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Davide Ferrari

Personal Details

First Name:Davide
Middle Name:
Last Name:Ferrari
Suffix:
RePEc Short-ID:pfe520
[This author has chosen not to make the email address public]
https://dferraristat.wixsite.com/davideferrari

Affiliation

Facoltà di Economia / Wirtschaftswissenschaftliche Fakutät
Libera Università di Bolzano / Freie Universität Bozen

Bozen-Bolzano, Italy
https://www.unibz.it/it/faculties/economics-management/
RePEc:edi:feubzit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Davide Ferrari & Francesco Ravazzolo & Joaquin L. Vespignani, 2019. "Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach," Globalization Institute Working Papers 376, Federal Reserve Bank of Dallas.
  2. Marina Murat & Davide Ferrari & Patrizio Frederic, 2012. "Immigrant students and educational systems. Cross-country evidence from PISA 2006," Center for Economic Research (RECent) 080, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
  3. Marina Murat & Davide Ferrari & Patrizio Frederic & Giulia Pirani, 2010. "Immigrants, schooling and background. Cross-country evidence from PISA 2006," Center for Economic Research (RECent) 054, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
  4. Davide Ferrari & Sandra Paterlini, 2010. "Efficient and robust estimation for financial returns: an approach based on q-entropy," Center for Economic Research (RECent) 041, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
  5. Davide Ferrari & Barbara Pistoresi & Francesco Salsano, 2009. "Political institutions and central bank independence revisited," Department of Economics 0616, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
  6. Davide Ferrari, 2008. "Parametric density estimation by minimizing nonextensive entropy," Center for Economic Research (RECent) 016, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
  7. Davide Ferrari & Sandra Paterlini, 2007. "The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance," Center for Economic Research (RECent) 001, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".

Articles

  1. Qiao PuXue & Mølck Christina & Hollande Frédéric & Ferrari Davide, 2018. "A Spatio-Temporal Model and Inference Tools for Longitudinal Count Data on Multicolor Cell Growth," The International Journal of Biostatistics, De Gruyter, vol. 14(2), pages 1-18, November.
  2. Huang, Zhendong & Ferrari, Davide & Qian, Guoqi, 2017. "Parsimonious and powerful composite likelihood testing for group difference and genotype–phenotype association," Computational Statistics & Data Analysis, Elsevier, vol. 110(C), pages 37-49.
  3. Giuzio, Margherita & Ferrari, Davide & Paterlini, Sandra, 2016. "Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization," European Journal of Operational Research, Elsevier, vol. 250(1), pages 251-261.
  4. Ferrari, Davide & Zheng, Chao, 2016. "Reliable inference for complex models by discriminative composite likelihood estimation," Journal of Multivariate Analysis, Elsevier, vol. 144(C), pages 68-80.
  5. La Vecchia, Davide & Camponovo, Lorenzo & Ferrari, Davide, 2015. "Robust heart rate variability analysis by generalized entropy minimization," Computational Statistics & Data Analysis, Elsevier, vol. 82(C), pages 137-151.
  6. Davide Ferrari & Davide La Vecchia, 2012. "On robust estimation via pseudo-additive information," Biometrika, Biometrika Trust, vol. 99(1), pages 238-244.
  7. Michele Lalla & Davide Ferrari & Patrizio Frederic, 2012. "Unit nonresponse errors in income surveys: a case study," Quality & Quantity: International Journal of Methodology, Springer, vol. 46(6), pages 1769-1794, October.
  8. B. Pistoresi & F. Salsano & D. Ferrari, 2011. "Political institutions and central bank independence revisited," Applied Economics Letters, Taylor & Francis Journals, vol. 18(7), pages 679-682.
  9. Davide Ferrari & Antonio Ribba, 2005. "Using an evolving criterion to assess the Federal Reserve's behaviour in recent years," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 58(235), pages 169-186.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Davide Ferrari & Francesco Ravazzolo & Joaquin L. Vespignani, 2019. "Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach," Globalization Institute Working Papers 376, Federal Reserve Bank of Dallas.

