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Asymptotic refinements of nonparametric bootstrap for quasi‐likelihood ratio tests for classes of extremum estimators,
Lorenzo Camponovo,
in Econometrics Journal
(2016)
DIFFERENCING TRANSFORMATIONS AND INFERENCE IN PREDICTIVE REGRESSION MODELS,
Lorenzo Camponovo,
in Econometric Theory
(2015)
Bootstrap inference for penalized GMM estimators with oracle properties,
Lorenzo Camponovo,
in Econometric Reviews
(2020)
On the validity of the pairs bootstrap for lasso estimators,
Lorenzo Camponovo,
in Biometrika
(2015)
Bootstrap Inference for Penalized GMM Estimators with Oracle Properties,
Lorenzo Camponovo,
from School of Economics, University of Surrey
(2018)
Registered author: Lorenzo Camponovo
Breakdown point theory for implied probability bootstrap,
Lorenzo Camponovo and Taisuke Otsu,
in Econometrics Journal
(2012)
Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models,
Francesco Audrino and Lorenzo Camponovo,
from arXiv.org
(2013)
On Bartlett correctability of empirical likelihood in generalized power divergence family,
Lorenzo Camponovo and Taisuke Otsu,
in Statistics & Probability Letters
(2014)
Keywords: Empirical likelihood; Bartlett correction; Power divergence family;
Robustness of Bootstrap in Instrumental Variable Regression,
Lorenzo Camponovo and Taisuke Otsu,
in Econometric Reviews
(2015)
On Bartlett correctability of empirical likelihood in generalized power divergence family,
Lorenzo Camponovo and Taisuke Otsu,
from London School of Economics and Political Science, LSE Library
(2014)
Keywords: empirical likelihood; Bartlett correction; power divergence family
Robustness of bootstrap in instrumental variable regression,
Lorenzo Camponovo and Taisuke Otsu,
from London School of Economics and Political Science, LSE Library
(2014)
Keywords: bootstrap; breakdown point; instrumental variables
Robustness of bootstrap in instrumental variable regression,
Lorenzo Camponovo and Taisuke Otsu,
from London School of Economics and Political Science, LSE Library
(2015)
Keywords: bootstrap; breakdown point; instrumental variable regression; robustness
Oracle Properties, Bias Correction, and Bootstrap Inference for Adaptive Lasso for Time Series M†Estimators,
Francesco Audrino and Lorenzo Camponovo,
in Journal of Time Series Analysis
(2018)
Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models,
Francesco Audrino and Lorenzo Camponovo,
from University of St. Gallen, School of Economics and Political Science
(2013)
Keywords: Adaptive lasso; Time series; Oracle properties; Finite sample inference; Taylor rule monetary policy model.
Relative Error Accurate Statistic Based on Nonparametric Likelihood,
Lorenzo Camponovo and Taisuke Otsu,
from School of Economics, University of Surrey
(2018)
Robustness of bootstrap in instrumental variable regression,
Lorenzo Camponovo and Taisuke Otsu,
from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
(2014)
Keywords: Bootstrap, Breakdown point, Instrumental variables
Relative error accurate statistic based on nonparametric likelihood,
Lorenzo Camponovo and Taisuke Otsu,
from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
(2017)
Keywords: Nonparametric likelihood, Saddlepoint, Moment condition model
On Bartlett Correctability of Empirical Likelihood in Generalized �Power Divergence Family,
Lorenzo Camponovo and Taisuke Otsu,
from Cowles Foundation for Research in Economics, Yale University
(2011)
Keywords: Bartlett correction, Empirical likelihood, Cressie-Read power divergence family
Robustness of Bootstrap in Instrumental Variable Regression,
Lorenzo Camponovo and Taisuke Otsu,
from Cowles Foundation for Research in Economics, Yale University
(2011)
Keywords: Bootstrap, Breakdown point, Instrumental variable regression
Breakdown Point Theory for Implied Probability Bootstrap,
Lorenzo Camponovo and Taisuke Otsu,
from Cowles Foundation for Research in Economics, Yale University
(2011)
Keywords: Bootstrap, Breakdown point, GMM
