Vincenzo Verardi

FUNDP - University of Namur. CRED

8 Rempart de la Vierge

Namur, 5000

Belgium

  • FUNDP - University of Namur. CRED

SCHOLARLY PAPERS

11

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35

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17

Scholarly Papers (11)

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1.

Identifying and Treating Outliers in Finance

Financial Management (2019), 48(2), 345-384.
Number of pages: 64 Posted: 16 Jun 2017 Last Revised: 21 Sep 2021
John C. Adams, Darren K. Hayunga, Sattar Mansi, David M. Reeb and Vincenzo Verardi
University of Texas at Arlington, University of Georgia - Department of Insurance, Legal Studies, Real Estate, Virginia Polytechnic Institute & State University, National University of Singapore and FUNDP - University of Namur. CRED
Downloads 2,120 (10,126)
Citation 5

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Replication, Research Design, Financial Data, Winzorize, Outliers, Robust Regression

2.

Robust Regression in Stata

Number of pages: 14 Posted: 27 Mar 2009
Vincenzo Verardi and Christophe Croux
FUNDP - University of Namur. CRED and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 929 (35,267)
Citation 49

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S-estimators, MM-estimators, Outliers, Robustness

3.

Robust Estimation of Linear Fixed Effects Panel Data Models with an Application to the Exporter Productivity Premium

IZA Discussion Paper No. 4928
Number of pages: 18 Posted: 10 May 2010
Vincenzo Verardi and Joachim Wagner
FUNDP - University of Namur. CRED and University of Lueneburg - Institute of Economics
Downloads 283 (149,958)
Citation 2

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Stata, outliers, panel data, robust estimation, exporter productivity premium

4.

Expert Opinion and Quality Perception of Consumers: Evidence from New York City Restaurants

Number of pages: 37 Posted: 23 May 2012
Olivier Gergaud, Karl Storchmann and Vincenzo Verardi
Kedge - Bordeaux Business School, affiliation not provided to SSRN and FUNDP - University of Namur. CRED
Downloads 253 (167,817)

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Consumer preferences, Expert opinions, Natural experiment, Restaurants

5.

Outliers in Finance Research

Number of pages: 55 Posted: 21 Oct 2014 Last Revised: 11 May 2021
John C. Adams, Darren K. Hayunga and Vincenzo Verardi
University of Texas at Arlington, University of Georgia - Department of Insurance, Legal Studies, Real Estate and FUNDP - University of Namur. CRED
Downloads 150 (267,472)
Citation 1

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Outliers; Winsorizing, Trimming, Outlier-robust regression, Good leverage, Bad leverage,Vertical outlier, MM-estimators, L-estimators, S-estimators, Bias, Influence function, Breakdown point

6.

A Highly Efficient Regression Estimator for Skewed And/Or Heavy-Tailed Distributed Errors

European Stability Mechanism Working Paper No. 19
Number of pages: 11 Posted: 24 May 2017
Lorenzo Ricci, Vincenzo Verardi and Catherine Vermandele
European Stability Mechanism, FUNDP - University of Namur. CRED and Université Libre de Bruxelles (ULB)
Downloads 50 (519,642)
Citation 2

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Skewed and heavy tailed regression; Tukey’s g and h distribution; Maximum approximated likelihood estimator

7.

Productivity Premia for German Manufacturing Firms Exporting to the Euro-Area and Beyond: First Evidence from Robust Fixed Effects Estimations

IZA Discussion Paper No. 4964
Number of pages: 49 Posted: 29 Jun 2010
Vincenzo Verardi and Joachim Wagner
FUNDP - University of Namur. CRED and University of Lueneburg - Institute of Economics
Downloads 27 (643,043)

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robust estimation, panel data, exporter productivity premium, export destinations

8.

Expert Opinion and Product Quality: Evidence from New York City Restaurants

Economic Inquiry, Vol. 53, Issue 2, pp. 812-835, 2015
Number of pages: 24 Posted: 07 Feb 2015
Olivier Gergaud, Karl Storchmann and Vincenzo Verardi
Kedge - Bordeaux Business School, New York University (NYU) and FUNDP - University of Namur. CRED
Downloads 3 (849,316)

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9.

Productivity Premia for German Manufacturing Firms Exporting to the Euro‐Area and Beyond: First Evidence from Robust Fixed Effects Estimations

The World Economy, Vol. 35, Issue 6, pp. 694-712, 2012
Number of pages: 19 Posted: 19 May 2012
Vincenzo Verardi and Joachim Wagner
FUNDP - University of Namur. CRED and University of Lueneburg - Institute of Economics
Downloads 2 (861,677)

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10.

Beware of ‘Good’ Outliers and Overoptimistic Conclusions

Oxford Bulletin of Economics and Statistics, Vol. 71, Issue 3, pp. 437-452, June 2009
Number of pages: 16 Posted: 27 Apr 2009
Catherine Dehon, Marjorie Gassner and Vincenzo Verardi
affiliation not provided to SSRN, affiliation not provided to SSRN and FUNDP - University of Namur. CRED
Downloads 1 (875,868)

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11.

Innovation Adoption and Liquidity Constraints in the Presence of Grassroots Extension Agents: Evidence from the Peruvian Highlands

CEPR Discussion Paper No. DP12263
Number of pages: 65 Posted: 11 Sep 2017
Jean‐Philippe Platteau and Vincenzo Verardi
University of Namur and FUNDP - University of Namur. CRED
Downloads 0 (893,040)
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credit, Innovation adoption, liquidity constraint, Trust