Details about Francesco Bartolucci

Access statistics for papers by Francesco Bartolucci.

Last updated 2024-03-24. Update your information in the RePEc Author Service.

Short-id: pba960

Working Papers

2022

1. Testing for state dependence in the fixed-effects ordered logit model
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Testing for state dependence in the fixed-effects ordered logit model, Economics Letters, Elsevier (2023) (2023)

2021

2. A note of caution in interpreting crosscountry correlations of COVID-19 vaccination and infection rates
   EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF)
3. Conditional inference and bias reduction for partial effects estimation of fixed-effects logit models
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Conditional inference and bias reduction for partial effects estimation of fixed-effects logit models, Empirical Economics, Springer (2023) (2023)
4. MCMC Conditional Maximum Likelihood for the two-way fixed-effects logit
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article MCMC conditional maximum likelihood for the two-way fixed-effects logit, Econometric Reviews, Taylor & Francis Journals (2024) (2024)

2020

5. Exploring the dependencies among main cryptocurrency log-returns: A hidden Markov model
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Exploring the dependencies among main cryptocurrency log‐returns: A hidden Markov model, Economic Notes, Banca Monte dei Paschi di Siena SpA (2022) View citations (2) (2022)

2019

6. Are attitudes towards immigration changing in Europe? An analysis based on bidimensional latent class IRT models
   MPRA Paper, University Library of Munich, Germany
7. Evaluating time-varying treatment effects in latent Markov models: An application to the effect of remittances on poverty dynamics
   MPRA Paper, University Library of Munich, Germany View citations (2)
8. Partial effects estimation for fixed-effects logit panel data models
   MPRA Paper, University Library of Munich, Germany View citations (3)
   Also in Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali (2018) View citations (1)

2017

9. A mixture growth model for migrants' remittances: An application to the German Socio-Economic Panel
   Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences View citations (1)
10. A multilevel latent Markov model for the evaluation of nursing homes' performance
    MPRA Paper, University Library of Munich, Germany
11. Granger causality in dynamic binary short panel data models
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali
    Also in MPRA Paper, University Library of Munich, Germany (2017)

2015

12. A Misspecification Test for Finite-Mixture Logistic Models for Clustered Binary and Ordered Responses
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2015) View citations (1)
13. A joint model for longitudinal and survival data based on an AR(1) latent process
    Working papers of the Department of Economics - University of Perugia (IT), Università di Perugia, Dipartimento Economia
14. Causal latent Markov model for the comparison of multiple treatments in observational longitudinal studies
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Causal Latent Markov Model for the Comparison of Multiple Treatments in Observational Longitudinal Studies, Journal of Educational and Behavioral Statistics (2016) View citations (7) (2016)
15. Composite likelihood inference for hidden Markov models for dynamic networks
    MPRA Paper, University Library of Munich, Germany
16. Determinants of Job Satisfaction in Young Russian Workers
    Discussion Papers, CRISEI, University of Naples "Parthenope", Italy
17. cquad: An R and Stata Package for Conditional Maximum Likelihood Estimation of Dynamic Binary Panel Data Models
    MPRA Paper, University Library of Munich, Germany View citations (5)
    See also Journal Article cquad: An R and Stata Package for Conditional Maximum Likelihood Estimation of Dynamic Binary Panel Data Models, Journal of Statistical Software, Foundation for Open Access Statistics (2017) View citations (9) (2017)

2014

18. A finite mixture latent trajectory model for hirings and separations in the labor market
    MPRA Paper, University Library of Munich, Germany
19. Differences in birth-weight outcomes: A longitudinal study based on siblings
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Differences in Birthweight Outcomes: A Longitudinal Study Based on Siblings, IJERPH, MDPI (2014) (2014)
20. Employment status and perceived health condition: longitudinal data from Italy
    MPRA Paper, University Library of Munich, Germany View citations (13)

2013

21. Adaptive quadrature for likelihood inference on dynamic latent variable models for time-series and panel data
    MPRA Paper, University Library of Munich, Germany
22. Ranking Scientific Journals via Latent Class Models for Polytomous Item Response
    EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) View citations (6)
23. Testing for Time-Invariant Unobserved Heterogeneity in Generalized Linear Models for Panel Data
    EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) View citations (6)
    See also Journal Article Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data, Journal of Econometrics, Elsevier (2015) View citations (20) (2015)
24. Testing for state dependence in binary panel data with individual covariates
    MPRA Paper, University Library of Munich, Germany View citations (5)

