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Pubblicazioni

Articoli pubblicati recentemente dai membri del Dipartimento.

Linda Altieri, Elizabeth Marian Scott,  Daniela Cocchi,  Janine B. Illian (2015), “A changepoint analysis of spatio-temporal point processes”, Spatial Statistics 14, Part B, 197-207. 
doi:10.1016/j.spasta.2015.05.005

Laura Anderlucci and Cinzia Viroli (2015), “Covariance pattern mixture models for the analysis of multivariate heterogeneous longitudinal data”, The Annals of Applied Statistics, 9 (2), pp. 777-800.

Giovanni Angelini and Luca Fanelli (2016), “Misspecification and expectations correction in New-Keynesian DSGE models”, Oxford Bulletin of Economics and Statistics, 78(5) 623-649.

Alessandro Baldi Antognini, Rosenberger W.F., Wang Y., Zagoraiou, M. (2015), “Exact optimum coin bias in Efron's randomization procedure”, Statistics in Medicine, 34, 3760 – 3768.

Alessandro Baldi Antognini, Zagoraiou M. (2015), “On the almost sure convergence of adaptive allocation procedures”, Bernoulli, 21, 881 - 908.

Enrico Bernardi and Silvia Romagnoli (2015), "Distorted copula-based Probability distribution of a counting hierarchical variable: a credit risk application", International Journal of Information Technology & Decision Making, forthcoming.

Enrico Bernardi and Silvia Romagnoli (2015), "A copula-based Hierarchical Hybrid Loss distribution", Statistics & Risk Modeling, 2015, 32(1), 73-97.

Enrico Bernardi, F.Falangi and Silvia Romagnoli (2015), "A Hierarchical copula-based world-wide valuation of Sovereign Risk", Insurance: Mathematics and Economics, 61, 155-169

Cristina Bernini and M.F. Cracolici (2015), “Demographic change, tourism expenditure and life cycle behavior”, Tourism Management, 47, 191-205.

Cristina Bernini, Mariagiulia Matteucci and Stefania Mignani (2015), “Modelling residents’ attitudes toward tourism with an IRT multidimensional approach”, Quality & Quantity, 49, pp. 805–826.

Cristina Bernini, Mariagiulia Matteucci and Stefania Mignani (2015), "A Bayesian multidimensional IRT approach for the analysis of residents' perceptions toward tourism", Electronic Journal of Applied Statistical Analysis 8(3), 272-287.
http://siba-ese.unisalento.it/index.php/ejasa/article/view/14728

Cristina Bernini and Andrea Guizzardi (2015), “Improving performance measurement and benchmarking in the accommodation sector”, International Journal of Contemporary Hospitality Management, 27(5), 980-1002.

Estela Bee Dagum and  Silvia Bianconcini (2015), “A new set of asymmetric filters for tracking the short-term trend in real time”,  The Annals of Applied Statistics 9(3), 1433-1458.

Concetta Castiglione, Davide Infante and Janna Smirnova (2015), “Environment and economic growth: is the rule of law the go-between? The case of high-income countries”, Energy, Sustainability and Society 5.
DOI: 10.1186/s13705-015-0054-8.
http://link.springer.com/article/10.1186%2Fs13705-015-0054-8

Concetta Castiglione and Davide Infante (2015), “Rational Addiction and Cultural Goods: the Case of the Italian Theatregoer”, Journal of Cultural Economics iFirst.
DOI: 10.1007/s10824-015-9247-4.
http://link.springer.com/article/10.1007%2Fs10824-015-9247-4

De Angelis LucaViroli Cinzia (2016), “A Markov-switching regression model with non-Gaussian innovations: estimation and testing”, Studies in Nonlinear Dynamics & Econometrics, forthcoming. DOI: 10.1515/snde-2015-0118

Ignazio Drudi and Giorgio Tassinari (2016), “Il lungo addio. La concentrazione della ricchezza in Italia dal 2002 al 2012”, Critica Marxista 2, pp. 33-40.

