In this paper we investigate the behaviour of a number of methods for estimating the co-integration rank in VAR systems characterized by heteroskedastic innovation processes. In particular we compare the efficacy of the most widely used information criteria, such as AIC and BIC, with the...

In this paper we investigate the behaviour of a number of methods for estimating the co-integration rank in VAR systems characterized by heteroskedastic innovation processes. In particular we compare the efficacy of the most widely used information criteria, such as AIC and BIC, with the...

(English) More than a decade after the publication of the Science and Society report by the House of Lords, which introduced concepts such as dialogue and public engagement that significantly contributed to change theories and practices of science communication, it seemed reasonable to take some...

When statistical inference is used for spatial prediction, the model-based framework known as kriging is commonly used. The predictor for an unsampled element of a population is a weighted combination of sampled values, in which weights are obtained by estimating the spatial covariance function....

A review of model selection procedures in hidden Markov models reveals contrasting evidence about the reliability and the precision of the most commonly used methods. In order to evaluate and compare existing proposals, we develop a Monte Carlo experiment which allows a powerful insight on the...

A review of model selection procedures in hidden Markov models reveals contrasting evidence about the reliability and the precision of the most commonly used methods. In order to evaluate and compare existing proposals, we develop a Monte Carlo experiment which allows a powerful insight on the...

Sul tema dell’apprendimento organizzativo si sta concentrando l’attenzione di un nuovo genere di studiosi, in parte gli stessi che già hanno affrontato con successi, imprevedibili negli anni passati, il problema dell’apprendimento degli organismi viventi. Il fatto che molti scienziati...