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SSRN eLibrary Search Results
CEIS: Econometrics & Empirical Economics (Topic)
6,643 Total downloads
A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance MatricesCEIS Working Paper No. 410 Tommaso Proietti and Alessandro Giovannelli University of Rome II - Department of Economics and Finance and University of Rome, Tor Vergata Date Posted: July 19, 2017 Working Paper Series 2 downloads
Financial Literacy and Bank Runs: An Experimental AnalysisCEIS Working Paper No. 402 Eloisa Campioni, Vittorio Larocca, Loredana Mirra and Luca Panaccione 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 Date Posted: April 20, 2017 Last Revised: July 08, 2017 Working Paper Series 74 downloads
Theory and Practice of TFP Estimation: The Control Function Approach Using StataCEIS Working Paper No. 399 Vincenzo Mollisi and Gabriele Rovigatti University of Rome, Tor Vergata and University of Rome, Tor Vergata Date Posted: February 15, 2017 Working Paper Series 356 downloads
Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive ModelCEIS Working Paper No. 397 Gianluca Cubadda and Barbara Guardabascio University of Rome II - Department of Economics and Finance and University of Rome, Tor Vergata Date Posted: February 07, 2017 Working Paper Series 19 downloads
Disentangling Adverse Selection, Moral Hazard and Supply Induced Demand: An Empirical Analysis of the Demand for Healthcare ServicesCEIS Working Paper No. 389 Vincenzo Atella, Alberto Holly V and Alessandro Mistretta University of Rome, Tor Vergata - Centre for International Studies on Economic Growth (CEIS), University of Lausanne and Bank of Italy Date Posted: June 29, 2016 Working Paper Series 77 downloads
A Spatial Diffusion Model with Common Factors and an Application to Cigarette ConsumptionCEIS Working Paper No. 381 Carlo Ciccarelli and J. Paul Elhorst University of Rome, Tor Vergata - Faculty of Economics and University of Groningen - Faculty of Economics and Business Date Posted: May 31, 2016 Working Paper Series 88 downloads
Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic DisturbancesCEIS Working Paper No. 375 Leopoldo Catania and Anna Gloria Billé University of Rome, Tor Vergata - Department of Economics and Finance and University of Rome, Tor Vergata - Department of Economics and Finance Date Posted: April 05, 2016 Working Paper Series 47 downloads
A Data-Cleaning Augmented Kalman Filter for Robust Estimation of State Space ModelsCEIS Working Paper No. 374 Martyna Marczak, Tommaso Proietti and Stefano Grassi University of Hohenheim, University of Rome II - Department of Economics and Finance and University of Kent, Canterbury Date Posted: March 31, 2016 Working Paper Series 33 downloads
Spatial Panel Data Models Using StataCEIS Working Paper No. 373 Federico Belotti, Gordon Hughes and Andrea Piano Mortari University of Rome, Tor Vergata - Department of Economics and Finance, University of Edinburgh and CEIS Tor Vergata Date Posted: March 29, 2016 Last Revised: July 28, 2016 Working Paper Series 531 downloads
The W Matrix in Network and Spatial Econometrics: Issues Relating to Specification and EstimationCEIS Working Paper No. 369 Luisa Corrado and Bernard Fingleton University of Rome, Tor Vergata - Faculty of Economics and University of Cambridge - Department of Land Economy Date Posted: February 18, 2016 Working Paper Series 110 downloads
The Effect of Survey Design on Extreme Response Style: Rating Job SatisfactionCEIS Working Paper No. 365 Luisa Corrado and Majlinda Joxhe University of Rome, Tor Vergata - Faculty of Economics and University of Rome, Tor Vergata Date Posted: February 10, 2016 Working Paper Series 53 downloads
The Model Confidence Set Package for RCEIS Working Paper No. 362 Mauro Bernardi and Leopoldo Catania University of Padova and University of Rome, Tor Vergata - Department of Economics and Finance Date Posted: November 20, 2015 Working Paper Series 68 downloads
The Effect of Discretion on Procurement PerformanceCEIS Working Paper No. 361 Giancarlo Spagnolo, Decio Coviello and Andrea Guglielmo Stockholm School of Economics (SITE), HEC Montreal and University of Wisconsin - Madison Date Posted: November 17, 2015 Working Paper Series 87 downloads
Common Feature Analysis of Economic Time Series: An Overview and Recent DevelopmentsCEIS Working Paper No. 355 Marco Centoni and Gianluca Cubadda University Lumsa and University of Rome II - Department of Economics and Finance Date Posted: October 07, 2015 Last Revised: October 23, 2015 Working Paper Series 84 downloads
Large Scale Covariance Estimates for Portfolio SelectionCEIS Working Paper No. 353 Francesco Lautizi University of Rome, Tor Vergata - Department of Economics and Finance Date Posted: August 09, 2015 Last Revised: September 04, 2015 Working Paper Series 45 downloads