Ignazio Drudi and Giorgio Tassinari (2016), The Long Goodbye: Wealth Concentration in Italy: 2002-2012, Statistica 75, 227-244.

Ignazio Drudi and Giorgio Tassinari (2015), The Turn of the Screw. Changes in Income distribution in Italy (2002-2010), Statistica e Applicazioni 12, 123-137.

Giuseppe Cavaliere, Luca De Angelis, Anders Rahbek and Robert A.M. Taylor (2016), “Determining the cointegration rank in heteroskedastic VAR models of unknown order”, Econometric Theory, forthcoming.

Giuseppe Cavaliere, Ilyan Georgiev and Robert A.M. Taylor (2015), “Sieve-based inference for infinite-variance linear processes”, Annals of Statistics, forthcoming.
https://ideas.repec.org/p/bot/quadip/wpaper129.html

Giuseppe Cavaliere, Peter Boswijk, Anders Rahbek and Robert A.M. Taylor (2015), “Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions”, Journal of Econometrics, forthcoming.
http://ideas.repec.org/p/kud/kuiedp/1313.html

Giuseppe Cavaliere, Anders Rahbek and Heino B. Nielsen (2015), “Bootstrap testing of hypotheses on co-integration relations in VAR models” (2015), Econometrica 83, 813–831.
https://ideas.repec.org/a/wly/emetrp/v83y2015ip813-831.html

Giuseppe Cavaliere, Morten Ø. Nielsen and Robert A.M. Taylor (2015), “Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets”, Journal of Econometrics 187, 557–579.
https://ideas.repec.org/a/eee/econom/v187y2015i2p557-579.html

Giuseppe Cavaliere, Robert A.M. Taylor and Carnsten Trenkler (2015), “Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates”, Oxford Bulletin of Economics and Statistics 77, 740–759.
http://ideas.repec.org/p/mnh/wpaper/32993.html

Giuseppe Cavaliere, Anders Rahbek and Robert A.M. Taylor (2015), “Bootstrap determination of the co-integration Rank in VAR models with unrestricted deterministic time trends” (2015), Journal of Time Series Analysis 36, 272–289.
http://onlinelibrary.wiley.com/doi/10.1111/jtsa.12104/abstract

Giuseppe Cavaliere, David I. Harvey, Steve J. Leybourne and Robert A.M. Taylor (2015), “Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics” (2015), Journal of Time Series Analysis 36, 603–629.
https://ideas.repec.org/a/bla/jtsera/v36y2015i5p603-629.html

Giuseppe Cavaliere, Peter C.B. Phillips, Stephan Smeekes and Robert A.M. Taylor (2015), “Lag length selection for unit root tests in the presence of nonstationary volatility”, Econometric Reviews, 34, 512-536.

Giuseppe Cavaliere, Luca De Angelis, Anders Rahbek and Robert A.M. Taylor (2015), “A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR models” (2015), Oxford Bulletin of Economics and Statistics 77, 106-128.
https://ideas.repec.org/a/bla/obuest/v77y2015i1p106-128.html

Alberto Cazzola, Lucia Pasquini and Aurora Angeli (2015), “The relationship between unemployment and fertility in Italy: A time-series analysis”, Demographic Research: Vol. 33, forthcoming.

Daniela CocchiFedele GrecoFrancesco Scalone (2015), “Assessing the evolution of territorial disparities in health”, RevStat 13, n. 1, 1-20.

Luca De Angelis and Attilio Gardini (2015), “Disequilibria and contagion in financial markets: evidence from a new test”, Journal of Applied Economics 18(2), 247-266.
http://www.sciencedirect.com/science/journal/15140326/18/2

Luca De Angelis and Michele Costa (2015), “A dynamic latent model for poverty measurement”, Communications in Statistics, Theory and Methods, 44, 5037-5048.
http://www.tandfonline.com/doi/full/10.1080/03610926.2013.810267

Gunnar Bårdsen and Luca Fanelli (2015), “Frequentist evaluation of small DSGE models", Journal of Business and Economic Statistics 33, 307-322.
http://amstat.tandfonline.com/doi/full/10.1080/07350015.2014.948724

