Multiple or Simultaneous Equation Models; Multiple Variables

Veronica Cicogna
Assistant Professor
Luigi Grossi
Visiting Professors
Marco Patacca
Research Assistants
Research interests
Topic People Description
JEL C32 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Models;Diffusion Processes;State Space Models Luigi Grossi
Marco Patacca
Robust estimation of model coefficients applied to financial and energy data odered by time. Analysis and prediction of prices collected on financial and electricity markets.
JEL C38 - Classification Methods; Cluster Analysis; Factor Analysis Veronica Cicogna
Methods of Data Analysis according to the approach of French school (: Analyse des Données) namely descriptive techniques of Multivariate Data Analysis. Study of the structure of three-way data: methods to analyse more matrices (objects x variables) observed in different occasions.
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