DOI: 10.1007/s11634-025-00635-8.
  5. Giulio Biscardi & Leonardo Grilli & Carla Rampichini & Laura Antonucci & Corrado Crocetta, 2025, "Growth models for the progress test in Italian dentistry degree programs," Quality & Quantity: International Journal of Methodology, Springer, volume 59, issue 2, pages 1445-1459, April, DOI: 10.1007/s11135-024-02029-y.
  6. Daniele Vignoli & Raffaele Guetto & Elisa Brini, 2025, "Social policies and fertility in Italy: A Literature review between pronatalist approaches and structural interventions," Stato e mercato, Società editrice il Mulino, issue 2, pages 145-178.
  7. Silvia Noirjean & Marco Mariani & Alessandra Mattei & Fabrizia Mealli, 2025, "Exploiting Network Information to Disentangle Spillover Effects in a Field Experiment on Teens’ Museum Attendance," Journal of Educational and Behavioral Statistics, , volume 50, issue 4, pages 567-603, August, DOI: 10.3102/10769986241254351.
  8. Paolo Giordani & Christian Hennig & Julien Jacques & Carla Rampichini, 2025, "Special issue on “Advances in clustering, classification and related methods”," 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), volume 19, issue 2, pages 271-273, June, DOI: 10.1007/s11634-025-00645-6.

2024

  1. Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique, 2024, "Specification tests for non-Gaussian structural vector autoregressions," Journal of Econometrics, Elsevier, volume 244, issue 2, DOI: 10.1016/j.jeconom.2024.105803.
  2. Martín Almuzara & Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2024, "GDP Solera: The Ideal Vintage Mix," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 3, pages 984-997, July, DOI: 10.1080/07350015.2023.2273622.
  3. Giovanni Abramo & Ciriaco Andrea D’Angelo & Leonardo Grilli, 2024, "The role of non-scientific factors vis-à-vis the quality of publications in determining their scholarly impact," Scientometrics, Springer;Akadémiai Kiadó, volume 129, issue 8, pages 5003-5019, August, DOI: 10.1007/s11192-024-05106-z.
  4. 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, volume 78, issue 1, pages 208-221, January-M.
  5. 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, volume 78, issue 1, pages 222-234, January-M.
  6. 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, volume 78, issue 1, pages 235-247, January-M.
  7. Costanza Tortú & Irene Crimaldi & Fabrizia Mealli & Laura Forastiere, 2024, "Estimating Causal Effects of Multi-Valued Treatments Accounting for Network Interference: Immigration Policies and Crime Rates," Sociological Methods & Research, , volume 53, issue 4, pages 1794-1828, November, DOI: 10.1177/00491241221147503.
  8. Xiao Wu & Fabrizia Mealli & Marianthi-Anna Kioumourtzoglou & Francesca Dominici & Danielle Braun, 2024, "Matching on Generalized Propensity Scores with Continuous Exposures," Journal of the American Statistical Association, Taylor & Francis Journals, volume 119, issue 545, pages 757-772, January, DOI: 10.1080/01621459.2022.2144737.

2023

  1. Alderotti, Giammarco & Rapallini, Chiara & Traverso, Silvio, 2023, "The Big Five personality traits and earnings: A meta-analysis," Journal of Economic Psychology, Elsevier, volume 94, issue C, DOI: 10.1016/j.joep.2022.102570.
  2. 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, volume 32, issue 2, pages 659-679, June, DOI: 10.1007/s10260-022-00672-z.
  3. Laura Magazzini & Giorgio Calzolari, 2023, "A Lagrange multiplier test for the mean stationarity assumption in dynamic panel-data models," Stata Journal, StataCorp LLC, volume 23, issue 2, pages 418-437, June, DOI: 10.1177/1536867X231175276.
  4. Fiorentini, Gabriele & Sentana, Enrique, 2023, "Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 643-665, DOI: 10.1016/j.jeconom.2022.02.010.
  5. 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, volume 14, issue 3, pages 253-300, December, DOI: 10.1007/s13209-023-00280-4.
  6. 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), volume 17, issue 2, pages 431-461, June, DOI: 10.1007/s11634-022-00509-3.
  7. 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, volume 57, issue 6, pages 5513-5531, December, DOI: 10.1007/s11135-023-01612-z.
  8. 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, volume 32, issue 4, pages 1061-1082, October, DOI: 10.1007/s10260-022-00661-2.
  9. 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 LLC, volume 23, issue 3, pages 901-904, September, DOI: 10.1177/1536867X231196518.
  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, volume 39, issue 1, pages 1-27, December, DOI: 10.1007/s10680-023-09662-7.
  11. Fiammetta Menchetti & Fabrizio Cipollini & Fabrizia Mealli, 2023, "Combining counterfactual outcomes and ARIMA models for policy evaluation," The Econometrics Journal, Royal Economic Society, volume 26, issue 1, pages 1-24.
  12. Silvia Noirjean & Mario Biggeri & Laura Forastiere & Fabrizia Mealli & Maria Nannini, 2023, "Estimating causal effects of community health financing via principal stratification," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 32, issue 4, pages 1317-1350, October, DOI: 10.1007/s10260-023-00706-0.