2012

25. A causal analysis of mother’s education on birth inequalities
    MPRA Paper, University Library of Munich, Germany View citations (2)
26. Estimating dynamic causal effects with unobserved confounders: a latent class version of the inverse probability weighted estimator
    MPRA Paper, University Library of Munich, Germany
27. Item selection by an extended Latent Class model: An application to nursing homes evaluation
    MPRA Paper, University Library of Munich, Germany View citations (3)
28. Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
    MPRA Paper, University Library of Munich, Germany View citations (4)
    See also Journal Article Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates, TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer (2014) View citations (32) (2014)
29. Measuring concentration in economic sectors by h-index and g-index
    MPRA Paper, University Library of Munich, Germany
30. Nested hidden Markov chains for modeling dynamic unobserved heterogeneity in multilevel longitudinal data
    MPRA Paper, University Library of Munich, Germany

2011

31. An alternative to the Baum-Welch recursions for hidden Markov models
    MPRA Paper, University Library of Munich, Germany

2007

32. A dynamic model for binary panel data with unobserved heterogeneity admitting a Vn-consistent conditional estimator
    CEIS Research Paper, Tor Vergata University, CEIS View citations (2)
33. Maximum likelihood estimation of an extended latent markov model for clustered binary panel data
    CEIS Research Paper, Tor Vergata University, CEIS View citations (3)
    See also Journal Article Maximum likelihood estimation of an extended latent Markov model for clustered binary panel data, Computational Statistics & Data Analysis, Elsevier (2007) View citations (3) (2007)

2003

34. Bayesian inference for Latent Class model via MCMC with application to capture-recapture data
    Economics and Quantitative Methods, Department of Economics, University of Insubria
35. Efficient estimate of Bayes factors from Reversible Jump output
    Economics and Quantitative Methods, Department of Economics, University of Insubria

Journal Articles

2024

1. An Analysis of the Effect of Streaming on Civic Participation Through a Causal Hidden Markov Model
   Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2024, 172, (1), 163-190
2. Book Review of Mixture and Hidden Markov Models with R by Visser & Speekenbrink
   Psychometrika, 2024, 89, (2), 741-743
3. Correction: Book Review of Mixture and Hidden Markov Models with R, by Visser & Speekenbrink
   Psychometrika, 2024, 89, (3), 1109-1109
4. Erratum to: Variable Selection for Hidden Markov Models with Continuous Variables and Missing Data
   Journal of Classification, 2024, 41, (3), 590-590
5. MCMC conditional maximum likelihood for the two-way fixed-effects logit
   Econometric Reviews, 2024, 43, (6), 379-404
   See also Working Paper MCMC Conditional Maximum Likelihood for the two-way fixed-effects logit, MPRA Paper (2021) View citations (1) (2021)
6. Variable Selection for Hidden Markov Models with Continuous Variables and Missing Data
   Journal of Classification, 2024, 41, (3), 568-589

2023

7. A Causal Latent Transition Model With Multivariate Outcomes and Unobserved Heterogeneity: Application to Human Capital Development
   Journal of Educational and Behavioral Statistics, 2023, 48, (4), 387-419
8. A causal hidden Markov model for assessing effects of multiple direct mail campaigns
   TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2023, 32, (4), 1336-1364 View citations (1)
9. Conditional inference and bias reduction for partial effects estimation of fixed-effects logit models
   Empirical Economics, 2023, 64, (5), 2257-2290
   See also Working Paper Conditional inference and bias reduction for partial effects estimation of fixed-effects logit models, MPRA Paper (2021) (2021)
10. Correction to: Tempered expectation-maximization algorithm for the estimation of discrete latent variable models
    Computational Statistics, 2023, 38, (3), 1425-1425
11. Recursive Computation of the Conditional Probability Function of the Quadratic Exponential Model for Binary Panel Data
    Computational Economics, 2023, 61, (2), 529-557
12. Tempered expectation-maximization algorithm for the estimation of discrete latent variable models
    Computational Statistics, 2023, 38, (3), 1391-1424
13. Testing for state dependence in the fixed-effects ordered logit model
    Economics Letters, 2023, 222, (C)
    See also Working Paper Testing for state dependence in the fixed-effects ordered logit model, MPRA Paper (2022) (2022)

