1.
Stochastic Frontier Analysis Using Stata
CEIS Working Paper No. 251
Number of pages: 48
Posted: 13 Sep 2012
Last Revised: 03 Mar 2014
Working Paper Series
University of Rome, Tor Vergata - Department of Economics and Finance, Food and Agriculture Organization of the United Nations, Bank of Italy and University of Rome, Tor Vergata - Centre for International Studies on Economic Growth (CEIS)
Downloads
2,458
2.
Theory and Practice of TFP Estimation: The Control Function Approach Using Stata
CEIS Working Paper No. 399
Number of pages: 50
Posted: 15 Feb 2017
Working Paper Series
University of Rome, Tor Vergata and University of Chicago Booth School of Business
Downloads
1,180
3.
Spatial Panel Data Models Using Stata
CEIS Working Paper No. 373
Number of pages: 41
Posted: 29 Mar 2016
Last Revised: 28 Jul 2016
Working Paper Series
University of Rome, Tor Vergata - Department of Economics and Finance, University of Edinburgh and CEIS Tor Vergata
Downloads
884
4.
Estimation of Ordered Response Models with Sample Selection
CEIS Working Paper No. 168
Number of pages: 28
Posted: 04 Jun 2010
Working Paper Series
University of Palermo - d/SEAS and affiliation not provided to SSRN
Downloads
286
5.
Distributional vs. Quantile Regression
CEIS Working Paper No. 300
Number of pages: 45
Posted: 17 Dec 2013
Working Paper Series
University of Illinois at Urbana-Champaign - Department of Economics, University of Rome, Tor Vergata - Centre for International Studies on Economic Growth (CEIS) and University of Rome, Tor Vergata - Centre for International Studies on Economic Growth (CEIS)
Downloads
284
6.
On Estimating the Conditional Expected Shortfall
CEIS Working Paper No. 122
Number of pages: 29
Posted: 14 Apr 2008
Last Revised: 25 Feb 2014
Working Paper Series
University of Rome, Tor Vergata - Centre for International Studies on Economic Growth (CEIS) and University of Rome, Tor Vergata
Downloads
271
7.
Modelling Crypto-Currencies Financial Time-Series
CEIS Working Paper No. 417
Number of pages: 39
Posted: 11 Dec 2017
Last Revised: 17 Dec 2017
Working Paper Series
University of Aarhus - School of Business and Social Sciences and University of Rome, Tor Vergata, Faculty of Economics, Department of Economics, Law and Institutions
There are 2 versions of this paper
Modelling Crypto-Currencies Financial Time-Series
Number of pages: 38
Posted: 01 Sep 2017
Last Revised: 20 Dec 2017
Downloads
685
Modelling Crypto-Currencies Financial Time-Series
CEIS Working Paper No. 417
Number of pages: 39
Posted: 11 Dec 2017
Last Revised: 17 Dec 2017
Downloads
208
Downloads
208
8.
Structural Time Series Models for Business Cycle Analysis
CEIS Research Paper No. 109
Number of pages: 45
Posted: 01 Apr 2008
Last Revised: 24 Feb 2014
Working Paper Series
University of Rome II - Department of Economics and Finance
Downloads
201
9.
Consistent Estimation of the 'True' Fixed-Effects Stochastic Frontier Model
CEIS Working Paper No. 231
Number of pages: 29
Posted: 25 Apr 2012
Working Paper Series
University of Rome, Tor Vergata - Department of Economics and Finance and Bank of Italy
Downloads
178
10.
A Bayesian Estimation of a DSGE Model with Financial Frictions
CEIS Working Paper No. 149
Number of pages: 55
Posted: 05 Oct 2009
Last Revised: 25 Feb 2014
Working Paper Series
International Labour Organization (ILO)
Downloads
142
11.
The W Matrix in Network and Spatial Econometrics: Issues Relating to Specification and Estimation
CEIS Working Paper No. 369
Number of pages: 27
Posted: 18 Feb 2016
Working Paper Series
University of Rome Tor Vergata Department of Economics and Finance and University of Cambridge - Department of Land Economy
Downloads
140
12.
