Browsing DiSES Working Papers by Issue Date
Now showing items 21-40 of 87
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A locally adaptive bandwidth selector for kernel based regression
(2009)The selection of the smoothing parameter represents a crucial step in the local polynomial regression, because of the implications on the consistency of the nonparametric regression estimator and because of the difficulties ... -
Un approccio di rete all'analisi delle relazioni amicali dei disoccupati nella città di Napoli
(2008)Several studies highlight that the labour market entry is strongly influenced by informal relational networks (friendship and kinship). Given that informal networks have a relevant role in job position, the present work ... -
Elasticities of complementarity and substitution in some functional forms. A comparative review
(2005)This paper presents and discusses the results of a comparative review of the elasticities of complementarity and substitution which may be obtained from seven functional forms, inflexible and flexible. Every functional ... -
Internal and external sources of innovation in the Italian biotech sector
(2009)A common view among many academics and policy makers is that biotech offers enormous opportunities for improving competitiveness and economic growth. For this reason there is a growing need to set up appropriate policy ... -
Parameter estimation in continuous stochastic volatility models
(2009)Continuous-time di usion processes are often used in literature to model dynamics of nancial markets. In such kinds of models a rel- evant role is played by the variance of the process. So assumptions on the functional ... -
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 ... -
Subjective expectations in economics: a statistical overview of the main findings
(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 ... -
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 ... -
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 ... -
Moments based inference in small samples
(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 ... -
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 ... -
Weak consistent moving block bootstrap estimator of sampling distribution of CLS estimators in a class of bilinear models
(2005)Grahn, (1995) introduced the Conditional Least Squares estimators for the class (I) of bilinear models. Such estimators have a variance which is difficulty to derive analytically. The aim of the present paper is to ... -
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; ... -
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 ... -
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 ... -
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 ... -
Tourism as determinant of economic growth: the case of south-east Asian countries
(2005)Today tourism represents one of the most dynamic economic sectors in the world. Even if the majority of international tourism still takes place within the developed world, recently tourism to developing countries is ... -
Attività economiche nel distretto industriale di Nocera Inferiore – Gragnano. Una analisi su dati Tagliacarne
(2005)Il presente lavoro, elaborato su dati della rilevazione statistica dell’Istituto G. Tagliacarne, fornisce indicazioni sulla struttura economico-sociale dell’area del Distretto di Nocera Inferiore- Gragnano, sui rapporti ... -
Una simulazione neo-keynesiana ad agenti eterogeni
(2005)Questo capitolo muove dalla constatazione che sebbene i sistemi economici siano considerati complessi e vi siano numerose analisi teoriche che evidenziano che i meccanismi alla base della operatività dei sistemi complessi ... -
Third party punishment and criminal: an experiment with Italian camorra prison inmates
(2012)In Third Party punishment experiments (Fehr et al.; 2004), an agent may be punished for violating a social norm by an uninvolved observer - or third party - whose payoff is unaffected by the behavior of the same agent. ...