Econometric and Statistical Methods and Methodology: General

Francesco Andreoli
Temporary Assistant Professor
Ylenia Brilli
Research Scholarship Holders
Cecilia Mancini
Full Professor
Marco Minozzo
Associate Professor
Francesca Rossi
Associate Professor
Flavio Santi
Temporary Assistant Professor
Research interests
Topic People Description
JEL C12 - Hypothesis Testing: General Cecilia Mancini
Francesca Rossi
Flavio Santi
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
Flavio Santi
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 Ylenia Brilli
Marco Minozzo
Francesca Rossi
Flavio Santi
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
Francesca Rossi
Derivation of properties of estimators and test statistics in large samples and their analytical corrections for small/medium samples.