Details about Simone Giannerini

Access statistics for papers by Simone Giannerini.

Last updated 2025-03-15. Update your information in the RePEc Author Service.

Short-id: pgi122

Working Papers

2023

1. Testing for Threshold Effects in Presence of Heteroskedasticity and Measurement Error with an application to Italian Strikes
   Papers, arXiv.org

2022

2. A multivariate extension of the Misspecification-Resistant Information Criterion
   Papers, arXiv.org
3. Robust estimation for Threshold Autoregressive Moving-Average models
   Papers, arXiv.org View citations (1)

2021

4. Testing for threshold effects in the TARMA framework
   Papers, arXiv.org View citations (3)
5. Testing for threshold regulation in presence of measurement error with an application to the PPP hypothesis
   Papers, arXiv.org View citations (1)

2015

6. Clustering dependent observations with copula functions
   BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen
   See also Journal Article Clustering dependent observations with copula functions, Statistical Papers, Springer (2019) View citations (1) (2019)

Journal Articles

2024

1. The validity of bootstrap testing for threshold autoregression
   Journal of Econometrics, 2024, 239, (1) View citations (1)

2023

2. Entropy-Based Tests for Complex Dependence in Economic and Financial Time Series with the R Package tseriesEntropy
   Mathematics, 2023, 11, (3), 1-27

2020

3. INTRODUCTION TO THE THEME ISSUE: THE SKEW-NORMAL AND RELATED DISTRIBUTIONS
   Statistica, 2020, 80, (2), 127-130

2019

4. Clustering dependent observations with copula functions
   Statistical Papers, 2019, 60, (1), 35-51 View citations (1)
   See also Working Paper Clustering dependent observations with copula functions, BEMPS - Bozen Economics & Management Paper Series (2015) (2015)

2015

5. A multilevel model with autoregressive components for the analysis of tribal art prices
   Journal of Applied Statistics, 2015, 42, (10), 2141-2158 View citations (2)
6. Entropy testing for nonlinear serial dependence in time series
   Biometrika, 2015, 102, (3), 661-675 View citations (8)
7. Exploring copulas for the imputation of complex dependent data
   Statistical Methods & Applications, 2015, 24, (1), 159-175 View citations (4)
8. The Wild Bootstrap for Multilevel Models
   Communications in Statistics - Theory and Methods, 2015, 44, (22), 4812-4825 View citations (2)

2012

9. A Copula-Based Algorithm for Discovering Patterns of Dependent Observations
   Journal of Classification, 2012, 29, (1), 50-75 View citations (4)

2011

10. Cultural tourism and temporary art exhibitions in Italy: a panel data analysis
    Statistical Methods & Applications, 2011, 20, (4), 519-542 View citations (17)

2009

11. The mathematical structure of the genetic code: a tool for inquiring on the origin of life
    Statistica, 2009, 69, (2), 143-157

2007

12. Flows and Characteristics of Tourist Destinations and Districts. An Introduction
    Economia dei Servizi, 2007, (1), 47-58
13. Rimini. Structural Features of a Mature Seaside Destination
    Economia dei Servizi, 2007, (1), 123-146

2006

14. A critical investigation on detrending procedures for non-linear processes
    Journal of Macroeconomics, 2006, 28, (1), 175-191 View citations (6)

2004

15. Assessing Chaos in Time Series: Statistical Aspects and Perspectives
    Studies in Nonlinear Dynamics & Econometrics, 2004, 8, (2), 25 View citations (4)