2022

  1. Giammarco Alderotti & Cecilia Tomassini & Daniele Vignoli, 2022, "‘Silver splits’ in Europe: The role of grandchildren and other correlates," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, volume 46, issue 21, pages 619-652, DOI: 10.4054/DemRes.2022.46.21.
  2. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022, "Moment tests of independent components," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 13, issue 1, pages 429-474, May, DOI: 10.1007/s13209-021-00247-3.
  3. Stefano Cantalini & Raffaele Guetto & Nazareno Panichella, 2022, "The ethnic wage penalty in Western European regions: Is the European integration model confirmed when differences within countries are considered?," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, volume 46, issue 23, pages 681-693, DOI: 10.4054/DemRes.2022.46.23.
  4. Raffaele Guetto & Fabrizio Bernardi & Francesca Zanasi, 2022, "Parental education, divorce, and children’s educational attainment: Evidence from a comparative analysis," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, volume 46, issue 3, pages 65-96, DOI: 10.4054/DemRes.2022.46.3.
  5. 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, volume 38, issue 5, pages 1065-1094, December, DOI: 10.1007/s10680-022-09638-z.
  6. 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, volume 20, issue 1, pages 223-260.
  7. Valentina Tocchioni & Marcantonio Caltabiano & Silvia Meggiolaro, 2022, "Diverse pathways in young Italians’ entrance into sexual life: The association with gender and birth cohort," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, volume 46, issue 13, pages 355-396, DOI: 10.4054/DemRes.2022.46.13.

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, volume 19, issue 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 LLC, volume 21, issue 2, pages 430-461, June, DOI: 10.1177/1536867X211025834.
  3. Fiorentini, Gabriele & Sentana, Enrique, 2021, "New testing approaches for mean–variance predictability," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 516-538, DOI: 10.1016/j.jeconom.2020.07.014.
  4. Gabriele Fiorentini & Enrique Sentana, 2021, "Specification tests for non‐Gaussian maximum likelihood estimators," Quantitative Economics, Econometric Society, volume 12, issue 3, pages 683-742, July, DOI: 10.3982/QE1406.
  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, volume 15, issue 4, DOI: 10.1016/j.joi.2021.101204.
  6. 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, volume 75, issue 4, pages 108-118, October-D.
  7. Michela Baccini & Emilia Rocco & Irene Paganini & Alessandra Mattei & Cristina Sani & Giulia Vannucci & Simonetta Bisanzi & Elena Burroni & Marco Peluso & Armelle Munnia & Filippo Cellai & Giampaolo P, 2021, "Pool testing on random and natural clusters of individuals: Optimisation of SARS-CoV-2 surveillance in the presence of low viral load samples," PLOS ONE, Public Library of Science, volume 16, issue 5, pages 1-15, May, DOI: 10.1371/journal.pone.0251589.
  8. Laura Forastiere & Edoardo M. Airoldi & Fabrizia Mealli, 2021, "Identification and Estimation of Treatment and Interference Effects in Observational Studies on Networks," Journal of the American Statistical Association, Taylor & Francis Journals, volume 116, issue 534, pages 901-918, April, DOI: 10.1080/01621459.2020.1768100.
  9. Rachel C. Nethery & Fabrizia Mealli & Jason D. Sacks & Francesca Dominici, 2021, "Evaluation of the health impacts of the 1990 Clean Air Act Amendments using causal inference and machine learning," Journal of the American Statistical Association, Taylor & Francis Journals, volume 116, issue 535, pages 1128-1139, July, DOI: 10.1080/01621459.2020.1803883.
  10. Laura Forastiere & Patrizia Lattarulo & Marco Mariani & Fabrizia Mealli & Laura Razzolini, 2021, "Exploring Encouragement, Treatment, and Spillover Effects Using Principal Stratification, With Application to a Field Experiment on Teens’ Museum Attendance," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 1, pages 244-258, January, DOI: 10.1080/07350015.2019.1647843.
  11. 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, volume 75, issue 3, pages 125-136, July-Sept.

