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Econometrics Working Papers Archive

From Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti"
Viale G.B. Morgagni, 59 - I-50134 Firenze - Italy.
Contact information at EDIRC.

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2019: Realized variance modeling: decoupling forecasting from estimation Downloads
Fabrizio Cipollini, Giampiero M. Gallo and Alessandro Palandri
2019: Realized Volatility Forecasting: Robustness to Measurement Errors Downloads
Fabrizio Cipollini, Giampiero M. Gallo and Edoardo Otranto
2019: “Comparison is the thief of joyâ€. Does social comparison affect migrants’ subjective well-being? Downloads
Manuela Stranges, Daniele Vignoli and Alessandra Venturini
2019: Catching up! The sexual opinions and behaviour of Italian students (2000-2017) Downloads
Gianpiero Dalla Zuanna, Marcantonio Caltabiano, Alessandra Minello and Daniele Vignoli
2019: New testing approaches for mean-variance predictability Downloads
Gabriele Fiorentini and Enrique Sentana
2019: Dynamic specification tests for dynamic factor models Downloads
Gabriele Fiorentini and Enrique Sentana
2018: Specification tests for non-Gaussian maximum likelihood estimators Downloads
Gabriele Fiorentini and Enrique Sentana
2018: Is the Impact of Employment Uncertainty on Fertility Intentions Channeled by Subjective Well-Being? Downloads
Daniele Vignoli, Letizia Mencarini and Giammarco Alderotti
2018: Algorithms for exact and approximate linear abstractions of polynomial continuous systems Downloads
Michele Boreale
2018: First-Birth Gains and Losses from the First Job in Italy: The Role of Employment Uncertainty Downloads
Daniele Vignoli, Valentina Tocchioni and Alessandra Mattei
2018: Consistent non-Gaussian pseudo maximum likelihood estimators Downloads
Gabriele Fiorentini and Enrique Sentana
2017: Opinioni degli studenti universitari sulla didattica ed i servizi erogati dagli Atenei italiani: un nuovo modello di valutazione Downloads
Bruno Bertaccini, Antonio Giusti and Alessandra Petrucci
2017: Combining Sharp and Smooth Transitions in Volatility Dynamics: a Fuzzy Regime Approach Downloads
Giampiero Gallo and Edoardo Otranto
2017: The ambiguous effects of public assistance to youth and female start-ups between job creation and entrepreneurship enhancement Downloads
Marco Mariani, Alessandra Mattei, Lorenzo Storchi and Daniele Vignoli
2017: A subregional space-time exploration of family change: Italian municipalities, 1991-2011 Downloads
Marcantonio Caltabiano, Emanuela Dreassi, Emilia Rocco and Daniele Vignoli
2017: Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity Downloads
Fabrizio Cipollini, Robert Engle and Giampiero Gallo
2016: Exploring the childless universe: profiles and fertility intentions of men and women without children in Italy Downloads
Valentina Tocchioni
2016: Women’s satisfaction during pregnancy and at delivery in Tuscany (Italy) Downloads
Gustavo De Santis, Valentina Tocchioni, Chiara Seghieri and Sabina Nuti
2016: Intergenerational contact across marriage and cohabitation in Italy. Something new? Downloads
Elena Pirani
2016: A Rigorous Framework for Specification, Analysis and Enforcement of Access Control Policies Downloads
Andrea Margheri, Massimiliano Masi, Rosario Pugliese and Francesco Tiezzi
2016: Copula--based Specification of vector MEMs Downloads
Fabrizio Cipollini, Robert Engle and Giampiero Gallo
2016: Sovereign Debt Spreads within the Euro Area: When Fears Become Excess Fears Downloads
Francesco Calvori, Matteo Dentella and Giampiero Gallo
2016: Combining Markov Switching and Smooth Transition in Modeling Volatility: A Fuzzy Regime MEM Downloads
Giampiero Gallo and Edoardo Otranto
2016: Median Response to Shocks: A Model for VaR Spillovers in East Asia Downloads
Fabrizio Cipollini, Giampiero Gallo and Andrea Ugolini
2015: Bayesian inference for causal mechanisms with application to a randomized study for postoperative pain control Downloads
Michela Baccini, Alessandra Mattei and Fabrizia Mealli
2015: Searching secrets rationally Downloads
Michele Boreale and Fabio Corradi
2015: A parametric test to discriminate between a linear regression model and a linear latent growth model Downloads
Marco Barnabani
2015: Demographic Trends in Developing Countries: Convergence or Divergence Processes? Downloads
Maria Silvana Salvini, Giuseppe Gabrielli, Anna Paterno and Isabella Corazziari
2015: Uncertain Lives. Insights into the Role of Job Precariousness in Union Formation Downloads
Daniele Vignoli, Valentina Tocchioni and Silvana Salvini
2015: Indirect estimation and econometrics exams: how to live a round life Downloads
Giorgio Calzolari
2014: Similar incidence, different nature? Characteristics of Living Apart Together relationships in France and Italy Downloads
Arnaud Régnier-Loilier and Daniele Vignoli
2014: Disegno split-plot e superfici di risposta con effetti casuali Downloads
Rossella Berni
2014: Are spouses more satisfied than cohabitors? A survey over the last twenty years in Italy Downloads
Elena Pirani and Daniele Vignoli
2014: Is temporary employment damaging to health? A longitudinal study on Italian workers Downloads
Elena Pirani and Silvana Salvini
2014: Alternative estimating procedures for multiple membership logit models with mixed effects: indirect inference and data cloning Downloads
Anna Gottard and Giorgio Calzolari
2014: Women’s employment makes unions more stable, if the male partners contribute to the unpaid household work Downloads
Letizia Mencarini and Daniele Vignoli
2014: Home Bitter Home? Gender, Living Arrangements, and the Exclusion from Home-Ownership among Older Europeans Downloads
Daniele Vignoli, Maria Letizia Tanturri and Francesco Acciai
2014: Self-Selection and Direct Estimation of Across-Regime Correlation Parameter Downloads
Giorgio Calzolari and Antonino Di Pino
2014: Forecasting Realized Volatility with Changes of Regimes Downloads
Giampiero Gallo and Edoardo Otranto
2014: Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures Downloads
Matteo Barigozzi, Christian Brownlees, Giampiero Gallo and David Veredas
2014: Go with the Flow: A GAS model for Predicting Intra-daily Volume Shares Downloads
Francesco Calvori, Fabrizio Cipollini and Giampiero Gallo
2012: Volatility Swings in the US Financial Markets Downloads
Giampiero Gallo and Edoardo Otranto
2012: Realized Volatility and Change of Regimes Downloads
Giampiero Gallo and Edoardo Otranto
2011: Multiplicative Error Models Downloads
Christian Brownlees, Fabrizio Cipollini and Giampiero Gallo
2010: Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets Downloads
Matteo Barigozzi, Christian Brownlees, Giampiero Gallo and David Veredas
2010: A Time-varying Mixing Multiplicative Error Model for Realized Volatility Downloads
Giovanni De Luca and Giampiero Gallo
2010: The Method of Simulated Scores for Estimating Multinormal Regression Models with Missing Values Downloads
Giorgio Calzolari and Laura Neri
2009: Semiparametric vector MEM Downloads
Fabrizio Cipollini, Robert Engle and Giampiero Gallo
2009: Automated Variable Selection in Vector Multiplicative Error Models Downloads
Fabrizio Cipollini and Giampiero Gallo
2009: Intra-daily Volume Modeling and Prediction for Algorithmic Trading Downloads
Christian Brownlees, Fabrizio Cipollini and Giampiero Gallo
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