Pubblicazioni scientifiche

Frank A. Cowell; Maria-Pia Victoria-Feser, Distribution-Free Inference for Welfare Indices under Complete and Incomplete Information, «THE JOURNAL OF ECONOMIC INEQUALITY», 2003, 1, pp. 191 - 219 [Articolo in rivista]

Foschi, Paolo; Belsley, David A.; Kontoghiorghes, Erricos J., A comparative study of algorithms for solving seemingly unrelated regressions models, «COMPUTATIONAL STATISTICS & DATA ANALYSIS», 2003, 44, pp. 3 - 35 [Articolo in rivista]

Foschi, P.; Kontoghiorghes, E. J., Estimating seemingly unrelated regression models with vector autoregressive disturbances, «JOURNAL OF ECONOMIC DYNAMICS & CONTROL», 2003, 28, pp. 27 - 44 [Articolo in rivista]

Foschi, P.; Kontoghiorghes, E. J., Estimation of VAR Models Computational Aspects, «COMPUTATIONAL ECONOMICS (DORDRECHT.», 2003, 21, pp. 3 - 22 [Articolo in rivista]

Verme, Paolo, Labour Market Policies and Social Protection in Asia, in: Defining an Agenda for Poverty Reduction: Proceedings of the First Asia and Pacific Forum on Poverty, Volume 2, Manila, Asian Development Bank, 2002, pp. 1 - 29 [Capitolo/Saggio in libro]

Ballestra L.; Micheletti S.; Sacco R., Semiconductor device simulation using a viscous-hydrodynamic model, «COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING», 2002, 191, pp. 5447 - 5466 [Articolo in rivista]

Guasoni P, Optimal investment with transaction costs and without semimartingales, «THE ANNALS OF APPLIED PROBABILITY», 2002, 12, pp. 1227 - 1246 [Articolo in rivista]

Guasoni P, Risk minimization under transaction costs, «FINANCE AND STOCHASTICS», 2002, 6, pp. 91 - 113 [Articolo in rivista]

Biagini F; Guasoni P, Mean-variance hedging with random volatility jumps, «STOCHASTIC ANALYSIS AND APPLICATIONS», 2002, 20, pp. 471 - 494 [Articolo in rivista]

Mingari Scarpello G.; Ritelli D., A historical outline of the theorem of implicit functions, «DIVULGACIONES MATEMATICAS», 2002, 10, pp. 171 - 180 [Articolo in rivista]

Sofroniou, M.; Spaletta, G., Symplectic methods for separable Hamiltonian systems, in: Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), Berlin, Springer Verlag, «LECTURE NOTES IN ARTIFICIAL INTELLIGENCE», 2002, 2331, pp. 506 - 515 (atti di: International Conference on Computational Science, ICCS 2002, Amsterdam, nld, 2002) [Contributo in Atti di convegno]

Sofroniou, M.; Spaletta, G., Solving orthogonal matrix differential systems in Mathematica, in: Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), Berlin, Springer Verlag, «LECTURE NOTES IN ARTIFICIAL INTELLIGENCE», 2002, 2331, pp. 496 - 505 (atti di: International Conference on Computational Science, ICCS 2002, Amsterdam, nld, 2002) [Contributo in Atti di convegno]

Henson S.; Mazzocchi M., Impact of Bovine Spongiform Encephalopathy on agribusiness in the United Kingdom: Results of an event study of equity prices, «AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS», 2002, 84, pp. 370 - 386 [Articolo in rivista]

Fanelli L.; Mazzocchi M., A cointegrated VECM demand system for meat in Italy, «APPLIED ECONOMICS», 2002, 34, pp. 1593 - 1605 [Articolo in rivista]

Cheng, T.-C.; Victoria Feser, High-breakdown estimation of multivariate mean and covariance with missing observations, «BRITISH JOURNAL OF MATHEMATICAL & STATISTICAL PSYCHOLOGY», 2002, 55, pp. 317 - 335 [Articolo in rivista]

Maria-Pia Victoria Feser, Robust Inference with Binary Data, «PSYCHOMETRIKA», 2002, 67, pp. 21 - 32 [Articolo in rivista]

Frank A. Cowell; Maria-Pia Victoria-Feser, Welfare Rankings in the Presence of Contaminated Data, «ECONOMETRICA», 2002, 70, pp. 1221 - 1233 [Articolo in rivista]

Aiguo, Lu; Verme, Paolo, Labour Markets in Asian Transition Economies, in: Poverty, Income Distribution and Well-Being in Asia during the Transition, London, Palgrave Macmillan, 2002, pp. 58 - 80 [Capitolo/Saggio in libro]

Scrucca, L., Graphics for studying logistic regression models, «STATISTICAL METHODS & APPLICATIONS», 2002, 11, pp. 371 - 394 [Articolo in rivista]

Foschi, P.; Kontoghiorghes, E. J., Seemingly unrelated regression model with unequal size observations: Computational aspects, «COMPUTATIONAL STATISTICS & DATA ANALYSIS», 2002, 41, pp. 211 - 229 [Articolo in rivista]