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DIPARTIMENTO DI

PROFESSORE ORDINARIO  

Settore scientifico disciplinare: S01-Statistica

MARILENA

FURNO

Pubblicazioni

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Pubblicato alle ore 12:21 del giorno 05/03/2010

1.              Robust Methods for macroeconomic models, Ph.D. thesis, Boston College, 1988.

2.              Bounded-influence instrumental variables estimator: an extension, Economic Letters, vol. 25, 239-242, 1987.

 3.              Robust methods in econometrics: a review essay, Economic Notes, vol. 19, n.1, 76-97, 1989.

 4.              Computational aspects of robust regressions, (con C. Baum), Journal of Computer Science in Economics and Management, vol. 2, 221-237, 1989.

5.              Analysing the stability of demand-for-money equations, (con C. Baum) Journal of Money Credit and Banking, vol 22, n. 4, 465-477, 1990.

 6.              Comparison of estimators for heteroskedastic models, Journal of Statistical Computations and Simulations, vol. 38, 99-107, 1991.

7.              Estimation of a small macro-model under the assumption of contaminated distributions, Oxford Bulletin of Economics and Statistics, vol. 53, 313-330, 1991.

 8.              Robust estimation in multiple regression model using p-dimensional subsets, (con M. R. D'Esposito), Metron, vol L, 115-36, 1992.

 9.              Location of outliers in the multiple regression using jackknifed values (con M. R. D'Esposito), Journal of Computer Science in Economics and Management, n. 5, 171-82,1992.

 10.          Monetary policy and interest rate: an adaptive estimator approach, Journal of Economic Dynamics and Control, vol. 17, 571-588, 1993.

 11.          Small sample behavior of a robust heteroskedasticity consistent covariance matrix estimator, Journal of Statistical Computation and Simulation, vol. 54, 115-28, 1996.

12.          The information matrix test in linear regressions with ARMA errors, Journal of the Italian Statistical Society, vol. 3, 369-85, 1996.

 13.          Robust procedures in multiple regression: p-subsets and a computational proposal (con M. R. D’Esposito), Computational Economics, vol. 9, 129-147, 1996.

 14.          A robust heteroskedasticity consistent covariance matrix estimator, Statistics, vol. 30, 201-19, 1997.

 15.          Estimating the variance of the LAD regression coefficients, Computational Statistics and Data Analysis, vol. 27, 11-26, 1997.

16.          LM tests in the presence of non-normal error distributions, Econometric Theory, vol. 16, 249-261, 2000.

 17.          LAD estimator with random coefficient autocorrelated errors, Computational Statistics and Data Analysis, vol. 36, 511-523, 2001.

 18.          ARCH tests and quantile regressions, Journal of Statistical Computations and Simulation, vol. 74, 277-292, 2004.

19.          The Glejser test and the median regression, Sankyha, vol. 67, 277-300, 2005.

  20.          Non-linearity tests based on order statistics and quantile regressions, Journal of Statistical Computations and Simulation, vol. 77, 189-212, 2007.

21.          Parameter instability and quantile regression. Statistical Modelling, vol. 7, 345-362, 2007.

22.          Misspecification and estimation effect in the Lagrange multiplier tests for heteroskedasticity, Journal of Statistical Computations and Simulation, vol. 78, 4, 299-313, 2008.

23.          Quantile regression analysis of the Italian school system, Statistical Modelling, vol. 10, 333-351, 2010.

24.          A robust test of specification based on order statistics, Computational Statistics, vol 25, 707-723, 2010.

25.         Goodness of Fit and Misspecification in Quantile Regressions, Journal of Education and Behavioural Statistics,vol 36, 105-131, 2011.   26.           Tests for structural breaks in quantile regressions, Computational Statistics, in corso di revisione, 2010.

27.         Quantile regression and structural change in the Italian wage equation, Structural Change and Economic Dynamics, seconda revisione, 2009. 

 28.     Quantile regression estimates and the analysis of structural breaks, seconda revisione, Quantitative Finance, 2010.

29.     Determinants of the italian gender gap, seconda revisione, 2011.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 


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