Details about Giuseppe De Luca

Access statistics for papers by Giuseppe De Luca.

Last updated 2024-11-06. Update your information in the RePEc Author Service.

Short-id: pde440

Working Papers

2022

1. Asymptotic properties of the weighted average least squares (WALS) estimator
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (1)
   Also in EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) (2022)

2021

2. Weak versus strong dominance of shrinkage estimators
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (1)
   See also Journal Article Weak Versus Strong Dominance of Shrinkage Estimators, Journal of Quantitative Economics, Springer (2021) View citations (1) (2021)
3. Weighted-average least squares (WALS): Confidence and prediction intervals
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (2)
   Also in EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) (2021) View citations (2)

2020

4. Sampling properties of the Bayesian posterior mean with an application to WALS estimation
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (1)
   Also in EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) (2020)
   See also Journal Article Sampling properties of the Bayesian posterior mean with an application to WALS estimation, Journal of Econometrics, Elsevier (2022) (2022)
5. The e?ects of social policies on the working careers of Europeans
   IFS Working Papers, Institute for Fiscal Studies

2019

6. Posterior moments and quantiles for the normal location model with Laplace prior
   EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) View citations (3)
   See also Journal Article Posterior moments and quantiles for the normal location model with Laplace prior, Communications in Statistics - Theory and Methods, Taylor & Francis Journals (2021) (2021)

2018

7. Comments on “Unobservable Selection and Coefficient Stability-Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right”
   EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF)
   See also Journal Article Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right”, Journal of Business & Economic Statistics, Taylor & Francis Journals (2019) View citations (1) (2019)

2017

8. Weighted-Average Least Squares Estimation of Generalized Linear Models
   Tinbergen Institute Discussion Papers, Tinbergen Institute
   Also in EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) (2017) View citations (1)
   See also Journal Article Weighted-average least squares estimation of generalized linear models, Journal of Econometrics, Elsevier (2018) View citations (17) (2018)

2015

9. On the Ambiguous Consequences of Omitting Variables
   Tinbergen Institute Discussion Papers, Tinbergen Institute
   Also in EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) (2015)

2013

10. Bayesian Model Averaging for Generalized Linear Models with Missing Covariates
    EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF)
11. In-work benefits for married couples: an ex-ante evaluation of EITC and WTC policies in Italy
    Working Papers, Department of the Treasury, Ministry of the Economy and of Finance View citations (1)
    Also in CEIS Research Paper, Tor Vergata University, CEIS (2012) View citations (6)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2012) View citations (7)
12. The non-behavioral module of the italian microsimulation model econlav
    Working Papers, Department of the Treasury, Ministry of the Economy and of Finance View citations (1)

2011

13. A Generalized Missing-Indicator Approach to Regression with Imputed Covariates
    EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) View citations (15)
    See also Journal Article A generalized missing-indicator approach to regression with imputed covariates, Stata Journal, StataCorp LP (2012) View citations (3) (2012)
14. Bayesian Model Averaging and Weighted Average Least Squares: Equivariance, Stability, and Numerical Issues
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (90)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2011) View citations (92)
    See also Journal Article Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues, Stata Journal, StataCorp LP (2011) View citations (91) (2011)

2010

15. Estimating Engel curves under unit and item nonresponse
    EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) View citations (2)
    See also Journal Article Estimating Engel curves under unit and item nonresponse, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2012) View citations (4) (2012)
16. Estimation of ordered response models with sample selection
    CEIS Research Paper, Tor Vergata University, CEIS View citations (11)
    See also Journal Article Estimation of ordered response models with sample selection, Stata Journal, StataCorp LP (2011) View citations (42) (2011)

2009

17. Parametric and semiparametric estimation of ordered response models with sample selection and individual-specific thresholds
    Italian Stata Users' Group Meetings 2008, Stata Users Group

2007

18. A sample selection model for unit and item nonresponse in cross-sectional surveys
    CEIS Research Paper, Tor Vergata University, CEIS View citations (9)

Journal Articles

2024

1. Shrinkage efficiency bounds: An extension
   Communications in Statistics - Theory and Methods, 2024, 53, (11), 4147-4152

2022

2. Sampling properties of the Bayesian posterior mean with an application to WALS estimation
   Journal of Econometrics, 2022, 230, (2), 299-317
   See also Working Paper Sampling properties of the Bayesian posterior mean with an application to WALS estimation, Tinbergen Institute Discussion Papers (2020) View citations (1) (2020)

2021

3. Posterior moments and quantiles for the normal location model with Laplace prior
   Communications in Statistics - Theory and Methods, 2021, 50, (17), 4039-4049
   See also Working Paper Posterior moments and quantiles for the normal location model with Laplace prior, EIEF Working Papers Series (2019) View citations (3) (2019)
4. Weak Versus Strong Dominance of Shrinkage Estimators
   Journal of Quantitative Economics, 2021, 19, (1), 239-266 View citations (1)
   See also Working Paper Weak versus strong dominance of shrinkage estimators, Tinbergen Institute Discussion Papers (2021) View citations (1) (2021)

2019

5. Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right”
   Journal of Business & Economic Statistics, 2019, 37, (2), 217-222 View citations (1)
   See also Working Paper Comments on “Unobservable Selection and Coefficient Stability-Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right”, EIEF Working Papers Series (2018) (2018)

2018

6. BALANCED VARIABLE ADDITION IN LINEAR MODELS
   Journal of Economic Surveys, 2018, 32, (4), 1183-1200 View citations (18)
7. Weighted-average least squares estimation of generalized linear models
   Journal of Econometrics, 2018, 204, (1), 1-17 View citations (17)
   See also Working Paper Weighted-Average Least Squares Estimation of Generalized Linear Models, Tinbergen Institute Discussion Papers (2017) (2017)

2016

8. WEIGHTED-AVERAGE LEAST SQUARES (WALS): A SURVEY
   Journal of Economic Surveys, 2016, 30, (1), 117-148 View citations (49)

2015

9. Model averaging estimation of generalized linear models with imputed covariates
   Journal of Econometrics, 2015, 184, (2), 452-463 View citations (4)

2012

10. A generalized missing-indicator approach to regression with imputed covariates
    Stata Journal, 2012, 12, (4), 575-604 View citations (3)
    See also Working Paper A Generalized Missing-Indicator Approach to Regression with Imputed Covariates, EIEF Working Papers Series (2011) View citations (15) (2011)
11. Estimating Engel curves under unit and item nonresponse
    Journal of Applied Econometrics, 2012, 27, (7), 1076-1099 View citations (4)
    See also Working Paper Estimating Engel curves under unit and item nonresponse, EIEF Working Papers Series (2010) View citations (2) (2010)

2011

12. Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues
    Stata Journal, 2011, 11, (4), 518-544 View citations (91)
    See also Working Paper Bayesian Model Averaging and Weighted Average Least Squares: Equivariance, Stability, and Numerical Issues, Other publications TiSEM (2011) View citations (90) (2011)
13. Estimation of ordered response models with sample selection
    Stata Journal, 2011, 11, (2), 213-239 View citations (42)
    See also Working Paper Estimation of ordered response models with sample selection, CEIS Research Paper (2010) View citations (11) (2010)

2008

14. SNP and SML estimation of univariate and bivariate binary-choice models
    Stata Journal, 2008, 8, (2), 190-220 View citations (59)