Efrem Castelnuovo and Luca Fanelli (2015), “Monetary policy indeterminacy and identification failures in the U.S.: results from a robust test”, Journal of Applied Econometrics 30, 857-1010.
http://onlinelibrary.wiley.com/doi/10.1002/jae.2423/abstract

Emanuele Bacchiocchi and Luca Fanelli (2015), “Identification in Structural Vector Autoregressive models with structural changes, with an application to U.S. monetary policy”, Oxford Bulletin of Economics and Statistics, 77, 761-779.
http://onlinelibrary.wiley.com/doi/10.1111/obes.12092/abstract

Emanuele Bacchiocchi, Efrem Castelnuovo and Luca Fanelli (2016), Gimme a break!  Identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S., Macroeconomic Dynamics, forthcoming.

Matteo Farnè (2015), “An algorithm to simulate VMA processes having a spectrum with fixed condition number”, Communications in Statistics - Simulation and computation.

DOI: 10.0.4.56/03610918.2014.930900.
http://www.tandfonline.com/doi/full/10.1080/03610918.2014.930900

Matteo Farnè and Angela Montanari (2015) “Different estimators of the spectral matrix: an empirical comparison. Testing a new shrinkage estimator”, ''Communications in Statistics - Theory and Methods,forthcoming.
DOI 10.0.4.56/03610926.2013.809117

Giuliano Galimberti, Elena Scardovi and Gabriele Soffritti (2015), "Using mixtures in seemingly unrelated linear regression models with non-normal errors", Statistics and Computing, forthcoming.
DOI10.1007/s11222-015-9587-0
http://link.springer.com/article/10.1007/s11222-015-9587-0

Julyan H.E. Cartwright, Simone Giannerini and Diego L. Gonzalez (2016), “DNA as Information: at the Crossroads Between Biology, Mathematics, Physics, and Chemistry", Philosophical Transactions of the Royal Society A 374, Issue 2063, 20150071.

Diego L. Gonzalez, Simone Giannerini and R. Rosa (2016) “The non-power model of the genetic code: a paradigm for interpreting genomic information", Philosophical Transactions of the Royal Society A 374, Issue: 2063, 20150062.

Elena Fimmel, Simone Giannerini, Diego L. Gonzalez and Lutz H. Struengmann (2015)," Dinucleotide circular codes and bijective transformations", Journal of Theoretical Biology,386, Issue 7, 159–165.

Simone Giannerini, Esfandiar Maasoumi and Estela Bee Dagum (2015),"Entropy testing for nonlinear serial dependence in time series", Biometrika 102, Issue 3, 661-675.

Elena Fimmel, Simone Giannerini, Diego L. Gonzalez and Lutz H. Struengmann (2015), "Circular codes, symmetries and transformations", Journal of Mathematical Biology 70, Issue 7, 1623-1644.

F. Marta L. Di Lascio, Simone Giannerini, and Alessandra Reale (2015), "Exploring copulas for the imputation of missing data at random", SMA: Statistical Methods and Applications 24, Issue 1, 159-175.

Roberto Impicciatore (2015), “The transition to adulthood of the Italian second generations in France”, European Journal of Population 31, 529-560
DOI: 10.1007/s10680-015-9354-0
http://link.springer.com/article/10.1007/s10680-015-9354-0

M. Sironi, N. Barban, Roberto Impicciatore (2015), “Parental Social Class and the Transition to Adulthood in Italy and the United States”, Advances in Life Course Research 26, 89-104
http://dx.doi.org/10.1016/j.alcr.2015.09.004
http://www.sciencedirect.com/science/article/pii/S1040260815000532

Proietti Tommaso and Alessandra Luati (2015), “The generalised autocovariance function", Journal of Econometrics 186, 245-257.
http://www.sciencedirect.com/science/article/pii/S0304407614001730

