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Multiplex Network Econometrics

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Publications

On a flexible construction of a negative binomial model

Author(s): Fabrizio Leisen, Ramsés H. Mena, Freddy Palma, Luca Rossini
Published in: Statistics & Probability Letters, 152, 2019, Page(s) 1-8, ISSN 0167-7152
Publisher: Elsevier BV
DOI: 10.1016/j.spl.2019.04.004

Are low frequency macroeconomic variables important for high frequency electricity prices?

Author(s): Foroni, Claudia; Ravazzolo, Francesco; Rossini, Luca
Published in: ECB Working Paper Series, 1, 2019, ISSN 1725-2806
Publisher: ECB
DOI: 10.2866/341253

Hierarchical Species Sampling Models

Author(s): Federico Bassetti, Roberto Casarin, Luca Rossini
Published in: Bayesian Analysis, 15/3, 2020, Page(s) 809-838, ISSN 1936-0975
Publisher: Carnegie Mellon University
DOI: 10.1214/19-ba1168

Comparing the forecasting performances of linear models for electricity prices with high RES penetration

Author(s): Angelica Gianfreda, Francesco Ravazzolo, Luca Rossini
Published in: International Journal of Forecasting, 36/3, 2020, Page(s) 974-986, ISSN 0169-2070
Publisher: Elsevier BV
DOI: 10.1016/j.ijforecast.2019.11.002

Loss-based approach to two-piece location-scale distributions with applications to dependent data

Author(s): Fabrizio Leisen, Luca Rossini, Cristiano Villa
Published in: Statistical Methods & Applications, 29/2, 2020, Page(s) 309-333, ISSN 1618-2510
Publisher: Springer Verlag
DOI: 10.1007/s10260-019-00481-x

Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models

Author(s): Rick Bohte, Luca Rossini
Published in: Journal of Risk and Financial Management, 12/3, 2019, Page(s) 150, ISSN 1911-8074
Publisher: MDPI
DOI: 10.3390/jrfm12030150

Bayesian analysis of immigration in Europe with generalized logistic regression

Author(s): Luciana Dalla Valle, Fabrizio Leisen, Luca Rossini, Weixuan Zhu
Published in: Journal of Applied Statistics, 47/3, 2020, Page(s) 424-438, ISSN 0266-4763
Publisher: Routledge
DOI: 10.1080/02664763.2019.1642310

A P\'olya-Gamma Sampler for a Generalized Logistic Regression

Author(s): Valle, Luciana Dalla; Leisen, Fabrizio; Rossini, Luca; Zhu, Weixuan
Published in: 4, 2020
Publisher: arxiv

Inference in Bayesian Additive Vector Autoregressive Tree Models

Author(s): Huber, Florian; Rossini, Luca
Published in: 3, 2020
Publisher: arxiv

Bayesian Nonparametric Graphical Models for Time-Varying Parameters VAR

Author(s): Matteo Iacopini, Luca Rossini
Published in: SSRN Electronic Journal, 2019, ISSN 1556-5068
Publisher: SSRN
DOI: 10.2139/ssrn.3400078

Proper Scoring Rules for Evaluating Asymmetry in Density Forecasting

Author(s): Matteo Iacopini, Francesco Ravazzolo, Luca Rossini
Published in: SSRN Electronic Journal, 2020, ISSN 1556-5068
Publisher: SSRN
DOI: 10.2139/ssrn.3632278