Details about Brunero Liseo

Access statistics for papers by Brunero Liseo.

Last updated 2025-04-24. Update your information in the RePEc Author Service.

Short-id: pli1596

Working Papers

2018

1. A stochastic estimated version of the Italian dynamic General Equilibrium Model (IGEM)
   Working Papers, Department of the Treasury, Ministry of the Economy and of Finance View citations (3)

2010

2. Bayesian Nonparametric Estimation of the Spectral Density of a Long or Intermediate Memory Gaussian Process
   Working Papers, Center for Research in Economics and Statistics View citations (1)

Journal Articles

2025

1. A copula-based Bayesian framework for doping detection
   Computational Statistics, 2025, 40, (4), 1873-1898
2. Skew–Brownian processes for estimating the volatility of crude oil Brent
   International Journal of Forecasting, 2025, 41, (2), 763-780

2024

3. Bayesian Ideas in Survey Sampling: The Legacy of Basu
   Sankhya A: The Indian Journal of Statistics, 2024, 86, (1), 71-94 View citations (1)

2023

4. Copula modelling with penalized complexity priors: the bivariate case
   TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2023, 32, (2), 542-565
5. Generalized linear mixed model with bayesian rank likelihood
   Statistical Methods & Applications, 2023, 32, (2), 425-446 View citations (1)

2022

6. Approximate Bayesian conditional copulas
   Computational Statistics & Data Analysis, 2022, 169, (C) View citations (1)
7. Bayesian Hierarchical Copula Models with a Dirichlet–Laplace Prior
   Stats, 2022, 5, (4), 1-17

2020

8. A stochastic estimated version of the Italian dynamic General Equilibrium Model
   Economic Modelling, 2020, 92, (C), 339-357 View citations (2)
9. Dependence Structure between China’s Stock Market and Other Major Stock Markets before and after the 2008 Financial Crisis
   Emerging Markets Finance and Trade, 2020, 56, (11), 2608-2624 View citations (3)
10. On a loss-based prior for the number of components in mixture models
    Statistics & Probability Letters, 2020, 158, (C)

2019

11. Discussion on prior-based Bayes information criterion
    Statistical Theory and Related Fields, 2019, 3, (1), 22-23
12. Modelling preference data with the Wallenius distribution
    Journal of the Royal Statistical Society Series A, 2019, 182, (2), 541-558

2018

13. Portfolio Diversification Strategy Via Tail‐Dependence Clustering and ARMA‐GARCH Vine Copula Approach
    Australian Economic Papers, 2018, 57, (3), 265-283 View citations (6)

2017

14. Multivariate Fay–Herriot Bayesian estimation of small area means under functional measurement error
    Journal of the Royal Statistical Society Series A, 2017, 180, (4), 1191-1209 View citations (15)

2015

15. Approximate Bayesian Computation for Copula Estimation
    Statistica, 2015, 75, (1), 111-127 View citations (1)
16. Bayesian Estimators for Small Area Models when Auxiliary Information is Measured with Error
    Scandinavian Journal of Statistics, 2015, 42, (2), 518-529 View citations (12)
17. Regression analysis with linked data: problems and possible solutions
    Statistica, 2015, 75, (1), 19-35 View citations (2)

2014

18. Negative Return-Volume Relationship in Asian Stock Markets: Figarch-Copula Approach
    Eurasian Journal of Economics and Finance, 2014, 2, (2), 1-20 View citations (2)
19. On the independence Jeffreys prior for skew-symmetric models
    Statistics & Probability Letters, 2014, 85, (C), 91-97 View citations (1)

2013

20. Bayesian inference for the multivariate skew-normal model: A population Monte Carlo approach
    Computational Statistics & Data Analysis, 2013, 63, (C), 125-138 View citations (5)
21. Objective Bayesian Analysis of Skew-t Distributions
    Scandinavian Journal of Statistics, 2013, 40, (1), 63-85 View citations (2)

2008

22. Some remarks on Bayesian inference for one-way ANOVA models
    Annals of the Institute of Statistical Mathematics, 2008, 60, (3), 483-498

2003

23. A Bayesian interpretation of the multivariate skew-normal distribution
    Statistics & Probability Letters, 2003, 61, (4), 395-401 View citations (19)
24. Bayesian and conditional frequentist analyses of the Fieller’s problem. A critical review
    Metron - International Journal of Statistics, 2003, LXI, (1), 133-150 View citations (1)