Donatelli M., Alessandra Luati, Martinelli A.  (2015), “Spectral filtering for trend estimation”, Linear Algebra and its Applications 473, 217-235.
http://www.sciencedirect.com/science/article/pii/S0024379514004042

Caivano M., Harvey A.C. and Alessandra Luati (2015), “Robust time series models with trend and seasonal components”, SERIEs, forthcoming
http://link.springer.com/article/10.1007/s13209-015-01341?wt_mc=internal.event.1.SEM.ArticleAuthorOnlineFirst

Francesco Bartolucci and Monia Lupparelli (2015), “Pairwise likelihood inference for nested hidden Markov models for multilevel longitudinal data”, Journal of the American Statistical Association, forthcoming.
DOI:10.1080/01621459.2014.998935.
http://www.tandfonline.com/doi/abs/10.1080/01621459.2014.998935

Monia Lupparelli, Alberto Roverato, (2016), “Log-mean linear regression models for binary responses with an application to multimorbidity”, Journal of the Royal Statistical Society: Series C (Applied Statistics), in press.  arXiv:1410.0580.

Mariagiulia Matteucci and Bernard P. Veldkamp. (2015), "The approach of power priors for ability estimation in IRT models", Quality & Quantity 49(3), 917-926.
http://link.springer.com/article/10.1007/s11135-014-0059-y

Mariagiulia Matteucci and Bernard P. Veldkamp. (2015), "The approach of power priors for ability estimation in IRT models", Quality & Quantity 49(3), 917-926.
http://link.springer.com/article/10.1007/s11135-014-0059-y

Mario Mazzocchi, Silvia Cagnone, T. Bech-Larsen, B. Niedźwiedzka, A. Saba, B. Shankar, W. Verbeke and W.B. Traill (2015), "What is the public appetite for healthy eating policies? Evidence from a cross-European survey", Health Economics, Policy and Law, vol. 10, pp 267-292.

Cornelsen, L., Green, R., Turner, R., Dangour, A. D., Shankar, B., Mario Mazzocchi and Smith, R. D. (2015), “What Happens to Patterns of Food Consumption when Food Prices Change? Evidence from A Systematic Review and Meta-Analysis of Food Price Elasticities Globally”, Health Economics, 24(12): 1548–1559.
DOI: 10.1002/hec.3107.

Lucia Modugno, Silvia Cagnone and Simone Giannerini S. (2015) "A Multilevel Model with Autoregressive Components for the Analysis of Tribal Art Prices", Journal of Applied Statistics, 42, 2141-2158.

Lucia Modugno, Simone Giannerini (2015), The wild bootstrap for multilevel models" , Communications in Statistics: Theory and Methods 44(22), 4812-4825.

 

Lucia Paci, Alan E. Gelfand, Daniela Cocchi (2015), “Quantifying uncertainty for temperature maps derived from computer models”, Spatial Statistics 12, 96-108. doi:10.1016/j.spasta.2015.03.005

Davide Viaggi, Claudio Signorotti, Valentina Marconi and Meri Raggi (2015), “Do agri-environmental schemes contribute to high nature value Farmland? A case study in Emilia-Romagna (Italy)”, Ecological Indicators, 59, 62-69.

Rosa Manrique, Davide Viaggi and, Meri Raggi (2015), “A Bayesian Network to highlight the linkage between landscapes and the local economy: The case of agritourism in lowland areas of Northern Italy”, Journal of Environmental Planning and Management, 58 (12), 2137-2158.

Michele Vollaro, Matteo Zavalloni, Meri Raggi and Davide Viaggi (2015), “Adapting to climate change: the social perception of voluntary water transfers in the Italian context”, International Journal of Sustainable Agricultural Management and Informatics, 1(1), 26-48.

Roy Brouwer, Julia Martin-Ortega, Thijs Dekker, Sardonini Laura, Joaquin Andreu, Areti Kontogianni, Michalis Skourtos, Meri Raggi, Davide Viaggi, Manuel Pulido-Velazquez, John Rolf and Jill Windle (2015), “Improving value transfer through socio-economic adjustments in a multicountry choice experiment of water conservation alternatives”, Australian Journal of Agricultural and Resource Economics, 59(3), 458-478.