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, volume 54, issue 5, pages 1385-1386, December, DOI: 10.1007/s11135-020-01029-y.
  2. Luca Ferrari & Francesca Borghi & Simona Iodice & Dolores Catelan & Stefano Rossi & Ilaria Giusti & Laura Grisotto & Sabrina Rovelli & Andrea Spinazzè & Rossella Alinovi & Silvana Pinelli & Laura Cant, 2020, "INSIDE Project: Individual Air Pollution Exposure, Extracellular Vesicles Signaling and Hypertensive Disorder Development in Pregnancy," IJERPH, MDPI, volume 17, issue 23, pages 1-14, December.
  3. Alessandra Mattei & Bianca L. De Stavola & Fabrizia Mealli, 2020, "Preface to the papers on ‘Causal inference from non‐experimental studies: challenges, developments and applications’," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 183, issue 4, pages 1329-1332, October, DOI: 10.1111/rssa.12608.
  4. Annalisa Caloffi & Marco Mariani & Alessandra Mattei & Fabrizia Mealli, 2020, "What kinds of R&D consortia enhance SMEs productivity? A hierarchical Bayesian approach for the analysis of a regional innovation policy," Papers in Regional Science, Wiley Blackwell, volume 99, issue 1, pages 25-53, February, DOI: 10.1111/pirs.12476.
  5. Federico Ricciardi & Alessandra Mattei & Fabrizia Mealli, 2020, "Bayesian Inference for Sequential Treatments Under Latent Sequential Ignorability," Journal of the American Statistical Association, Taylor & Francis Journals, volume 115, issue 531, pages 1498-1517, July, DOI: 10.1080/01621459.2019.1623039.

2019

  1. Laura Magazzini & Giorgio Calzolari, 2019, "Testing initial conditions in dynamic panel data models," Econometric Reviews, Taylor & Francis Journals, volume 39, issue 2, pages 115-134, December, DOI: 10.1080/07474938.2019.1690194.
  2. Fiorentini, Gabriele & Sentana, Enrique, 2019, "Consistent non-Gaussian pseudo maximum likelihood estimators," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 321-358, DOI: 10.1016/j.jeconom.2019.05.017.
  3. Gabriele Fiorentini & Enrique Sentana, 2019, "Dynamic specification tests for dynamic factor models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 3, pages 325-346, April, DOI: 10.1002/jae.2678.
  4. 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, volume 53, issue 2, pages 1037-1050, March, DOI: 10.1007/s11135-018-0801-y.
  5. 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, volume 28, issue 3, pages 459-463, September, DOI: 10.1007/s10260-019-00466-w.
  6. Raffaele Guetto & Nazareno Panichella, 2019, "Family arrangements and children’s educational outcomes: Heterogeneous penalties in upper-secondary school," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, volume 40, issue 35, pages 1015-1046, DOI: 10.4054/DemRes.2019.40.35.
  7. Georgia Papadogeorgou & Fabrizia Mealli & Corwin M. Zigler, 2019, "Causal inference with interfering units for cluster and population level treatment allocation programs," Biometrics, The International Biometric Society, volume 75, issue 3, pages 778-787, September, DOI: 10.1111/biom.13049.
  8. Massimiliano Menzietti & Maria Francesca Morabito & Manuela Stranges, 2019, "Mortality Projections for Small Populations: An Application to the Maltese Elderly," Risks, MDPI, volume 7, issue 2, pages 1-25, March.
  9. San Juan Bernuy, Victoria & Esteve Palós, Albert, 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.
  10. Annalisa Busetta & Daria Mendola & Daniele Vignoli, 2019, "Persistent joblessness and fertility intentions," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, volume 40, issue 8, pages 185-218, DOI: 10.4054/DemRes.2019.40.8.
  11. 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), volume 56, issue 6, pages 2109-2121, December, DOI: 10.1007/s13524-019-00822-1.
  12. 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, volume 73, issue 4, pages 17-28, October-D.
  13. Letizia Mencarini & Delia Irazú Hernández Farías & Mirko Lai & Viviana Patti & Emilio Sulis & Daniele Vignoli, 2019, "Happy parents’ tweets: An exploration of Italian Twitter data using sentiment analysis," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, volume 40, issue 25, pages 693-724, DOI: 10.4054/DemRes.2019.40.25.