    Cited by:

    1. Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2022. "Energy Markets and Global Economic Conditions," The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 828-844, October.
    2. Xing, Li-Min & Zhang, Yue-Jun, 2022. "Forecasting crude oil prices with shrinkage methods: Can nonconvex penalty and Huber loss help?," Energy Economics, Elsevier, vol. 110(C).
    3. Wang, Tiantian & Wu, Fei & Dickinson, David & Zhao, Wanli, 2024. "Energy price bubbles and extreme price movements: Evidence from China's coal market," Energy Economics, Elsevier, vol. 129(C).
    4. Jonathan Berrisch & Florian Ziel, 2022. "Distributional modeling and forecasting of natural gas prices," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(6), pages 1065-1086, September.
    5. Silva, Rodolfo Rodrigues Barrionuevo & Martins, André Christóvão Pio & Soler, Edilaine Martins & Baptista, Edméa Cássia & Balbo, Antonio Roberto & Nepomuceno, Leonardo, 2022. "Two-stage stochastic energy procurement model for a large consumer in hydrothermal systems," Energy Economics, Elsevier, vol. 107(C).
    6. Khan, Faridoon & Muhammadullah, Sara & Sharif, Arshian & Lee, Chien-Chiang, 2024. "The role of green energy stock market in forecasting China's crude oil market: An application of IIS approach and sparse regression models," Energy Economics, Elsevier, vol. 130(C).
    7. Wang, Tiantian & Wu, Fei & Zhang, Dayong & Ji, Qiang, 2023. "Energy market reforms in China and the time-varying connectedness of domestic and international markets," Energy Economics, Elsevier, vol. 117(C).
    8. Nguyen, BH & Zhang, Bo, 2022. "Forecasting oil Prices: can large BVARs help?," Working Papers 2022-04, University of Tasmania, Tasmanian School of Business and Economics.
    9. Qin Lu & Jingwen Liao & Kechi Chen & Yanhui Liang & Yu Lin, 2024. "Predicting Natural Gas Prices Based on a Novel Hybrid Model with Variational Mode Decomposition," Computational Economics, Springer;Society for Computational Economics, vol. 63(2), pages 639-678, February.

  2. Marina Murat & Davide Ferrari & Patrizio Frederic & Giulia Pirani, 2010. "Immigrants, schooling and background. Cross-country evidence from PISA 2006," Center for Economic Research (RECent) 054, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".

    Cited by:

    1. Marina Murat, 2012. "Do Immigrant Students Succeed? Evidence from Italy and France," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 12(3), pages 1-22, August.
    2. Marina Murat, 2011. "Do immigrant students succeed? Evidence from Italy and France based on PISA 2006," Center for Economic Research (RECent) 074, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
    3. Giovanni Bonifati, 2010. "Exaptation, Degeneracy and Innovation," Department of Economics 0638, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".

  3. Davide Ferrari & Sandra Paterlini, 2010. "Efficient and robust estimation for financial returns: an approach based on q-entropy," Center for Economic Research (RECent) 041, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".

    Cited by:

    1. Yeşim Güney & Y. Tuaç & Ş. Özdemir & O. Arslan, 2021. "Conditional maximum Lq-likelihood estimation for regression model with autoregressive error terms," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(1), pages 47-74, January.
    2. Giuzio, Margherita & Ferrari, Davide & Paterlini, Sandra, 2016. "Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization," European Journal of Operational Research, Elsevier, vol. 250(1), pages 251-261.

  4. Davide Ferrari & Barbara Pistoresi & Francesco Salsano, 2009. "Political institutions and central bank independence revisited," Department of Economics 0616, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".

    Cited by:

    1. de Haan, J. & Eijffinger, Sylvester, 2016. "The Politics of Central Bank Independence," Discussion Paper 2016-047, Tilburg University, Center for Economic Research.
    2. Carola Conces Binder, 2021. "Political Pressure on Central Banks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(4), pages 715-744, June.
    3. Andrieș, Alin Marius & Podpiera, Anca Maria & Sprincean, Nicu, 2020. "Central bank independence and systemic risk," BOFIT Discussion Papers 13/2020, Bank of Finland Institute for Emerging Economies (BOFIT).
    4. D. Masciandaro, 2019. "What Bird Is That? Central Banking And Monetary Policy In The Last Forty Years," BAFFI CAREFIN Working Papers 19127, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    5. Xu, Ning & Hong, Jian & Fisher, Timothy, 2016. "Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso," MPRA Paper 71670, University Library of Munich, Germany.
    6. Pistoresi B. & Cavicchioli M. & Brevini G., 2017. "Central Bank Independence, Financial Instability and Politics: New Evidence for OECD and Non-OECD Countries," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(7), pages 179-188, July.
    7. Barbara Pistoresi & Maddalena Cavicchioli & Giulio Brevini, 2017. "Central Bank Independence, financial instability and politics: new evidence for OECD and non-OECD countries," Department of Economics 0112, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
    8. Ana Carolina Garriga, 2016. "Central Bank Independence in the World: A New Data Set," International Interactions, Taylor & Francis Journals, vol. 42(5), pages 849-868, October.
    9. Barbara Pistoresi & Maddalena Cavicchioli & Giulio Brevini, 2017. "Central Bank Independence, financial instability and politics: new evidence for OECD and non-OECD countries," Center for Economic Research (RECent) 129, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".