Seasonal Changes in Central England TemperaturesCEIS Working Paper No. 347 Tommaso Proietti and Eric T. Hillebrand University of Rome II - Department of Economics and Finance and University of Aarhus - CREATES Date Posted: June 17, 2015 Working Paper Series 21 downloads
Generalised Partial Autocorrelations and the Mutual Information between Past and FutureCEIS Working Paper No. 344 Alessandra Luati and Tommaso Proietti University of Bologna - Department of Statistics and University of Rome II - Department of Economics and Finance Date Posted: June 06, 2015 Working Paper Series 16 downloads
EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro AreaCEIS Working Paper No. 340 Tommaso Proietti, Martyna Marczak and Gian Luigi Mazzi Sr. University of Rome II - Department of Economics and Finance, University of Hohenheim and Eurostat Date Posted: April 14, 2015 Working Paper Series 20 downloads
Spatial Panel Data Model with Error Dependence: A Bayesian Separable Covariance ApproachCEIS Working Paper No. 338 Samantha Leorato and Maura Mezzetti 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) Date Posted: April 11, 2015 Working Paper Series 30 downloads
On the Selection of Common Factors for Macroeconomic ForecastingCEIS Working Paper No. 332 Alessandro Giovannelli and Tommaso Proietti University of Rome, Tor Vergata and University of Rome II - Department of Economics and Finance Date Posted: March 14, 2015 Working Paper Series 73 downloads
Outlier Detection in Structural Time Series Models: The Indicator Saturation ApproachCEIS Working Paper No. 325 Martyna Marczak and Tommaso Proietti University of Hohenheim and University of Rome II - Department of Economics and Finance Date Posted: August 24, 2014 Working Paper Series 71 downloads
Exponential Smoothing, Long Memory and Volatility PredictionCEIS Working Paper No. 319 Tommaso Proietti University of Rome II - Department of Economics and Finance Date Posted: August 05, 2014 Working Paper Series 110 downloads
Growth Forecast Errors and Government Investment and Consumption MultipliersCEIS Working Paper No. 301 Branimir Jovanovic University of Rome, Tor Vergata Date Posted: December 19, 2013 Last Revised: February 17, 2015 Working Paper Series 51 downloads
Distributional vs. Quantile RegressionCEIS Working Paper No. 300 Roger Koenker, Samantha Leorato and Franco Peracchi 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) Date Posted: December 17, 2013 Working Paper Series 244 downloads
Generalizing Smooth Transition AutoregressionsCEIS Working Paper No. 294 Emilio Zanetti Chini University of Rome II - Department in Economics, Law and Institutions Date Posted: October 16, 2013 Last Revised: September 27, 2014 Working Paper Series 37 downloads
Generalised Linear Spectral ModelsCEIS Working Paper No. 290 Tommaso Proietti and Alessandra Luati University of Rome II - Department of Economics and Finance and University of Bologna - Department of Statistics Date Posted: October 07, 2013 Working Paper Series 28 downloads
Macroeconomic Forecasting and Structural Analysis Through Regularized Reduced-Rank RegressionCEIS Working Paper No. 289 Emmanuela Bernardini and Gianluca Cubadda Bank of Italy and University of Rome II - Department of Economics and Finance Date Posted: October 05, 2013 Working Paper Series 38 downloads
EuroMInd-C: A Disaggregate Monthly Indicator of Economic Activity for the Euro Area and Member CountriesCEIS Working Paper No. 287 Cecilia Frale, Stefano Grassi, Massimiliano Giuseppe Marcellino, Gian Luigi Mazzi Sr. and Tommaso Proietti 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 Date Posted: October 03, 2013 Working Paper Series 44 downloads
Clustering Macroeconomic VariablesCEIS Working Paper No. 283 Chiara Perricone LUISS Guido Carli University - Facoltà di Economia Date Posted: June 11, 2013 Working Paper Series 71 downloads
The Generalised Autocovariance FunctionCEIS Working Paper No. 276 Tommaso Proietti and Alessandra Luati University of Rome II - Department of Economics and Finance and University of Bologna - Department of Statistics Date Posted: May 07, 2013 Working Paper Series 26 downloads
The Exponential Model for the Spectrum of a Time Series: Extensions and ApplicationsCEIS Working Paper No. 272 Tommaso Proietti and Alessandra Luati University of Rome II - Department of Economics and Finance and University of Bologna - Department of Statistics Date Posted: April 21, 2013 Working Paper Series 46 downloads
Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area EconomiesCEIS Working Paper No. 255 Alessandro Giovannelli University of Rome, Tor Vergata Date Posted: November 07, 2012 Working Paper Series 77 downloads
Stochastic Frontier Analysis Using StataCEIS Working Paper No. 251 Federico Belotti, Silvio Daidone, Giuseppe Ilardi and Vincenzo Atella 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) Date Posted: September 13, 2012 Last Revised: March 03, 2014 Working Paper Series 2018 downloads