2018

  1. Calzolari, Giorgio & Halbleib, Roxana, 2018, "Estimating stable latent factor models by indirect inference," Journal of Econometrics, Elsevier, volume 205, issue 1, pages 280-301, DOI: 10.1016/j.jeconom.2018.03.014.
  2. Fiorentini, Gabriele & Galesi, Alessandro & Sentana, Enrique, 2018, "A spectral EM algorithm for dynamic factor models," Journal of Econometrics, Elsevier, volume 205, issue 1, pages 249-279, DOI: 10.1016/j.jeconom.2018.03.013.
  3. 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, volume 6, issue 3, pages 34-47.
  4. 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, volume 6, issue 3, pages 64-77.
  5. 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, volume 6, issue 3, pages 34-47, DOI: 10.17645/si.v6i3.1442.
  6. 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, volume 6, issue 3, pages 64-77, DOI: 10.17645/si.v6i3.1446.
  7. Marco Mariani & Fabrizia Mealli, 2018, "The Effects of R&D Subsidies to Small and Medium-Sized Enterprises. Evidence from a Regional Program," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 4, issue 2, pages 249-281, July, DOI: 10.1007/s40797-017-0062-2.
  8. 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.
  9. Valentina Tocchioni, 2018, "Exploring the childless universe: Profiles of women and men without children in Italy," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, volume 38, issue 19, pages 451-470, DOI: 10.4054/DemRes.2018.38.19.
  10. Daniele Vignoli & Anna Matysiak & Marta Styrc & Valentina Tocchioni, 2018, "The positive impact of women’s employment on divorce: Context, selection, or anticipation?," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, volume 38, issue 37, pages 1059-1110, DOI: 10.4054/DemRes.2018.38.37.
  11. 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, volume 50, issue 28, pages 3051-3065, June, DOI: 10.1080/00036846.2017.1414937.
  12. Natalie Nitsche & Anna Matysiak & Jan Bavel & Daniele Vignoli, 2018, "Partners’ Educational Pairings and Fertility Across Europe," Demography, Springer;Population Association of America (PAA), volume 55, issue 4, pages 1195-1232, August, DOI: 10.1007/s13524-018-0681-8.
  13. 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, volume 13, issue 12, pages 1-19, December, DOI: 10.1371/journal.pone.0206202.
  14. Arnaud Régnier-Loilier & Daniele Vignoli, 2018, "The diverse nature of living apart together relationships: an Italy–France comparison," Journal of Population Research, Springer, volume 35, issue 1, pages 1-22, March, DOI: 10.1007/s12546-017-9197-0.

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, volume 44, issue 12, pages 2142-2160, September, DOI: 10.1080/02664763.2016.1247789.
  2. Gabriele Fiorentini & Christophe Planas & Alessandro Rossi, 2017, "Marginal distribution of Markov-switching VAR processes," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 46, issue 13, pages 6605-6623, July, DOI: 10.1080/03610926.2015.1132324.
  3. Davide Azzolini & Raffaele Guetto, 2017, "The impact of citizenship on intermarriage: Quasi-experimental evidence from two European Union Eastern enlargements," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, volume 36, issue 43, pages 1299-1336, DOI: 10.4054/DemRes.2017.36.43.
  4. 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, volume 18, issue 4, pages 1033-1060, November, DOI: 10.1007/s12134-017-0521-5.
  5. Avi Feller & Fabrizia Mealli & Luke Miratrix, 2017, "Principal Score Methods: Assumptions, Extensions, and Practical Considerations," Journal of Educational and Behavioral Statistics, , volume 42, issue 6, pages 726-758, December, DOI: 10.3102/1076998617719726.
  6. 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, volume 16, issue 1, pages 201-226, Winter/Sp.
  7. Giovannetti, Giorgia & Ricchiuti, Giorgio & Velucchi, Margherita, 2017, "Size and technology: The Odd Couple for affiliates survival," Structural Change and Economic Dynamics, Elsevier, volume 40, issue C, pages 64-71, DOI: 10.1016/j.strueco.2016.12.001.
  8. Daniele Vignoli & Elena Pirani & Alessandra Venturini, 2017, "Female Migration and Native Marital Stability: Insights from Italy," Journal of Family and Economic Issues, Springer, volume 38, issue 1, pages 118-128, March, DOI: 10.1007/s10834-016-9493-4.

2016

  1. 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, volume 65, issue 5, pages 775-795, November.
  2. Fiorentini, Gabriele & Planas, Christophe & Rossi, Alessandro, 2016, "Skewness and kurtosis of multivariate Markov-switching processes," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 153-159, DOI: 10.1016/j.csda.2015.06.009.
  3. Gabriele Fiorentini & Enrique Sentana, 2016, "Neglected serial correlation tests in UCARIMA models," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 7, issue 1, pages 121-178, March, DOI: 10.1007/s13209-015-0132-3.
  4. 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, volume 10, issue 3, pages 854-862, DOI: 10.1016/j.joi.2016.07.005.
  5. 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, volume 32, issue 5, pages 661-686, December, DOI: 10.1007/s10680-016-9380-6.
  6. Fabrizia Mealli & Barbara Pacini & Elena Stanghellini, 2016, "Identification of Principal Causal Effects Using Additional Outcomes in Concentration Graphs," Journal of Educational and Behavioral Statistics, , volume 41, issue 5, pages 463-480, October, DOI: 10.3102/1076998616646199.
  7. Laura Forastiere & Fabrizia Mealli & Tyler J. VanderWeele, 2016, "Identification and Estimation of Causal Mechanisms in Clustered Encouragement Designs: Disentangling Bed Nets Using Bayesian Principal Stratification," Journal of the American Statistical Association, Taylor & Francis Journals, volume 111, issue 514, pages 510-525, April, DOI: 10.1080/01621459.2015.1125788.
  8. Daniele Vignoli & Valentina Tocchioni & Silvana Salvini, 2016, "Uncertain lives: Insights into the role of job precariousness in union formation in Italy," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, volume 35, issue 10, pages 253-282, DOI: 10.4054/DemRes.2016.35.10.
  9. 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, volume 32, issue 3, pages 355-379, August, DOI: 10.1007/s10680-016-9390-4.