Meri Raggi, Davide Viaggi, Fabio Bartolini and Andrea Furlan (2015), “The role of policy priorities and targeting in the spatial location of participation in Agri-Environmental Schemes in Emilia-Romagna (Italy)”, Land Use Policy, 47, 78-89.

Valentina Marconi, Meri Raggi and Davide Viaggi (2015), “Assessing the impact of RDP agri-environment measures on the use of nitrogen-based mineral fertilizers through spatial econometrics: The case study of Emilia-Romagna (Italy)”, Ecological Indicators, 59, 27-40.

Matteo Zavalloni, Meri Raggi, Stefano Targetti and Davide Viaggi (2015), “Agricultural Policies and the Emergence of Voluntary Landscape Enhancement Efforts: an exploratory analysis of rural tourism using an Agent-Based Model”, Journal of Environmental Planning and Management, 58 (12), 2159-2175.

Francesca Minarelli, Meri Raggi and Davide Viaggi (2015), “Determinants of the type of Innovation: an analysis of European food SMEs“, Bio-based and Applied Economics, 4(1), pp. 33-53.

Saverio RanciatiCinzia Viroli, and Ernst Wit (2015), “Spatio-temporal model for multiple chip-seq experiments”, Statistical Applications in Genetics and Molecular Biology, 14(2): 211-219.

Praveen Agarwal, Daniele Ritelli, Adem Kilicman and Shilpi Jain (2016), “Certain new unified integrals associated with the product of generalized Bessel functions”, Communications in Numerical Analysis, forthcoming.
http://www.ispacs.com/cna/?p=cna_articles

Jason Choi, Daniele Ritelli and Praveen Agarwal (2015), “On some new inequalities involving generalized Erdélyi-Kober fractional q-integral operator”, Applied Mathematical Sciences, Vol. 9, no. 72, 3577--3591.
http://www.m-hikari.com/ams/ams-2015/ams-69-72-2015/p/choiAMS69-72-2015.pdf

João Plínio Juchem Neto, Julio Cesar Ruiz Claeyssen, Daniele Ritelli and Giovanni Mingari Scarpello (2015), “Closed-Form Solution for the Solow Model with Constant Migration”, Trends in Applied and Computational Mathematics, vol. 16, N. 2, 1-13.
http://tema.sbmac.org.br/tema/article/view/781

Roli Giulia and Meri Raggi (2015), “Bayesian Hierarchical Models for misaligned data: a simulation study“ Statistica, 75(1), 73-83.

M.Barbi and Silvia Romagnoli (2015), "Optimal Hedge Ratio under a Subjective Re-weighting of the Original Measure", Applied Economics, forthcoming.

E.Bajo, M.Barbi and Silvia Romagnoli (2015), "A generalized approach to optimal hedging with option contracts", European Journal of Finance, 2015, 21(9), 714-733

Alberto Roverato (2015), “Log-mean Linear Parameterization for Discrete Graphical Models of Marginal Independence and the Analysis of Dichotomizations”, Scandinavian Journal of Statistics, 42, 2, 627-648.
http://onlinelibrary.wiley.com/doi/10.1111/sjos.12126/abstract?userIsAuthenticated=false&deniedAccessCustomisedMessage=

Alberto Roverato, R. Castelo (2016), “The networked partial correlation and its application to the analysis of genetic interactions”,  Journal of the Royal Statistical Society: Series C (Applied Statistics), in press. arXiv:1510.02510

S. Ballestri, S. Zona, G. Targher, D. Romagnoli, E. Baldelli, F. Nascimbeni, Alberto Roverato, G. Guaraldi, and A. Lonardo (2016), “Nonalcoholic fatty liver disease is associated with an almost two-fold increased risk of incident type 2 diabetes and metabolic syndrome. Evidence from a systematic review and meta-analysis”,  Journal of Gastroenterology and Hepatology, 31, 936-944.