Modelling Comovements of Economic Time Series: A Selective Survey
CEIS Working Paper No. 215
Number of pages: 33
Posted: 26 Oct 2011
Working Paper Series
University Lumsa and University of Rome II - Department of Economics and Finance
Downloads
136
13.
Exponential Smoothing, Long Memory and Volatility Prediction
CEIS Working Paper No. 319
Number of pages: 31
Posted: 05 Aug 2014
Working Paper Series
University of Rome II - Department of Economics and Finance
Downloads
128
14.
Accounting for Unobserved Country Heterogeneity in Happiness Research: Country Fixed Effects Versus Region Fixed Effects
CEIS Working Paper No. 164
Number of pages: 31
Posted: 01 Jun 2010
Working Paper Series
Organization for Economic Co-Operation and Development (OECD)
Downloads
126
15.
Financial Literacy and Bank Runs: An Experimental Analysis
CEIS Working Paper No. 402
Number of pages: 36
Posted: 20 Apr 2017
Last Revised: 08 Jul 2017
Working Paper Series
University of Rome Tor Vergata - Dept. of Economics and Finance, Università LUISS Guido Carli, University of Rome, Tor Vergata and University of Rome, Tor Vergata
Downloads
124
16.
The Effect of Discretion on Procurement Performance
CEIS Working Paper No. 361
Number of pages: 85
Posted: 17 Nov 2015
Working Paper Series
Stockholm School of Economics (SITE), HEC Montreal and University of Wisconsin - Madison
There are 2 versions of this paper
The Effect of Discretion on Procurement Performance
CEIS Working Paper No. 361
Number of pages: 85
Posted: 17 Nov 2015
Downloads
120
The Effect of Discretion on Procurement Performance
CEPR Discussion Paper No. DP11286
Number of pages: 87
Posted: 24 May 2016
Downloads
120
17.
A Spatial Diffusion Model with Common Factors and an Application to Cigarette Consumption
CEIS Working Paper No. 381
Number of pages: 29
Posted: 31 May 2016
Working Paper Series
University of Rome, Tor Vergata - Faculty of Economics and University of Groningen - Faculty of Economics and Business
Downloads
108
18.
Real Time Estimation in Local Polynomial Regression, with Application to Trend-Cycle Analysis
CEIS Working Paper No. 112
Number of pages: 26
Posted: 03 Apr 2008
Working Paper Series
University of Rome II - Department of Economics and Finance and University of Bologna - Department of Statistics
Downloads
101
19.
Disentangling Adverse Selection, Moral Hazard and Supply Induced Demand: An Empirical Analysis of the Demand for Healthcare Services
CEIS Working Paper No. 389
Number of pages: 60
Posted: 29 Jun 2016
Working Paper Series
University of Rome, Tor Vergata - Centre for International Studies on Economic Growth (CEIS), University of Lausanne and Bank of Italy
Downloads
97
20.
Testing for Cointegration in High-Dimensional Systems
CEIS Working Paper No. 148
Number of pages: 27
Posted: 15 Sep 2009
Working Paper Series
University of Rome II - Department of Economics and Finance and University of Bonn
Downloads
96
21.
The Model Confidence Set Package for R
CEIS Working Paper No. 362
Number of pages: 23
Posted: 20 Nov 2015
Working Paper Series
University of Padova and University of Aarhus - School of Business and Social Sciences
Downloads
95
22.
Common Feature Analysis of Economic Time Series: An Overview and Recent Developments
CEIS Working Paper No. 355
Number of pages: 29
Posted: 07 Oct 2015
Last Revised: 23 Oct 2015
Working Paper Series
University Lumsa and University of Rome II - Department of Economics and Finance
Downloads
92
23.
Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies
CEIS Working Paper No. 255
Number of pages: 30
Posted: 07 Nov 2012
Working Paper Series
University of Rome, Tor Vergata
Downloads
88
24.
On the Selection of Common Factors for Macroeconomic Forecasting
CEIS Working Paper No. 332
Number of pages: 33
Posted: 14 Mar 2015
Working Paper Series
University of Rome, Tor Vergata and University of Rome II - Department of Economics and Finance
Downloads
83
25.