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, volume 9, issue 4, pages 954-961, DOI: 10.1016/j.joi.2015.08.006.
  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, volume 76, issue C, pages 190-202, DOI: 10.1016/j.worlddev.2015.07.004.
  3. Leonardo Grilli & Carla Rampichini, 2015, "Specification of random effects in multilevel models: a review," Quality & Quantity: International Journal of Methodology, Springer, volume 49, issue 3, pages 967-976, May, DOI: 10.1007/s11135-014-0060-5.
  4. Leonardo Grilli & Carla Rampichini & Roberta Varriale, 2015, "Binomial Mixture Modeling of University Credits," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 44, issue 22, pages 4866-4879, November, DOI: 10.1080/03610926.2013.804565.
  5. Alessandra Mattei & Fabrizia Mealli, 2015, "Discussion of “On Bayesian Estimation of Marginal Structural Models”," Biometrics, The International Biometric Society, volume 71, issue 2, pages 293-296, June.
  6. Fabrizia Mealli & Donald B. Rubin, 2015, "Clarifying missing at random and related definitions, and implications when coupled with exchangeability," Biometrika, Biometrika Trust, volume 102, issue 4, pages 995-1000.
  7. 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, volume 2015, issue 3, pages 59-84.
  8. Stefania Mignani & Carla Rampichini, 2015, "Introduction to the special section," Quality & Quantity: International Journal of Methodology, Springer, volume 49, issue 3, pages 879-880, May, DOI: 10.1007/s11135-015-0200-6.
  9. 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, volume 178, issue 4, pages 863-881, October.
  10. 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, volume 31, issue 4, pages 471-472, October, DOI: 10.1007/s10680-015-9353-1.

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, volume 76, issue C, pages 158-171, DOI: 10.1016/j.csda.2013.07.028.
  2. Gabriele Fiorentini & Enrique Sentana, 2014, "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 32, issue 2, pages 193-198, April, DOI: 10.1080/07350015.2013.878661.
  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), volume 8, issue 1, pages 105-119, March, DOI: 10.1007/s11634-013-0143-5.
  4. Alessandra Mattei & Fabrizia Mealli & Barbara Pacini, 2014, "Identification of causal effects in the presence of nonignorable missing outcome values," Biometrics, The International Biometric Society, volume 70, issue 2, pages 278-288, June.
  5. 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, volume 74, issue 3, pages 267-293.
  6. 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, volume 117, issue 3, pages 967-986, July, DOI: 10.1007/s11205-013-0372-1.
  7. 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, volume 68, issue 2, pages 197-215, July, DOI: 10.1080/00324728.2013.856459.
  8. Brienna Perelli-Harris & Monika Mynarska & Ann Berrington & Anna Evans & Caroline Berghammer & Olga Isupova & Renske Keizer & Andreas Klärner & Trude Lappegård & Daniele Vignoli, 2014, "Towards a new understanding of cohabitation," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, volume 31, issue 34, pages 1043-1078, DOI: 10.4054/DemRes.2014.31.34.
  9. 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), volume 69, issue 3, pages 463-476.
  10. Daniele Vignoli & Silvana Salvini, 2014, "Religion and union formation in Italy: Catholic precepts, social pressure, and tradition," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, volume 31, issue 35, pages 1079-1106, DOI: 10.4054/DemRes.2014.31.35.