  5. Davide Ferrari & Sandra Paterlini, 2007. "The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance," Center for Economic Research (RECent) 001, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".

    Cited by:

    1. Chiara Pederzoli & Costanza Torricelli, 2013. "Efficiency and unbiasedness of corn futures markets: New evidence across the financial crisis," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0040, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    2. Elisabetta Gualandri & Mario Noera, 2014. "Towards A Macroprudential Policy In The Eu: Main Issues," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0049, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    3. Elena Giarda & Gloria Moroni, 2015. "‘It’s a trap!’ The degree of poverty persistence in Italy and Europe," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0055, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    4. Beatrice Bertelli & Gianna Boero & Costanza Torricelli, 2021. "The market price of greenness A factor pricing approach for Green Bonds," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0083, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    5. Elmas Yaldiz Hanedar & Eleonora Broccardo & Flavio Bazzana, 2012. "Collateral Requirements of SMEs:The Evidence from Less–Developed Countries," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0034, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    6. Yeşim Güney & Y. Tuaç & Ş. Özdemir & O. Arslan, 2021. "Conditional maximum Lq-likelihood estimation for regression model with autoregressive error terms," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(1), pages 47-74, January.
    7. Carlo Alberto Magni, 2010. "Average internal rate of return and investment decisions: A new perspective," Proyecciones Financieras y Valoración 6653, Master Consultores.
    8. Costanza Torricelli & Eleonora Pellati, 2022. "Social Bonds and the “Social Premiumâ€," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0085, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    9. Stefano Cosma & Elisabetta Gualandri, 2013. "The sovereign debt crisis: the impact on the intermediation model of Italian banks," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0042, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    10. Elisabetta Gualandri & Enzo Mangone & Aldo Stanziale, 2011. "Internal Corporate Governance and the Financial Crisis: Lessons for Banks,Regulators and Supervisors," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0029, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    11. Chiara Pederzoli & Costanza Torricelli, 2019. "The impact of the Fundamental Review of the Trading Book: A preliminary assessment on a stylized portfolio," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0075, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    12. Gianfranco Gianfelice & Giuseppe Marotta & Costanza Torricelli, 2015. "A liquidity risk index as a regulatory tool for systemically important banks? An empirical assessment across two financial crises," Applied Economics, Taylor & Francis Journals, vol. 47(2), pages 129-147, January.
    13. Elisabetta Gualandri, 2011. "Basel 3, Pillar 2: the role of banks’ internal governance and control function," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0027, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    14. Elisabetta Gualandri & Mario Noera, 2014. "Monitoring Systemic Risk: A Survey Of The Available Macroprudential Toolkit," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0050, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    15. Marianna Brunetti & Roberta de Luca, 2022. "Pre-selection in cointegration-based pairs trading," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0089, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    16. Marianna Brunetti & Elena Giarda & Costanza Torricelli, 2020. "Financial fragility across Europe and the US: The role of portfolio choices, household features and economic-institutional setup," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0081, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    17. Francesca Arnaboldi, Francesca Gioia, 2019. "Portfolio choice: Evidence from new-borns," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0078, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    18. Li, Ling-Wei & Lee, Loo-Hay & Chen, Chun-Hung & Guo, Bo, 2012. "On unbiased optimal L-statistics quantile estimators," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 1891-1897.
    19. Giuseppe Marotta, 2018. "Why choosing dominated personal pension plans: sales force and financial literacy effects," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0072, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    20. Maria Grazia Iocca & Riccardo Ferretti, 2021. "Le offerte pubbliche di acquisto a venti anni dal Testo Unico della Finanza (Tender Offers in Italy Twenty Years After the Unified Finance Law)," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0082, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    21. Dean Altshuler & Carlo Alberto Magni, 2015. "Introducing Aggregate Return on Investment as a Solution to the Contradiction Between Some PME Metrics and IRR," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0056, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    22. Elisabetta Gualandri & Valeria Venturelli, 2013. "The financing of Italian firms and the credit crunch: findings and exit strategies," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0041, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    23. Paola Brighi & Antonio Carlo Francesco Della Bina & Valeria Venturelli, 2022. "Do ESG Investments Mitigate ESG Controversies? Evidence From International Data," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0084, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    24. Massimo Baldini & Giovanni Gallo & Costanza Torricelli, 2017. "Past Income Scarcity and Current Perception of Financial Fragility," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0064, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    25. Lisa Mattioli & Riccardo Ferretti, 2013. "La regolamentazione dello short selling: effetti sul mercato azionario italiano (Short selling ban: effects on the Italian stock market)," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0039, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    26. Chao Huang & Jin-Guan Lin & Yan-Yan Ren, 2013. "Testing for the shape parameter of generalized extreme value distribution based on the $$L_q$$ -likelihood ratio statistic," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(5), pages 641-671, July.
    27. Carlo Alberto Magni, 2015. "Pseudo-naïve approaches to investment performance measurement," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0051, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    28. Chao Huang & Jin-Guan Lin, 2014. "Modified maximum spacings method for generalized extreme value distribution and applications in real data analysis," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(7), pages 867-894, October.
    29. Valeria Venturelli & Giovanni Gallo & Alessia Pedrazzoli, 2019. "Birds of a feather flock together and get money from the crowd," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0080, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    30. Chiara Pederzoli & Costanza Torricelli, 2010. "A parsimonious default prediction model for Italian SMEs," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0022, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    31. Enrico Rubaltelli & Sergio Agnoli & Michela Rancan & Tiziana Pozzoli, 2015. "Emotional Intelligence and risk taking in investment decision-making," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0053, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    32. Stefano Cosma & Francesco Pattarin, 2012. "Attitudes, personality factors and household debt decisions: A study of consumer credit," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0031, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    33. Stefano Cosma & Francesca Pancotto & Paola Vezzani, 2018. "Customer Complaining and Probability of Default in Consumer Credit," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0068, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".

