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Fabio Gobbi

University of Siena

Dr

Siena, 53100

Italy

  • University of Siena

SCHOLARLY PAPERS

5

DOWNLOADS

271

TOTAL CITATIONS

2

Scholarly Papers (5)

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1.

Singularity Bias, Systemic Risk and Credit Indexes

Number of pages: 41 Posted: 27 Jun 2019 Last Revised: 01 Jul 2019
Umberto Cherubini, Fabio Gobbi and Sabrina Mulinacci
University of Bologna - Department of Economics, University of Siena and University of Bologna - Department of Statistics
Downloads 98 (699,467)
Citation 2

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Systemic Risk, Credit Indexes, Marshall Olkin Models, Copula Functions

2.

Convolution Autoregressive Processes

Number of pages: 17 Posted: 09 Jun 2018
Umberto Cherubini, Fabio Gobbi and Sabrina Mulinacci
University of Bologna - Department of Economics, University of Siena and University of Bologna - Department of Statistics
Downloads 74 (852,604)

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Copula Functions, Autoregressive Processes, Excess Volatility, Extrapolative Bias

3.

State-Dependent Autoregressive Models: Properties, Estimation and Forecasting

Number of pages: 34 Posted: 16 Apr 2021
Fabio Gobbi and Sabrina Mulinacci
University of Siena and University of Bologna - Department of Statistics
Downloads 50 (1,074,648)

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4.

Evaluating Forecasts from State-Dependent Autoregressive Models for US GDP Growth Rate. Comparison with Alternative Approaches

Number of pages: 23 Posted: 28 Jul 2020
Fabio Gobbi
University of Siena
Downloads 49 (1,109,210)

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nonlinear models for time series, GDP growth rate, forecasting accuracy

5.

State-Dependent Autoregressive Model for Nonlinear Time Series: Stationarity, Ergodicity and Estimation Methods

Posted: 07 Aug 2019
Fabio Gobbi and Sabrina Mulinacci
University of Siena and University of Bologna - Department of Statistics

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autoregressive processes, stationarity, ergodicity, quasi-likelihoods