Pubblicazioni

Estimating the number of common trends in large T and N factor models via canonical correlations analysis

2023 - ECONOMETRICS AND STATISTICS
Franchi, Massimo; Georgiev, Iliyan; Paruolo, Paolo

Sparse simulation-based estimation built on quantiles

2022 - ECONOMETRICS AND STATISTICS
Stolfi, Paola; Bernardi, Mauro; Petrella, Lea

Fuzzy k-Means: history and applications

2021 - ECONOMETRICS AND STATISTICS
Ferraro, Maria Brigida

A class of two-mode clustering algorithms in a fuzzy setting

2020 - ECONOMETRICS AND STATISTICS
FERRARO, MARIA BRIGIDA; GIORDANI, Paolo; VICHI, Maurizio

Evaluating restricted Common Factor models for non-stationary data

2020 - ECONOMETRICS AND STATISTICS
Iorio, Francesca Di; Fachin, Stefano

Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model

2020 - ECONOMETRICS AND STATISTICS
Amendola, Alessandra; Candila, Vincenzo; Giampiero Maria, Gallo

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