Sfoglia DiSES Working Papers per Autore "Storti, Giuseppe"

Items 1-4 di 4

    • 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 ...