Details about Davide Ferrari

Access statistics for papers by Davide Ferrari.

Last updated 2019-01-21. Update your information in the RePEc Author Service.

Short-id: pfe520

Working Papers

2019

1. Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (3)

2012

2. Immigrant students and educational systems. Cross-country evidence from PISA 2006
   Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi"
   Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2012)

2010

3. Efficient and robust estimation for financial returns: an approach based on q-entropy
   Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" View citations (2)
   Also in Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi" (2010) View citations (2)
4. Immigrants, schooling and background. Cross-country evidence from PISA 2006
   Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" View citations (3)
   Also in Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi" (2010) View citations (4)

2009

5. Political institutions and central bank independence revisited
   Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi" View citations (8)
   See also Journal Article Political institutions and central bank independence revisited, Applied Economics Letters, Taylor & Francis Journals (2011) View citations (14) (2011)

2008

6. Parametric density estimation by minimizing nonextensive entropy
   Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi"

2007

7. The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance
   Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" View citations (22)
   Also in Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi" (2007) View citations (7)
   Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi" (2007) View citations (46)

Journal Articles

2018

1. A Spatio-Temporal Model and Inference Tools for Longitudinal Count Data on Multicolor Cell Growth
   The International Journal of Biostatistics, 2018, 14, (2), 18

2017

2. Parsimonious and powerful composite likelihood testing for group difference and genotype–phenotype association
   Computational Statistics & Data Analysis, 2017, 110, (C), 37-49

2016

3. Reliable inference for complex models by discriminative composite likelihood estimation
   Journal of Multivariate Analysis, 2016, 144, (C), 68-80 View citations (1)
4. Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization
   European Journal of Operational Research, 2016, 250, (1), 251-261 View citations (5)

2015

5. Robust heart rate variability analysis by generalized entropy minimization
   Computational Statistics & Data Analysis, 2015, 82, (C), 137-151 View citations (2)

2012

6. On robust estimation via pseudo-additive information
   Biometrika, 2012, 99, (1), 238-244 View citations (7)
7. Unit nonresponse errors in income surveys: a case study
   Quality & Quantity: International Journal of Methodology, 2012, 46, (6), 1769-1794 View citations (3)

2011

8. Political institutions and central bank independence revisited
   Applied Economics Letters, 2011, 18, (7), 679-682 View citations (14)
   See also Working Paper Political institutions and central bank independence revisited, Department of Economics (2009) View citations (8) (2009)

2005

9. Using an evolving criterion to assess the Federal Reserve's behaviour in recent years
   BNL Quarterly Review, 2005, 58, (235), 169-186
   Also in Banca Nazionale del Lavoro Quarterly Review, 2005, 58, (235), 169-186 (2005)