Sfoglia DiSES Working Papers per Titolo
Items 1-20 di 87
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A comparison of the forecasting performances of multivariate volatility models
(2013)The consistent ranking of multivariate volatility models by means of statistical loss function is a challenging research field, because it concerns the quality of the proxy chosen to replace the unobserved volatility, ... -
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 ... -
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 ... -
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 ... -
A procedure for detecting outliers in frontier estimation
(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 ... -
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 ... -
Assessing linearity in structural equation models through graphics
(2008)While Structural Equation Models (SEMs) generally assume linear linkages between variables, it is a well-worn issue that this may not adequately describe the complexity and richness of social phenomena. For this reason, ... -
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 ... -
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 ... -
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 ... -
Il capitale sociale conta per gli outcomes (macro)economici?
(2005)Il lavoro analizza due questioni aperte nella letteratura sul capitale sociale, vale a dire se dalle diverse nozioni di capitale sociale è possibile individuare un concetto robusto dal punto di vista empirico e se gli ... -
Capitale sociale: uno o molti? Pochi
(2005)Il lavoro presenta contributi lungo diverse linee. Primo, distingue tra una definizione strutturale del capitale sociale ristretta alle relazioni interpersonali, alle norme sociali e alla fiducia esistenti in una comunità ... -
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 ... -
Dropping out of University of Salerno: a survival approach
(2008)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 ... -
Efficiency gains and mergers
(2008)In the theoretical literature, strong arguments have been provided in support of the e ciency defense in antitrust merger policy. One of the most often cited results is due to Williamson (1968) that shows how relatively ... -
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 ...