2013

  1. 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, volume 66, issue 264, pages 21-47.
  2. Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2013, "Semiparametric Vector Mem," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 28, issue 7, pages 1067-1086, November.
  3. Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique, 2013, "Sequential estimation of shape parameters in multivariate dynamic models," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 233-249, DOI: 10.1016/j.jeconom.2013.04.010.
  4. Antonio GIUSTI & Alessandro VIVIANI, 2013, "Social Diversity A Look At Tourism," Journal of Advanced Research in Management, ASERS Publishing, volume 4, issue 2, pages 57-64.
  5. 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, volume 113, issue 1, pages 188-198, DOI: 10.1016/j.healthpol.2013.05.016.
  6. Francavilla, Francesca & Giannelli, Gianna Claudia & Grilli, Leonardo, 2013, "Mothers’ Employment and their Children’s Schooling: A Joint Multilevel Analysis for India," World Development, Elsevier, volume 41, issue C, pages 183-195, DOI: 10.1016/j.worlddev.2012.05.031.
  7. Fabrizia Mealli & Barbara Pacini, 2013, "Using Secondary Outcomes to Sharpen Inference in Randomized Experiments With Noncompliance," Journal of the American Statistical Association, Taylor & Francis Journals, volume 108, issue 503, pages 1120-1131, September, DOI: 10.1080/01621459.2013.802238.
  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. 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, volume 2013, issue 2, pages 51-66.
  10. Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2013, "Location, internationalization and performance of firms in Italy: a multilevel approach," Applied Economics, Taylor & Francis Journals, volume 45, issue 18, pages 2665-2673, June, DOI: 10.1080/00036846.2012.665597.

2012

  1. Giorgio Calzolari & Laura Magazzini, 2012, "Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood," Empirical Economics, Springer, volume 43, issue 1, pages 145-152, August, DOI: 10.1007/s00181-011-0487-7.
  2. Fiorentini, G. & Planas, C. & Rossi, A., 2012, "The marginal likelihood of dynamic mixture models," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 9, pages 2650-2662, DOI: 10.1016/j.csda.2012.03.007.
  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, volume 175, issue 3, pages 775-798, July, DOI: j.1467-985X.2011.01022.x.
  4. Mealli Fabrizia & Mattei Alessandra, 2012, "A Refreshing Account of Principal Stratification," The International Journal of Biostatistics, De Gruyter, volume 8, issue 1, pages 1-19, April, DOI: 10.1515/1557-4679.1380.
  5. Paolo Frumento & Fabrizia Mealli & Barbara Pacini & Donald B. Rubin, 2012, "Evaluating the Effect of Training on Wages in the Presence of Noncompliance, Nonemployment, and Missing Outcome Data," Journal of the American Statistical Association, Taylor & Francis Journals, volume 107, issue 498, pages 450-466, June, DOI: 10.1080/01621459.2011.643719.
  6. 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, volume 94, issue 1, pages 222-223, February.
  7. Daniele Vignoli & Sven Drefahl & Gustavo De Santis, 2012, "Whose job instability affects the likelihood of becoming a parent in Italy? A tale of two partners," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, volume 26, issue 2, pages 41-62, DOI: 10.4054/DemRes.2012.26.2.

2011

  1. 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, volume 9, issue 3, pages 489-518, Summer.
  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, volume 106, issue 494, pages 469-479.
  3. Arpino, Bruno & Mealli, Fabrizia, 2011, "The specification of the propensity score in multilevel observational studies," Computational Statistics & Data Analysis, Elsevier, volume 55, issue 4, pages 1770-1780, April.
  4. Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2011, "Size, innovation and internationalization: a survival analysis of Italian firms," Applied Economics, Taylor & Francis Journals, volume 43, issue 12, pages 1511-1520, DOI: 10.1080/00036840802600566.
  5. Margherita Velucchi & Alessandro Viviani, 2011, "Determinants of the Italian labor productivity: a quantile regression approach," Statistica, Department of Statistics, University of Bologna, volume 71, issue 2, pages 213-238.
  6. Silvana Salvini & Daniele Vignoli, 2011, "Things change: Women’s and men’s marital disruption dynamics in Italy during a time of social transformations, 1970-2003," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, volume 24, issue 5, pages 145-174, DOI: 10.4054/DemRes.2011.24.5.
  7. 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), volume 66, issue 2, pages 401-431.

2010

  1. Cipollini, Fabrizio & Gallo, Giampiero M., 2010, "Automated variable selection in vector multiplicative error models," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2470-2486, November.
  2. 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, volume 16, issue 1, pages 24-38, February, DOI: 10.1007/s11294-009-9243-6.
  3. 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, volume 0, issue 3, pages 309-329.
  4. Laura Grisotto & Dolores Catelan & Gabriele Accetta & Annibale Biggeri, 2010, "Material deprivation as marker of health needs," Statistica, Department of Statistics, University of Bologna, volume 70, issue 3, pages 343-352.
  5. 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, volume 23, issue 1, pages 169-198, January, DOI: 10.1007/s00148-008-0233-4.
  6. 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), volume 29, issue 4, pages 481-501, August, DOI: 10.1007/s11113-009-9153-6.

