| Topic | People | Description |
|---|---|---|
| JEL C12 - Hypothesis Testing: General |
Cecilia Mancini
|
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 |
Lorenzo Frattarolo
Cecilia Mancini |
Estimation and test of the characteristic coefficients of continuous-time Ito semimartingales with jumps, observed at discrete times; nonparametric distributional tests based on rank statistics. Applications. |
| JEL C15 - Statistical Simulation Methods: General |
Lorenzo Frattarolo
Marco Minozzo |
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
Simona Fiore Eleonora Matteazzi |
Derivation of properties of estimators and test statistics in large samples and their analytical corrections for small/medium samples. |
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