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 ...

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 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 ...

The aim of this paper is to analyse and model the interval of time between the first enrolment at University and the first occurrence of non-enrolment, so that the event of interest is the dropping out of University. The ...

In this paper we study the indentifiability of a class of mixture models where a finite number of one-dimensional location scale distributions is mixed with a finite number of uniform distributions on an interval. We define ...

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 ...