Articles

  1. Giuzio, Margherita & Ferrari, Davide & Paterlini, Sandra, 2016. "Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization," European Journal of Operational Research, Elsevier, vol. 250(1), pages 251-261.

    Cited by:

    1. Margherita Giuzio, 2017. "Genetic algorithm versus classical methods in sparse index tracking," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 40(1), pages 243-256, November.
    2. C. A. Valle & J. E. Beasley, 2019. "A nonlinear optimisation model for constructing minimal drawdown portfolios," Papers 1908.08684, arXiv.org.
    3. Xin Li & Yaohua Hu & Chong Li & Xiaoqi Yang & Tianzi Jiang, 2023. "Sparse estimation via lower-order penalty optimization methods in high-dimensional linear regression," Journal of Global Optimization, Springer, vol. 85(2), pages 315-349, February.
    4. Julio Cezar Soares Silva & Adiel Teixeira de Almeida Filho, 2023. "A systematic literature review on solution approaches for the index tracking problem in the last decade," Papers 2306.01660, arXiv.org, revised Jun 2023.

  2. Ferrari, Davide & Zheng, Chao, 2016. "Reliable inference for complex models by discriminative composite likelihood estimation," Journal of Multivariate Analysis, Elsevier, vol. 144(C), pages 68-80.

    Cited by:

    1. Cristian Roner & Claudia Di Caterina & Davide Ferrari, 2021. "Exponential Tilting for Zero-inflated Interval Regression with Applications to Cyber Security Survey Data," BEMPS - Bozen Economics & Management Paper Series BEMPS85, Faculty of Economics and Management at the Free University of Bozen.