2009

  1. Lombardi, Marco J. & Calzolari, Giorgio, 2009, "Indirect estimation of [alpha]-stable stochastic volatility models," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 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, volume 104, issue 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, volume 68, issue 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., volume 14, issue 1, pages 24-44, DOI: 10.1002/ijfe.382.
  5. Margherita Velucchi, 2009, "Regime switching: Italian financial markets over a century," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 18, issue 1, pages 67-86, March, DOI: 10.1007/s10260-007-0075-3.
  6. Daniele Vignoli & Irene Ferro, 2009, "Rising marital disruption in Italy and its correlates," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, volume 20, issue 4, pages 11-36, DOI: 10.4054/DemRes.2009.20.4.

2008

  1. Marco J. Lombardi & Giorgio Calzolari, 2008, "Indirect Estimation of α-Stable Distributions and Processes," Econometrics Journal, Royal Economic Society, volume 11, issue 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, volume 146, issue 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, volume 26, pages 18-32, January.
  4. 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, , volume 33, issue 1, pages 111-130, March, DOI: 10.3102/1076998607302627.
  5. Mealli, Fabrizia & Pacini, Barbara, 2008, "Comparing principal stratification and selection models in parametric causal inference with nonignorable missingness," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 2, pages 507-516, December.
  6. 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., volume 23, issue 3, pages 305-327, DOI: 10.1002/jae.998.
  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, volume 2008, issue 2, pages 81-103.

2007

  1. 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, volume 13, issue 4, pages 475-487, November, DOI: 10.1007/s11294-007-9112-0.
  2. Leonardo Grilli & Carla Rampichini, 2007, "A multilevel multinomial logit model for the analysis of graduates’ skills," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 16, issue 3, pages 381-393, November, DOI: 10.1007/s10260-006-0039-z.
  3. A. Mattei & F. Mealli, 2007, "Application of the Principal Stratification Approach to the Faenza Randomized Experiment on Breast Self-Examination," Biometrics, The International Biometric Society, volume 63, issue 2, pages 437-446, June.
  4. Gottard, Anna & Rampichini, Carla, 2007, "Chain graphs for multilevel models," Statistics & Probability Letters, Elsevier, volume 77, issue 3, pages 312-318, February.

2006

  1. Di Iorio, Francesca & Calzolari, Giorgio, 2006, "Discontinuities in indirect estimation: An application to EAR models," Computational Statistics & Data Analysis, Elsevier, volume 50, issue 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), volume 61, issue 1, pages 107-137.
  3. Daniele Vignoli, 2006, "Fertility change in Egypt," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, volume 15, issue 18, pages 499-516, DOI: 10.4054/DemRes.2006.15.18.
  4. Caterina Giusti & Daniele Vignoli, 2006, "Determinants of Contraceptive Use in Egypt: A Multilevel Approach," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 15, issue 1, pages 89-106, May, DOI: 10.1007/s10260-006-0010-z.

2005

  1. 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, volume 168, issue 1, pages 83-94, January, DOI: 10.1111/j.1467-985X.2004.00337.x.
  2. 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, volume 64, issue 1, pages 1-27, September.

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, volume 83, issue 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, volume 71, issue 4, pages 945-973.
  3. Gabriele Fiorentini & Enrique Sentana & Neil Shephard, 2004, "Likelihood-Based Estimation of Latent Generalized ARCH Structures," Econometrica, Econometric Society, volume 72, issue 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, volume 13, issue 3, pages 357-373, December, DOI: 10.1007/s10260-004-0087-1.

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, volume 21, issue 4, pages 532-546, October.
  2. Leonardo Grilli & Carla Rampichini, 2003, "Alternative Specifications of Multivariate Multilevel Probit Ordinal Response Models," Journal of Educational and Behavioral Statistics, , volume 28, issue 1, pages 31-44, March, DOI: 10.3102/10769986028001031.
  3. Mealli, Fabrizia & Rubin, Donald B., 2003, "Assumptions allowing the estimation of direct causal effects," Journal of Econometrics, Elsevier, volume 112, issue 1, pages 79-87, January.

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, volume 9, issue 2, pages 225-255, March.
  2. Fabrizia Mealli & Donald B. Rubin, 2002, "Discussion of “Estimation of Intervention Effects with Noncompliance: Alternative Model Specifications†by Booil Jo," Journal of Educational and Behavioral Statistics, , volume 27, issue 4, pages 411-415, December, DOI: 10.3102/10769986027004411.
  3. 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, volume 0, issue 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, volume 19, issue 4, pages 455-464, October.
  3. Sentana, Enrique & Fiorentini, Gabriele, 2001, "Identification, estimation and testing of conditionally heteroskedastic factor models," Journal of Econometrics, Elsevier, volume 102, issue 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, volume 164, issue 2, pages 293-305, DOI: 10.1111/1467-985X.00203.
  5. Nicola Sciclone & Gianni Aristelli & Carla Rampichini, 2001, "La valutazione di efficacia delle borse di studio in Toscana," ECONOMIA PUBBLICA, FrancoAngeli Editore, volume 2001, issue 3.