2022

14. A hidden Markov space–time model for mapping the dynamics of global access to food
    Journal of the Royal Statistical Society Series A, 2022, 185, (1), 246-266
15. Are attitudes toward immigration changing in Europe? An analysis based on latent class IRT models
    Advances in Data Analysis and Classification, 2022, 16, (2), 235-271
16. Conditional inference for binary panel data models with predetermined covariates
    Econometrics and Statistics, 2022, 23, (C), 83-104 View citations (1)
17. Exploring the dependencies among main cryptocurrency log‐returns: A hidden Markov model
    Economic Notes, 2022, 51, (1) View citations (2)
    See also Working Paper Exploring the dependencies among main cryptocurrency log-returns: A hidden Markov model, MPRA Paper (2020) View citations (1) (2020)

2021

18. A bivariate finite mixture growth model with selection
    Advances in Data Analysis and Classification, 2021, 15, (3), 759-793 View citations (1)

2020

19. Longitudinal networks of dyadic relationships using latent trajectories: evidence from the European interbank market
    Journal of the Royal Statistical Society Series C, 2020, 69, (4), 711-739 View citations (2)
20. Primary-school class composition and the development of social capital
    Socio-Economic Planning Sciences, 2020, 72, (C) View citations (1)

2019

21. A latent class growth model for migrants’ remittances: an application to the German Socio‐Economic Panel
    Journal of the Royal Statistical Society Series A, 2019, 182, (4), 1607-1632 View citations (2)
22. Comment on: The class of CUB models: statistical foundations, inferential issues and empirical evidence
    Statistical Methods & Applications, 2019, 28, (3), 437-439

2018

23. Dealing with reciprocity in dynamic stochastic block models
    Computational Statistics & Data Analysis, 2018, 123, (C), 86-100 View citations (3)
24. GDP dynamics and unemployment changes in developed and developing countries
    Applied Economics, 2018, 50, (31), 3338-3356 View citations (15)
25. Latent Ignorability and Item Selection for Nursing Home Case-Mix Evaluation
    Journal of Classification, 2018, 35, (1), 172-193 View citations (3)
26. On the role of latent variable models in the era of big data
    Statistics & Probability Letters, 2018, 136, (C), 165-169 View citations (1)
27. Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model
    Econometric Reviews, 2018, 37, (1), 61-88 View citations (6)

2017

28. A Nonparametric Multidimensional Latent Class IRT Model in a Bayesian Framework
    Psychometrika, 2017, 82, (4), 952-978 View citations (3)
29. Adaptive Quadrature for Maximum Likelihood Estimation of a Class of Dynamic Latent Variable Models
    Computational Economics, 2017, 49, (4), 599-622 View citations (3)
30. Job satisfaction and compensating wage differentials: Evidence from Russia
    CESifo Economic Studies, 2017, 63, (3), 333-351 View citations (1)
31. Misspecification test for random effects in generalized linear finite-mixture models for clustered binary and ordered data
    Econometrics and Statistics, 2017, 3, (C), 112-131 View citations (2)
32. cquad: An R and Stata Package for Conditional Maximum Likelihood Estimation of Dynamic Binary Panel Data Models
    Journal of Statistical Software, 2017, 078, (i07) View citations (9)
    See also Working Paper cquad: An R and Stata Package for Conditional Maximum Likelihood Estimation of Dynamic Binary Panel Data Models, MPRA Paper (2015) View citations (5) (2015)

2016

33. Causal Latent Markov Model for the Comparison of Multiple Treatments in Observational Longitudinal Studies
    Journal of Educational and Behavioral Statistics, 2016, 41, (2), 146-179 View citations (7)
    See also Working Paper Causal latent Markov model for the comparison of multiple treatments in observational longitudinal studies, MPRA Paper (2015) (2015)
34. Item selection by latent class-based methods: an application to nursing home evaluation
    Advances in Data Analysis and Classification, 2016, 10, (2), 245-262 View citations (1)
35. Modified Profile Likelihood for Fixed-Effects Panel Data Models
    Econometric Reviews, 2016, 35, (7), 1271-1289 View citations (20)
36. Pairwise Likelihood Inference for Nested Hidden Markov Chain Models for Multilevel Longitudinal Data
    Journal of the American Statistical Association, 2016, 111, (513), 216-228 View citations (7)

