Now showing items 1-10 of 21
Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property
(2014)
The local polynomial estimator is particularly affected by the curse of di-
mensionality. So, the potentialities of such a tool become ineffective for large dimensional
applications. Motivated by this, we propose a new ...
A general coalition structure: some equivalence results
(2013)
The formation of coalition may imply some theoretical difficulties,
such as costs arising from forming a coalition or sharing information
among agents. In this paper we will assume that only a subset S of
the set of all ...
The effects of fiscal shocks in svar models: a graphical modelling approach
(2010)
We apply graphical modelling theory to identify scal policy shocks
in SVAR models of the US economy. Unlike other econometric ap-
proaches which achieve identi cation by relying on potentially con-
tentious a priori ...
Who and where are the co-authors? The relationship between institutional and geographical distance in scientific publications
(2014)
The main goal of our research is to analyse the relationship between geographical and
institutional distance in research collaboration. Given that there is institutional distance if
different kinds of institutions collaborate, ...
On the FDI: attracting property of privatization
(2010)
In the present paper we provide an explanation of why privatization
may attract foreign investors willing to enter a regional
market. Privatization turns the formerly-public rm into a less aggressive
competitor since pro ...
Cooperative credit banks: some fundamental institutional features
(2012)
The aim of this paper is to analyze individual preferences in relation to different
job characteristics. This is an important issue in the light of the huge literature in labor
economics and human resource management about ...
How do the institutions involved in scientific collaboration deal with different kinds of distance? An analysis of the co-authorships of scientific publications
(2012)
In the scientific collaborations among different institutions at least two types of
distance may be identified: spatial and institutional. We talk about spatial distance if the
institutions are located in different places; ...
Asymmetry in the permanent price impact of block purchases and sales: theory and empirical evidence
(2012)
This paper extends previous research which has examined the market impact of
large transactions in bull and bear markets by examining the information effects of trades.
Previous research has demonstrated that the information ...
Variable selection in forecasting models for corporate bankruptcy
(2011)
In this paper we develop statistical models for bankruptcy prediction of Italian
firms in the limited liability sector, using annual balance sheet information.
Several issues involved in default risk analysis are investigated, ...
A note on the invertibility of the threshold moving average model
(2010)
The Threshold Moving Average model with k regimes of order q is examined. In
particular we provide sufficient conditions for its invertibility by generalizing some
results reported in the literature. In the first part of ...