  3. La Vecchia, Davide & Camponovo, Lorenzo & Ferrari, Davide, 2015. "Robust heart rate variability analysis by generalized entropy minimization," Computational Statistics & Data Analysis, Elsevier, vol. 82(C), pages 137-151.

    Cited by:

    1. Terezinha K. A. Ribeiro & Silvia L. P. Ferrari, 2023. "Robust estimation in beta regression via maximum L $$_q$$ q -likelihood," Statistical Papers, Springer, vol. 64(1), pages 321-353, February.

  4. Davide Ferrari & Davide La Vecchia, 2012. "On robust estimation via pseudo-additive information," Biometrika, Biometrika Trust, vol. 99(1), pages 238-244.

    Cited by:

    1. La Vecchia, Davide & Camponovo, Lorenzo & Ferrari, Davide, 2015. "Robust heart rate variability analysis by generalized entropy minimization," Computational Statistics & Data Analysis, Elsevier, vol. 82(C), pages 137-151.
    2. Giuzio, Margherita & Ferrari, Davide & Paterlini, Sandra, 2016. "Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization," European Journal of Operational Research, Elsevier, vol. 250(1), pages 251-261.
    3. Catania, Leopoldo & Luati, Alessandra, 2020. "Robust estimation of a location parameter with the integrated Hogg function," Statistics & Probability Letters, Elsevier, vol. 164(C).
    4. Chao Huang & Jin-Guan Lin & Yan-Yan Ren, 2013. "Testing for the shape parameter of generalized extreme value distribution based on the $$L_q$$ -likelihood ratio statistic," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(5), pages 641-671, July.
    5. Terezinha K. A. Ribeiro & Silvia L. P. Ferrari, 2023. "Robust estimation in beta regression via maximum L $$_q$$ q -likelihood," Statistical Papers, Springer, vol. 64(1), pages 321-353, February.
    6. Davide La Vecchia, 2016. "Stable Asymptotics for M-estimators," International Statistical Review, International Statistical Institute, vol. 84(2), pages 267-290, August.

  5. Michele Lalla & Davide Ferrari & Patrizio Frederic, 2012. "Unit nonresponse errors in income surveys: a case study," Quality & Quantity: International Journal of Methodology, Springer, vol. 46(6), pages 1769-1794, October.

    Cited by:

    1. Michele Lalla & Maddalena Cavicchioli, 2020. "Nonresponse and measurement errors in income: matching individual survey data with administrative tax data," Department of Economics 0170, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
    2. Michele Lalla & Patrizio Frederic & Daniela Mantovani, 2022. "The inextricable association of measurement errors and tax evasion as examined through a microanalysis of survey data matched with fiscal data: a case study," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(5), pages 1375-1401, December.
    3. Maddalena Cavicchioli & Michele Lalla, 2022. "Evidences from survey data and fiscal data: nonresponse and measurement errors in annual incomes," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(3), pages 587-615, September.

  6. B. Pistoresi & F. Salsano & D. Ferrari, 2011. "Political institutions and central bank independence revisited," Applied Economics Letters, Taylor & Francis Journals, vol. 18(7), pages 679-682.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (4) 2008-10-07 2008-10-07 2010-03-28 2010-04-17
  2. NEP-EDU: Education (4) 2011-01-30 2011-02-12 2012-05-22 2012-10-27
  3. NEP-MIG: Economics of Human Migration (4) 2011-01-30 2011-02-12 2012-05-22 2012-10-27
  4. NEP-EUR: Microeconomic European Issues (3) 2011-01-30 2012-05-22 2012-10-27
  5. NEP-LAB: Labour Economics (3) 2011-01-30 2011-02-12 2012-05-22
  6. NEP-MAC: Macroeconomics (2) 2009-11-07 2020-01-06
  7. NEP-ORE: Operations Research (2) 2008-10-07 2020-01-06
  8. NEP-URE: Urban and Real Estate Economics (2) 2012-05-22 2012-10-27
  9. NEP-CBA: Central Banking (1) 2009-11-07
  10. NEP-ENE: Energy Economics (1) 2020-01-06
  11. NEP-FOR: Forecasting (1) 2020-01-06
  12. NEP-MON: Monetary Economics (1) 2009-11-07
  13. NEP-POL: Positive Political Economics (1) 2009-11-07
  14. NEP-RMG: Risk Management (1) 2008-10-07

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