2015

37. A comparison between the g-index and the h-index based on concentration
    Journal of the Association for Information Science & Technology, 2015, 66, (12), 2708-2710 View citations (2)
38. A discrete time event-history approach to informative drop-out in mixed latent Markov models with covariates
    Biometrics, 2015, 71, (1), 80-89 View citations (11)
39. A finite mixture latent trajectory model for modeling ultrarunners’ behavior in a 24-hour race
    Journal of Quantitative Analysis in Sports, 2015, 11, (4), 193-203 View citations (4)
40. Latent variable models for the analysis of socio-economic data
    METRON, 2015, 73, (2), 151-154 View citations (1)
41. Ranking scientific journals via latent class models for polytomous item response data
    Journal of the Royal Statistical Society Series A, 2015, 178, (4), 1025-1049 View citations (4)
42. Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data
    Journal of Econometrics, 2015, 184, (1), 111-123 View citations (20)
    See also Working Paper Testing for Time-Invariant Unobserved Heterogeneity in Generalized Linear Models for Panel Data, EIEF Working Papers Series (2013) View citations (6) (2013)
43. Three-step estimation of latent Markov models with covariates
    Computational Statistics & Data Analysis, 2015, 83, (C), 287-301 View citations (8)

2014

44. A generalized multiple-try version of the Reversible Jump algorithm
    Computational Statistics & Data Analysis, 2014, 72, (C), 298-314 View citations (2)
45. Differences in Birthweight Outcomes: A Longitudinal Study Based on Siblings
    IJERPH, 2014, 11, (6), 1-13
    See also Working Paper Differences in birth-weight outcomes: A longitudinal study based on siblings, MPRA Paper (2014) (2014)
46. Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2014, 23, (3), 433-465 View citations (32)
    See also Working Paper Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates, MPRA Paper (2012) View citations (4) (2012)
47. Longitudinal analysis of self-reported health status by mixture latent auto-regressive models
    Journal of the Royal Statistical Society Series C, 2014, 63, (2), 267-288 View citations (16)
48. Mixtures of equispaced normal distributions and their use for testing symmetry with univariate data
    Computational Statistics & Data Analysis, 2014, 71, (C), 262-272 View citations (1)
49. MultiLCIRT: An R package for multidimensional latent class item response models
    Computational Statistics & Data Analysis, 2014, 71, (C), 971-985 View citations (15)
50. Rejoinder on: Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2014, 23, (3), 484-486 View citations (30)

2012

51. Bayesian inference through encompassing priors and importance sampling for a class of marginal models for categorical data
    Computational Statistics & Data Analysis, 2012, 56, (12), 4067-4080 View citations (10)
52. Dimensionality of the Latent Structure and Item Selection Via Latent Class Multidimensional IRT Models
    Psychometrika, 2012, 77, (4), 782-802 View citations (7)
53. Effects of individual and social factors on preterm birth and low birth weight: empirical evidence from regional data in Italy
    International Journal of Public Health, 2012, 57, (2), 261-268 View citations (5)
54. On a possible decomposition of the h-index
    Journal of the Association for Information Science & Technology, 2012, 63, (10), 2126-2127 View citations (1)
    Also in Journal of the American Society for Information Science and Technology, 2012, 63, (10), 2126-2127 (2012)
55. Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data
    Journal of Econometrics, 2012, 170, (1), 102-116 View citations (30)

2011

56. Assessment of School Performance Through a Multilevel Latent Markov Rasch Model
    Journal of Educational and Behavioral Statistics, 2011, 36, (4), 491-522 View citations (19)
57. Modeling Partial Compliance Through Copulas in a Principal Stratification Framework
    Journal of the American Statistical Association, 2011, 106, (494), 469-479 View citations (7)

2010

58. A Dynamic Model for Binary Panel Data With Unobserved Heterogeneity Admitting a √n-Consistent Conditional Estimator
    Econometrica, 2010, 78, (2), 719-733 View citations (72)
59. A note on the mixture transition distribution and hidden Markov models
    Journal of Time Series Analysis, 2010, 31, (2), 132-138 View citations (6)
60. Multidimensional Latent Markov Models in a Developmental Study of Inhibitory Control and Attentional Flexibility in Early Childhood
    Psychometrika, 2010, 75, (4), 725-743 View citations (1)