Consistent Estimation of the 'True' Fixed-Effects Stochastic Frontier ModelCEIS Working Paper No. 231 Federico Belotti and Giuseppe Ilardi University of Rome, Tor Vergata - Department of Economics and Finance and Bank of Italy Date Posted: April 25, 2012 Working Paper Series 139 downloads
A General to Specific Approach for Constructing Composite Business Cycle IndicatorsCEIS Working Paper No. 224 Gianluca Cubadda, Barbara Guardabascio and Alain Hecq University of Rome II - Department of Economics and Finance, University of Rome, Tor Vergata and Maastricht University - Department of Economics Date Posted: February 27, 2012 Working Paper Series 44 downloads
Modelling Comovements of Economic Time Series: A Selective SurveyCEIS Working Paper No. 215 Marco Centoni and Gianluca Cubadda University Lumsa and University of Rome II - Department of Economics and Finance Date Posted: October 26, 2011 Working Paper Series 132 downloads
Principal Stratification in Sample Selection Problems with Non Normal Error TermsCEIS Tor Vergata Research Paper No. 194 Roberto Rocci and Giovanni Mellace University of Rome, Tor Vergata - Faculty of Economics and University of Southern Denmark - Department of Business and Economics Date Posted: May 13, 2011 Working Paper Series 29 downloads
An Alternative Solution to the Autoregressivity Paradox in Time Series AnalysisCEIS Working Paper No. 184 Gianluca Cubadda and Umberto Triacca University of Rome II - Department of Economics and Finance and affiliation not provided to SSRN Date Posted: January 31, 2011 Working Paper Series 51 downloads
A Medium-N Approach to Macroeconomic ForecastingCEIS Working Paper No. 176 Gianluca Cubadda and Barbara Guardabascio University of Rome II - Department of Economics and Finance and University of Rome, Tor Vergata Date Posted: December 10, 2010 Working Paper Series 67 downloads
Estimation of Ordered Response Models with Sample SelectionCEIS Working Paper No. 168 Giuseppe De Luca and Valeria Perotti University of Palermo and affiliation not provided to SSRN Date Posted: June 04, 2010 Working Paper Series 264 downloads
Accounting for Unobserved Country Heterogeneity in Happiness Research: Country Fixed Effects Versus Region Fixed EffectsCEIS Working Paper No. 164 Justina A. V. Fischer Organization for Economic Co-Operation and Development (OECD) Date Posted: June 01, 2010 Working Paper Series 113 downloads
Testing for Common Autocorrelation in Data Rich EnvironmentsCEIS Working Paper No. 153 Gianluca Cubadda and Alain Hecq University of Rome II - Department of Economics and Finance and Maastricht University - Department of Economics Date Posted: December 07, 2009 Working Paper Series 24 downloads
Regression with Imputed Covariates: A Generalized Missing Indicator ApproachCEIS Working Paper No. 150 Franco Peracchi, Valentino Dardanoni and Salvatore Modica University of Rome, Tor Vergata - Centre for International Studies on Economic Growth (CEIS), University of Palermo and Universita di Palermo Date Posted: October 08, 2009 Working Paper Series 42 downloads
A Bayesian Estimation of a DSGE Model with Financial FrictionsCEIS Working Paper No. 149 Rossana Merola International Labour Organization (ILO) Date Posted: October 05, 2009 Last Revised: February 25, 2014 Working Paper Series 135 downloads
Testing for Cointegration in High-Dimensional SystemsCEIS Working Paper No. 148 Gianluca Cubadda and Jörg Breitung University of Rome II - Department of Economics and Finance and University of Bonn Date Posted: September 15, 2009 Working Paper Series 91 downloads
Estimating Income Poverty in the Presence of Missing Data and Measurement ErrorCEIS Working Paper No. 145 Cheti Nicoletti, Franco Peracchi and Francesca Foliano 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 Date Posted: July 15, 2009 Working Paper Series 35 downloads
How Variable is Labor Input in the Italian Manufacturing: The Case of the Pharmaceutical IndustryCEIS Working Paper No. 140 Lorenzo Carbonari University of Rome - Tor Vergata Date Posted: July 01, 2009 Working Paper Series 30 downloads
Predicting the Signs of Forecast ErrorsCEIS Working Paper No. 135 Nazaria Solferino and Robert Waldmann University of Rome, Tor Vergata - Faculty of Economics and Universita di Roma Tor Vergata Date Posted: November 24, 2008 Working Paper Series 61 downloads
A Refined Jensen's Inequality in Hilbert Spaces and Empirical ApproximationsCEIS Working Paper No. 134 Samantha Leorato University of Rome, Tor Vergata - Centre for International Studies on Economic Growth (CEIS) Date Posted: November 24, 2008 Working Paper Series 75 downloads
Studying Co-Movements in Large Multivariate Data Prior to Multivariate ModellingCEIS Working Paper No. 125 Gianluca Cubadda, Alain Hecq and Franz C. Palm University of Rome II - Department of Economics and Finance, Maastricht University - Department of Economics and University of Maastricht - Department of Economics Date Posted: May 26, 2008 Last Revised: February 25, 2014 Working Paper Series 56 downloads |