Outlier Detection in Structural Time Series Models: The Indicator Saturation Approach
CEIS Working Paper No. 325
Number of pages: 46
Posted: 24 Aug 2014
Working Paper Series
University of Hohenheim and University of Rome II - Department of Economics and Finance
Downloads
83
26.
Clustering Macroeconomic Variables
CEIS Working Paper No. 283
Number of pages: 27
Posted: 11 Jun 2013
Working Paper Series
LUISS Guido Carli University - Facoltà di Economia
Downloads
78
27.
A Refined Jensen's Inequality in Hilbert Spaces and Empirical Approximations
CEIS Working Paper No. 134
Number of pages: 57
Posted: 24 Nov 2008
Working Paper Series
University of Rome, Tor Vergata - Centre for International Studies on Economic Growth (CEIS)
Downloads
76
28.
A Medium-N Approach to Macroeconomic Forecasting
CEIS Working Paper No. 176
Number of pages: 20
Posted: 10 Dec 2010
Working Paper Series
University of Rome II - Department of Economics and Finance and University of Rome, Tor Vergata
Downloads
67
29.
Predicting the Signs of Forecast Errors
CEIS Working Paper No. 135
Number of pages: 14
Posted: 24 Nov 2008
Working Paper Series
University of Rome, Tor Vergata - Faculty of Economics and Universita di Roma Tor Vergata
Downloads
61
30.
Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling
CEIS Working Paper No. 125
Number of pages: 26
Posted: 26 May 2008
Last Revised: 25 Feb 2014
Working Paper Series
University of Rome II - Department of Economics and Finance, Maastricht University - Department of Economics and University of Maastricht - Department of Economics
Downloads
56
31.
The Effect of Survey Design on Extreme Response Style: Rating Job Satisfaction
CEIS Working Paper No. 365
Number of pages: 28
Posted: 10 Feb 2016
Working Paper Series
University of Rome Tor Vergata Department of Economics and Finance and University of Rome, Tor Vergata
Downloads
55
32.
Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances
CEIS Working Paper No. 375
Number of pages: 36
Posted: 05 Apr 2016
Working Paper Series
University of Aarhus - School of Business and Social Sciences and University of Rome, Tor Vergata - Department of Economics and Finance
Downloads
54
33.
Growth Forecast Errors and Government Investment and Consumption Multipliers
CEIS Working Paper No. 301
Number of pages: 24
Posted: 19 Dec 2013
Last Revised: 17 Feb 2015
Working Paper Series
University of Rome, Tor Vergata
Downloads
54
34.
The Exponential Model for the Spectrum of a Time Series: Extensions and Applications
CEIS Working Paper No. 272
Number of pages: 39
Posted: 21 Apr 2013
Working Paper Series
University of Rome II - Department of Economics and Finance and University of Bologna - Department of Statistics
Downloads
53
35.
An Alternative Solution to the Autoregressivity Paradox in Time Series Analysis
CEIS Working Paper No. 184
Number of pages: 9
Posted: 31 Jan 2011
Working Paper Series
University of Rome II - Department of Economics and Finance and affiliation not provided to SSRN
Downloads
52
36.
EuroMInd-C: A Disaggregate Monthly Indicator of Economic Activity for the Euro Area and Member Countries
CEIS Working Paper No. 287
Number of pages: 40
Posted: 03 Oct 2013
Working Paper Series
Government of the Italian Republic (Italy) - Department of the Treasury, University of Aarhus - CREATES, European University Institute, Eurostat and University of Rome II - Department of Economics and Finance
Downloads
47
37.
Large Scale Covariance Estimates for Portfolio Selection
CEIS Working Paper No. 353
Number of pages: 43
Posted: 09 Aug 2015
Last Revised: 04 Sep 2015
Working Paper Series
University of Rome, Tor Vergata - Department of Economics and Finance
Downloads
46
38.
A General to Specific Approach for Constructing Composite Business Cycle Indicators
CEIS Working Paper No. 224
Number of pages: 19
Posted: 27 Feb 2012
Working Paper Series
University of Rome II - Department of Economics and Finance, University of Rome, Tor Vergata and Maastricht University - Department of Economics
Downloads
44
39.
