Browsing DiSES Working Papers by Author "Storti, Giuseppe"
Now showing items 1-4 of 4
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A procedure for detecting outliers in frontier estimation
Destefanis, Sergio; Storti, Giuseppe (2005)Si `e pi `u volte osservato in letteratura come gli approcci non parametrici alla stima della frontiera di produzione siano scarsamente robusti rispetto alla presenza di valori eccezionali. Il presente lavoro propone una ... -
Modelling asymmetric volatility dynamics by multivariate bl-garch models
Storti, Giuseppe (2006)The class of Multivariate BiLinear GARCH (MBL-GARCH) models is proposed and its statistical properties are investigated. The model can be regarded as a generalization to a multivariate setting of the univariate BLGARCH model ... -
Moments based inference in small samples
Coretto, Pietro; Storti, Giuseppe (2005)In this work we propose a nonparametric estimator for parameters which are embodied in given moment conditions. Here we are interested in small samples problems. We analyze conditions under which it is possible to ... -
Subjective expectations in economics: a statistical overview of the main findings
Coretto, Pietro; Storti, Giuseppe (2005)In this writing we provide a brief overview on how in different fields such as statistics, econometrics and experimental psychology, the issue of measuring subjective expectations about future uncertain outcomes has ...