Econometric and Statistical Methods and Methodology: General

People with expertise in this area
Research interests

Francesco Andreoli: Associate Professor
Cecilia Mancini: Full Professor
Eleonora Matteazzi: Temporary Assistant Professor

Marco Minozzo: Associate Professor
Francesca Rossi: Associate Professor

Research interests
Topic	People	Description
JEL C12 - Hypothesis Testing: General	Cecilia Mancini Francesca Rossi	Hypotesis testing to detect spatial correlation and to assess whether models are correctly specified, development of analytical corrections to improve tests' performance in finite samples.
JEL C13 - Estimation: General	Cecilia Mancini Marco Minozzo	Development and estimation of statistical models in finance, and for economic and social data; computationally intensive Monte Carlo estimation algorithms such as Monte Carlo EM and sequential Monte Carlo.
JEL C14 - Semiparametric and Nonparametric Methods: General	Cecilia Mancini	Stime dei coefficienti di semimartingale con salti definite a tempi continui ma osservate a tempi discreti.
JEL C15 - Statistical Simulation Methods: General	Marco Minozzo Francesca Rossi	Computer intensive estimation methods based on Monte Carlo simulations, bootstrap and indirect inference. Also includes machine learning, and development of statistical software for the analysis of economic phenomena.
JEL C18 - Methodological Issues: General	Francesco Andreoli Eleonora Matteazzi Francesca Rossi	Derivation of properties of estimators and test statistics in large samples and their analytical corrections for small/medium samples.