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: Employment Uncertainty and Fertility Intentions: Stability or Resilience?

Arianna Gatta, Francesco Mattioli, Letizia Mencarini and Daniele Vignoli

2019: Legal Status and Immigrants’ Labour Market Outcomes: Comparative Evidence from a Quasi-Experiment in Western and Southern Europe

Ivana Fellini and Raffaele Guetto

2019: Italian students in 2000 and in 2017 between sexual risk behaviors and family communication

Silvana Salvini

2019: An F -type multiple testing approach for assessing randomness of linear mixed models

Marco Barnabani

2019: Spread-ing uncertainty, shrinking birth rates

Chiara L. Comolli and Daniele Vignoli

2019: Housing uncertainty and the transition to parenthood among Britain’s "Generation Rent"

Valentina Tocchioni, Ann Berrington, Daniele Vignoli and Agnese Vitali

2019: Employment Uncertainty and Fertility: A Network Meta-Analysis of European Research Findings

Giammarco Alderotti, Daniele Vignoli, Michela Baccini and Anna Matysiak

2019: Realized variance modeling: decoupling forecasting from estimation

Fabrizio Cipollini, Giampiero Gallo and Alessandro Palandri

2019: Realized Volatility Forecasting: Robustness to Measurement Errors

Fabrizio Cipollini, Giampiero Gallo and Edoardo Otranto

2019: "Comparison is the thief of joy". Does social comparison affect migrants’ subjective well-being?

Manuela Stranges, Daniele Vignoli and Alessandra Venturini

2019: Catching up! The sexual opinions and behaviour of Italian students (2000-2017)

Gianpiero Dalla Zuanna, Marcantonio Caltabiano, Alessandra Minello and Daniele Vignoli

2019: New testing approaches for mean-variance predictability

Gabriele Fiorentini and Enrique Sentana

2019: Dynamic specification tests for dynamic factor models

Gabriele Fiorentini and Enrique Sentana

2018: Specification tests for non-Gaussian maximum likelihood estimators

Gabriele Fiorentini and Enrique Sentana

2018: Is the Impact of Employment Uncertainty on Fertility Intentions Channeled by Subjective Well-Being?

Daniele Vignoli, Letizia Mencarini and Giammarco Alderotti

2018: Algorithms for exact and approximate linear abstractions of polynomial continuous systems

Michele Boreale

2018: First-Birth Gains and Losses from the First Job in Italy: The Role of Employment Uncertainty

Daniele Vignoli, Valentina Tocchioni and Alessandra Mattei

2018: Consistent non-Gaussian pseudo maximum likelihood estimators

Gabriele Fiorentini and Enrique Sentana

2017: Opinioni degli studenti universitari sulla didattica ed i servizi erogati dagli Atenei italiani: un nuovo modello di valutazione

Bruno Bertaccini, Antonio Giusti and Alessandra Petrucci

2017: Combining Sharp and Smooth Transitions in Volatility Dynamics: a Fuzzy Regime Approach

Giampiero Gallo and Edoardo Otranto

2017: The ambiguous effects of public assistance to youth and female start-ups between job creation and entrepreneurship enhancement

Marco Mariani, Alessandra Mattei, Lorenzo Storchi and Daniele Vignoli

2017: A subregional space-time exploration of family change: Italian municipalities, 1991-2011

Marcantonio Caltabiano, Emanuela Dreassi, Emilia Rocco and Daniele Vignoli

2017: Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity

Fabrizio Cipollini, Robert Engle and Giampiero Gallo

2016: Exploring the childless universe: profiles and fertility intentions of men and women without children in Italy

Valentina Tocchioni

2016: Women’s satisfaction during pregnancy and at delivery in Tuscany (Italy)

Gustavo De Santis, Valentina Tocchioni, Chiara Seghieri and Sabina Nuti

2016: Intergenerational contact across marriage and cohabitation in Italy. Something new?

Elena Pirani

2016: A Rigorous Framework for Specification, Analysis and Enforcement of Access Control Policies

Andrea Margheri, Massimiliano Masi, Rosario Pugliese and Francesco Tiezzi

2016: Copula--based Specification of vector MEMs

Fabrizio Cipollini, Robert Engle and Giampiero Gallo

2016: Sovereign Debt Spreads within the Euro Area: When Fears Become Excess Fears

Francesco Calvori, Matteo Dentella and Giampiero Gallo

2016: Combining Markov Switching and Smooth Transition in Modeling Volatility: A Fuzzy Regime MEM

Giampiero Gallo and Edoardo Otranto

2016: Median Response to Shocks: A Model for VaR Spillovers in East Asia

Fabrizio Cipollini, Giampiero Gallo and Andrea Ugolini

2015: Bayesian inference for causal mechanisms with application to a randomized study for postoperative pain control

Michela Baccini, Alessandra Mattei and Fabrizia Mealli

2015: Searching secrets rationally

Michele Boreale and Fabio Corradi

2015: A parametric test to discriminate between a linear regression model and a linear latent growth model

Marco Barnabani

2015: Demographic Trends in Developing Countries: Convergence or Divergence Processes?

Maria Silvana Salvini, Giuseppe Gabrielli, Anna Paterno and Isabella Corazziari

2015: Uncertain Lives. Insights into the Role of Job Precariousness in Union Formation

Daniele Vignoli, Valentina Tocchioni and Silvana Salvini

2015: Indirect estimation and econometrics exams: how to live a round life

Giorgio Calzolari

2014: Similar incidence, different nature? Characteristics of Living Apart Together relationships in France and Italy

Arnaud Régnier-Loilier and Daniele Vignoli

2014: Disegno split-plot e superfici di risposta con effetti casuali

Rossella Berni

2014: Are spouses more satisfied than cohabitors? A survey over the last twenty years in Italy

Elena Pirani and Daniele Vignoli

2014: Is temporary employment damaging to health? A longitudinal study on Italian workers

Elena Pirani and Silvana Salvini

2014: Alternative estimating procedures for multiple membership logit models with mixed effects: indirect inference and data cloning

Anna Gottard and Giorgio Calzolari

2014: Women’s employment makes unions more stable, if the male partners contribute to the unpaid household work

Letizia Mencarini and Daniele Vignoli

2014: Home Bitter Home? Gender, Living Arrangements, and the Exclusion from Home-Ownership among Older Europeans

Daniele Vignoli, Maria Letizia Tanturri and Francesco Acciai

2014: Self-Selection and Direct Estimation of Across-Regime Correlation Parameter

Giorgio Calzolari and Antonino Di Pino

2014: Forecasting Realized Volatility with Changes of Regimes

Giampiero Gallo and Edoardo Otranto

2014: Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures

Matteo Barigozzi, Christian Brownlees, Giampiero Gallo and David Veredas

2014: Go with the Flow: A GAS model for Predicting Intra-daily Volume Shares

Francesco Calvori, Fabrizio Cipollini and Giampiero Gallo

2012: Volatility Swings in the US Financial Markets

Giampiero Gallo and Edoardo Otranto

2012: Realized Volatility and Change of Regimes

Giampiero Gallo and Edoardo Otranto