L. Fuccio, Michele Scagliarini, L. Frazzoni and G. Battaglia, “Development of a prediction model of adverse event after stent placement for esophageal cancer”. Gastrointestinal Endoscopy, forthcoming.
ISSN: 0016-5107 (Print), ISSN: 1097-6779 (Online).
DOI: 10.1016/j.gie.2015.08.047.
http://www.giejournal.org/article/S0016-5107(15)02819-9/abstract

Michele Scagliarini (2015), “A note on the multivariate process capability index MCpm”. Quality and Reliability Engineering International, 31(2), pp 329-339.  
ISSN: 0748-8017 (printed), ISSN: 1099-1638 (Online), DOI: 10.1002/qre.1592.
http://onlinelibrary.wiley.com/doi/10.1002/qre.1592/full

E. Scaioli, C. Cardamone, Michele Scagliarini, R. M. Zagaria, F. Bazzoli and A. Belluzzi (2015), “Can fecal calprotectin better stratify Crohn’s disease activity index?”, Annals of Gastroenterology, 28, pp. 247-252.
ISSN: 1108-7471 (print). ISSN 1792-7463 (online).
http://www.annalsgastro.gr/index.php/annalsgastro/article/view/1962

Michele Scagliarini (2015), “A Method for Improving Multivariate Measurement Systems Assessment”, Quality and Reliability Engineering International, 31(6), 977-988. ISSN: 0748-8017 (printed), ISSN: 1099-1638 (online), DOI: 10.1002/qre.1653.  
http://onlinelibrary.wiley.com/doi/10.1002/qre.1653/abstract

E. Scaioli, Michele Scagliarini, C. Cardamone, E. Liverani, G. Ugolini, D. Festi, F. Bazzoli and A. Belluzzi (2015), “Clinical application of faecal calprotectin in ulcerative colitis patients”, European Journal of Gastroenterology & Hepatology, 27(12), 1418:1424.
ISSN: 0954-691X, DOI: 10.1097/MEG.0000000000000461.
http://journals.lww.com/eurojgh/Abstract/2015/12000/Clinical_application_of_faecal_calprotectin_in.11.aspx

Martin Dribe, Sol Pía Juárez and Francesco Scalone (2015), “Is it who you are or where you live? Community effects on net fertility at the onset of fertility decline: a multilevel analysis using Swedish micro-census data”, Population, Space and Place, forthcoming
DOI: 10.1002/psp.1987
http://onlinelibrary.wiley.com/doi/10.1002/psp.1987/abstract

Francesco Scalone, Patrizia Agati, Aurora Angeli, Annalisa Donno (2016), “Exploring unobserved heterogeneity in perinatal and neonatal mortality risks: The case of an Italian sharecropping community, 1900–39”, Population Studies, forthcoming 
DOI: 10.1080/00324728.2016.1254812,http://www.tandfonline.com/doi/full/10.1080/00324728.2016.1254812

Francesco Scalone and Martin Dribe (2016), “Testing child-woman ratios and the own-children method on the 1900 Sweden census: Examples of indirect fertility estimates by socioeconomic status in a historical population”, Historical Methods: A Journal of Quantitative and Interdisciplinary History, forthcoming 
DOI: 10.1080/01615440.2016.1219687, http://www.tandfonline.com/doi/full/10.1080/01615440.2016.1219687

Ventrucci M, Rue H (2016). ‘Penalized complexity priors for degrees of freedom in Bayesian P-splines’. Statistical Modelling 16, 429-453.

Ventrucci MCocchi D, Scott M (2016). “Smoothing of land use maps for trend and change detection in urbanization”, Environmental and Ecological Statistics 23, 565-584.

Elisabetta Bonafede, Frank Picard, Stephane Robin and Cinzia Viroli (2015), “Modelling overdispersion heterogeneity in differential expression analysis using mixtures”, Biometrics, forthcoming.

C. Hennig and Cinzia Viroli (2016), Quantile-based classifiers, Biometrika 103: 435-446.