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Robust diagnostics in university performance studies

Bini, Matilde; Bertaccini, Bruno; Bacci, Silvia - In: Statistical methods for the evaluation of educational …, (pp. 139-160). 2009

Persistent link: https://www.econbiz.de/10003974727

The Heston stochastic volatility model for single assets and for asset portfolios: parameter estimation and an application to the Italian financial market

Ballestra, Luca Vincenzo; Ferri, Roberto; Pacelli, Graziella - In: The international journal of business and finance … 1 (2007) 2, pp. 11-23

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Element-by-element estimation of a volatility matrix : an Italian portfolio simulation

Naccarato, Alessia; Pierini, Andrea - In: Investment management and financial innovations 11 (2014) 3, pp. 34-43

Persistent link: https://www.econbiz.de/10010512185

New Keynesian DSGE models : theory, empirical implementation, and specification

Röhe, Oke - 2012

Persistent link: https://www.econbiz.de/10009627655

Likelihood ratio test and information criteria for Markov switching var models : an application to the Italian macroeconomy

Cavicchioli, Maddalena - In: Italian economic journal 1 (2015) 3, pp. 315-332

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The trend-cycle decomposition of output and the Phillips curve : Bayesian estimates for Italy and the Euro area

Busetti, Fabio; Caivano, Michele - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1565-1587

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Efficient probit estimation with partially missing covariates

Conniffe, Denis; O'Neill, Donal - 2009

A common approach to dealing with missing data is to estimate the model on the common subset of data, by necessity throwing away potentially useful data. We derive a new probit type estimator for models with missing covariate data where the dependent variable is binary. For the benchmark case of...