1999

  1. Mealli, Fabrizia & Rampichini, Carla, 1999, "Estimating binary multilevel models through indirect inference," Computational Statistics & Data Analysis, Elsevier, volume 29, issue 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, volume 1, issue Conferenc, pages 100-112.
  2. Giorgio Calzolari & Gabriele Fiorentini, 1998, "A tobit model with garch errors," Econometric Reviews, Taylor & Francis Journals, volume 17, issue 1, pages 85-104, DOI: 10.1080/07474939808800404.
  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, volume 39, issue 4, pages 1101-1118, November.
  4. S. Pudney & F.L. Galassi & F. Mealli, 1998, "An Econometric Model of Farm Tenures in Fifteenth‐Century Florence," Economica, London School of Economics and Political Science, volume 65, issue 260, pages 535-556, November, DOI: 10.1111/1468-0335.00145.
  5. 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, volume 0, issue 1, pages 65-90, January -.
  6. 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, volume 44, issue 1, pages 41-69, May, DOI: 10.1023/A:1006888613727.

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., volume 11, issue 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, volume 106, issue 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., volume 11, issue 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, volume 9, issue 2, pages 296-309, April.
  2. Calzolari, Giorgio & Fiorentini, Gabriele, 1993, "Alternative covariance estimators of the standard Tobit model," Economics Letters, Elsevier, volume 42, issue 1, pages 5-13.

1990

  1. Calzolari, Giorgio & Panattoni, Lorenzo, 1990, "Mode predictors in nonlinear systems with identities," International Journal of Forecasting, Elsevier, volume 6, issue 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., volume 5, issue 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, volume 56, issue 3, pages 701-714, May.

1987

  1. Calzolari, Giorgio, 1987, "Forecast Variance in Dynamic Simulation of Simultaneous Equation Models," Econometrica, Econometric Society, volume 55, issue 6, pages 1473-1476, November.
  2. Calzolari, Giorgio & Panattoni, Lorenzo & Weihs, Claus, 1987, "Computational efficiency of FIML estimation," Journal of Econometrics, Elsevier, volume 36, issue 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, volume 3, issue 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, volume 54, issue 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, volume 5, issue 1, pages 235-247, February.
  2. Calzolari, Giorgio, 1983, "Asymptotic standard errors of point elasticities calculated from simultaneous equation systems," Economics Letters, Elsevier, volume 11, issue 3, pages 237-244.

1981

  1. Calzolari, Giorgio, 1981, "A Note on the Variance of Ex-Post Forecasts in Econometric Models," Econometrica, Econometric Society, volume 49, issue 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, volume 16, issue 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, volume 21, issue 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, volume 47, issue 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, volume 2, issue 2, pages 161-164.
  3. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1979, "On the stability of the Klein-I model," Economics Letters, Elsevier, volume 4, issue 1, pages 33-35.
  4. Calzolari, Giorgio, 1979, "Antithetic variates to estimate the simulation bias in non-linear models," Economics Letters, Elsevier, volume 4, issue 4, pages 323-328.

1978

  1. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1978, "A Program for Stochastic Simulation of Econometric Models," Econometrica, Econometric Society, volume 46, issue 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, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications", DOI: 10.1108/S0731-90532023000045B001.

2022

  1. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022, "Tests for Random Coefficient Variation in Vector Autoregressive Models," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honour of Fabio Canova", DOI: 10.1108/S0731-90532022000044B001.

2016

  1. Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana, 2016, "Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035006.

2008

  1. Junni L. Zhang & Donald B. Rubin & Fabrizia Mealli, 2008, "Evaluating the effects of job training programs on wages through principal stratification," Advances in Econometrics, Emerald Group Publishing Limited, "Modelling and Evaluating Treatment Effects in Econometrics", DOI: 10.1016/S0731-9053(07)00005-9.

2007

  1. Anna Gottard & Leonardo Grilli & Carla Rampichini, 2007, "A Multilevel Chain Graph Model for the Analysis of Graduates’ Employment," Springer Books, Springer, in: Luigi Fabbris, "Effectiveness of University Education in Italy", DOI: 10.1007/978-3-7908-1751-5_12.
  2. Leonardo Grilli & Fabrizia Mealli, 2007, "University Studies and Employment. An Application of the Principal Strata Approach to Causal Analysis," Springer Books, Springer, in: Luigi Fabbris, "Effectiveness of University Education in Italy", DOI: 10.1007/978-3-7908-1751-5_16.
  3. Leonardo Grilli & Carla Rampichini, 2007, "A Multilevel Analysis of Graduates’ Job Satisfaction," Springer Books, Springer, in: Luigi Fabbris, "Effectiveness of University Education in Italy", DOI: 10.1007/978-3-7908-1751-5_3.

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