2009

61. A Multivariate Extension of the Dynamic Logit Model for Longitudinal Data Based on a Latent Markov Heterogeneity Structure
    Journal of the American Statistical Association, 2009, 104, (486), 816-831 View citations (63)

2008

62. Focused Information Criterion for Capture–Recapture Models for Closed Populations
    Scandinavian Journal of Statistics, 2008, 35, (4), 629-649 View citations (2)

2007

63. A Class of Latent Markov Models for Capture–Recapture Data Allowing for Time, Heterogeneity, and Behavior Effects
    Biometrics, 2007, 63, (2), 568-578 View citations (6)
64. A class of multidimensional IRT models for testing unidimensionality and clustering items
    Psychometrika, 2007, 72, (2), 141-157 View citations (28)
65. A latent Markov model for detecting patterns of criminal activity
    Journal of the Royal Statistical Society Series A, 2007, 170, (1), 115-132 View citations (16)
66. A penalized version of the empirical likelihood ratio for the population mean
    Statistics & Probability Letters, 2007, 77, (1), 104-110 View citations (9)
67. Maximum likelihood estimation of an extended latent Markov model for clustered binary panel data
    Computational Statistics & Data Analysis, 2007, 51, (7), 3470-3483 View citations (3)
    See also Working Paper Maximum likelihood estimation of an extended latent markov model for clustered binary panel data, CEIS Research Paper (2007) View citations (3) (2007)
68. On the approximation of the quadratic exponential distribution in a latent variable context
    Biometrika, 2007, 94, (3), 745-754 View citations (2)

2006

69. A Class of Latent Marginal Models for CaptureRecapture Data With Continuous Covariates
    Journal of the American Statistical Association, 2006, 101, 786-794 View citations (20)
70. Efficient Bayes factor estimation from the reversible jump output
    Biometrika, 2006, 93, (1), 41-52 View citations (7)
71. Likelihood inference for a class of latent Markov models under linear hypotheses on the transition probabilities
    Journal of the Royal Statistical Society Series B, 2006, 68, (2), 155-178 View citations (28)

2005

72. Clustering Univariate Observations via Mixtures of Unimodal Normal Mixtures
    Journal of Classification, 2005, 22, (2), 203-219 View citations (2)
73. Likelihood inference on the underlying structure of IRT models
    Psychometrika, 2005, 70, (1), 31-43 View citations (13)
74. The use of mixtures for dealing with non-normal regression errors
    Computational Statistics & Data Analysis, 2005, 48, (4), 821-834 View citations (19)

2004

75. Testing for positive association in contingency tables with fixed margins
    Computational Statistics & Data Analysis, 2004, 47, (1), 195-210 View citations (8)

2003

76. Likelihood-based inference for asymmetric stochastic volatility models
    Computational Statistics & Data Analysis, 2003, 42, (3), 445-449 View citations (13)

2002

77. A recursive algorithm for Markov random fields
    Biometrika, 2002, 89, (3), 724-730 View citations (11)
78. Extended RC Association Models Allowing for Order Restrictions and Marginal Modeling
    Journal of the American Statistical Association, 2002, 97, 1192-1199 View citations (11)

2001

79. Analysis of Capture-Recapture Data with a Rasch-Type Model Allowing for Conditional Dependence and Multidimensionality
    Biometrics, 2001, 57, (3), 714-719 View citations (9)
80. Developments of the Markov chain approach within the distribution theory of runs
    Computational Statistics & Data Analysis, 2001, 36, (1), 107-118 View citations (1)
81. Maximum likelihood estimation of a latent variable time‐series model
    Applied Stochastic Models in Business and Industry, 2001, 17, (1), 5-17 View citations (8)
82. Positive Quadrant Dependence and Marginal Modeling in Two-Way Tables With Ordered Margins
    Journal of the American Statistical Association, 2001, 96, 1497-1505 View citations (18)

1998

83. On estimating the variance of the systematic sample mean
    Statistical Methods & Applications, 1998, 7, (2), 185-196 View citations (2)

Software Items

2020

1. CQUADR: Stata module to estimate Quadratic Exponential models running the cquad R package
   Statistical Software Components, Boston College Department of Economics

2015

2. CQUAD: Stata module to perform conditional maximum likelihood estimation of quadratic exponential models
   Statistical Software Components, Boston College Department of Economics View citations (1)