Regression with Imputed Covariates: A Generalized Missing Indicator Approach
CEIS Working Paper No. 150
Number of pages: 14
Posted: 08 Oct 2009
Working Paper Series
University of Rome, Tor Vergata - Centre for International Studies on Economic Growth (CEIS), University of Palermo and Universita di Palermo
Downloads
44
40.
A Data-Cleaning Augmented Kalman Filter for Robust Estimation of State Space Models
CEIS Working Paper No. 374
Number of pages: 30
Posted: 31 Mar 2016
Working Paper Series
University of Hohenheim, University of Rome II - Department of Economics and Finance and University of Kent, Canterbury
Downloads
41
41.
Generalizing Smooth Transition Autoregressions
CEIS Working Paper No. 294
Number of pages: 56
Posted: 16 Oct 2013
Last Revised: 27 Sep 2014
Working Paper Series
University of Rome II - Department in Economics, Law and Institutions
Downloads
39
42.
Macroeconomic Forecasting and Structural Analysis Through Regularized Reduced-Rank Regression
CEIS Working Paper No. 289
Number of pages: 25
Posted: 05 Oct 2013
Working Paper Series
Bank of Italy and University of Rome II - Department of Economics and Finance
Downloads
39
43.
Estimating Income Poverty in the Presence of Missing Data and Measurement Error
CEIS Working Paper No. 145
Number of pages: 32
Posted: 15 Jul 2009
Working Paper Series
University of York - Department of Economics and Related Studies, University of Rome, Tor Vergata - Centre for International Studies on Economic Growth (CEIS) and affiliation not provided to SSRN
There are 2 versions of this paper
Estimating Income Poverty in the Presence of Missing Data and Measurement Error
CEIS Working Paper No. 145
Number of pages: 32
Posted: 15 Jul 2009
Downloads
37
Estimating Income Poverty in the Presence of Missing Data and Measurement Error
SOEPpaper No. 252
Number of pages: 33
Posted: 10 Jan 2010
Downloads
30
Downloads
37
44.
Spatial Panel Data Model with Error Dependence: A Bayesian Separable Covariance Approach
CEIS Working Paper No. 338
Number of pages: 34
Posted: 11 Apr 2015
Working Paper Series
University of Rome, Tor Vergata - Centre for International Studies on Economic Growth (CEIS) and University of Rome, Tor Vergata - Centre for International Studies on Economic Growth (CEIS)
Downloads
34
45.
Principal Stratification in Sample Selection Problems with Non Normal Error Terms
CEIS Tor Vergata Research Paper No. 194
Number of pages: 31
Posted: 13 May 2011
Working Paper Series
University of Rome, Tor Vergata - Faculty of Economics and University of Southern Denmark - Department of Business and Economics
Downloads
32
46.
How Variable is Labor Input in the Italian Manufacturing: The Case of the Pharmaceutical Industry
CEIS Working Paper No. 140
Number of pages: 22
Posted: 01 Jul 2009
Working Paper Series
Università di Roma "Tor Vergata"
Downloads
30
47.
Generalised Linear Spectral Models
CEIS Working Paper No. 290
Number of pages: 27
Posted: 07 Oct 2013
Working Paper Series
University of Rome II - Department of Economics and Finance and University of Bologna - Department of Statistics
Downloads
28
48.
The Generalised Autocovariance Function
CEIS Working Paper No. 276
Number of pages: 33
Posted: 07 May 2013
Working Paper Series
University of Rome II - Department of Economics and Finance and University of Bologna - Department of Statistics
Downloads
28
49.
Detecting Co-Movements in Noncausal Time Series
CEIS Working Paper No. 430
Number of pages: 37
Posted: 03 May 2018
Working Paper Series
University of Rome II - Department of Economics and Finance, Maastricht University - Department of Quantitative Economics and Maastricht University - Department of Quantitative Economics
Downloads
25
50.
Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model
CEIS Working Paper No. 397
Number of pages: 26
Posted: 07 Feb 2017
Last Revised: 23 Jul 2018
Working Paper Series
University of Rome II - Department of Economics and Finance and University of Rome, Tor Vergata
Downloads
25
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