RELATIVE ERROR ACCURATE STATISTIC BASED ON NONPARAMETRIC LIKELIHOOD,
Lorenzo Camponovo, Yukitoshi Matsushita and Taisuke Otsu,
in Econometric Theory
(2021)
Empirical likelihood for high frequency data,
Lorenzo Camponovo, Yukitoshi Matsushita and Taisuke Otsu,
in Journal of Business & Economic Statistics
(2020)
Robust subsampling,
Lorenzo Camponovo, Olivier Scaillet and Fabio Trojani,
in Journal of Econometrics
(2012)
Keywords: Subsampling; Bootstrap; Breakdown point; Robustness;
Predictability Hidden by Anomalous Observations,
Lorenzo Camponovo, Olivier Scaillet and Fabio Trojani,
from arXiv.org
(2016)
Empirical likelihood for high frequency data,
Lorenzo Camponovo, Yukitoshi Matsushita and Taisuke Otsu,
from London School of Economics and Political Science, LSE Library
(2019)
Keywords: Nonparametric methods; Volatility; Microstructure noise
Relative error accurate statistic based on nonparametric likelihood,
Lorenzo Camponovo, Yukitoshi Matsushita and Taisuke Otsu,
from London School of Economics and Political Science, LSE Library
(2021)
Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy,
Lorenzo Camponovo, Olivier Scaillet and Fabio Trojani,
in Journal of Financial Econometrics
(2017)
Erratum to Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy,
Lorenzo Camponovo, Olivier Scaillet and Fabio Trojani,
in Journal of Financial Econometrics
(2017)
Robust Subsampling,
Lorenzo Camponovo, Olivier Scaillet and Fabio Trojani,
from Swiss Finance Institute
(2006)
Keywords: Subsampling, bootstrap, breakdown point, robustness, regression
Robust Resampling Methods for Time Series,
Lorenzo Camponovo, Olivier Scaillet and Fabio Trojani,
from Swiss Finance Institute
(2009)
Keywords: Subsampling, bootstrap, breakdown point, robustness, time series.
Predictability Hidden by Anomalous Observations,
Lorenzo Camponovo, Olivier Scaillet and Fabio Trojani,
from Swiss Finance Institute
(2013)
Keywords: Predictive Regression, Stock Return Predictability, Bootstrap, Subsampling, Robustness
Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy,
Lorenzo Camponovo, Olivier Scaillet and Fabio Trojani,
from Swiss Finance Institute
(2016)
Keywords: Tail Risk, Risk Factor, Risk-Neutral Probability, Prediction of Market Returns, Economic Predictability
Testing the lag structure of assets’ realized volatility dynamics,
Francesco Audrino, Lorenzo Camponovo and Constantin Roth,
from University of St. Gallen, School of Economics and Political Science
(2015)
Keywords: Realized volatility; Adaptive lasso; HAR model; Test for false positives; Lag structure
Nonparametric Likelihood for Volatility Under High Frequency Data,
Lorenzo Camponovo, Yukitoshi Matsushita and Taisuke Otsu,
from School of Economics, University of Surrey
(2018)
Predictability Hidden by Anomalous Observations,
Lorenzo Camponovo, Olivier Scaillet and Fabio Trojani,
from School of Economics, University of Surrey
(2018)
Nonparametric likelihood for volatility under high frequency data,
Lorenzo Camponovo, Yukitoshi Matsushita and Taisuke Otsu,
from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
(2015)
Keywords: Nonparametric likelihood, Volatility, High frequency data
Empirical likelihood for high frequency data,
Lorenzo Camponovo, Yukitoshi Matsushita and Taisuke Otsu,
from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
(2017)
Keywords: High frequency data, Volatility, Empirical likelihood
Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy,
Olivier Scaillet, Fabio Trojani and Lorenzo Camponovo,
from University of Geneva, Geneva School of Economics and Management
(2016)
Keywords: Tail Risk, Risk Factor, Risk-Neutral Probability, Prediction of Market Returns, Economic Predictability.
Motivations and Barriers for Participation in a Hybrid Wireless Community: The Case of FON,
Giovanni Camponovo, Anna Picco-Schwendener and Lorenzo Cantoni,
in International Journal of Technology Diffusion (IJTD)
(2014)
Robust heart rate variability analysis by generalized entropy minimization,
Davide La Vecchia, Lorenzo Camponovo and Davide Ferrari,
in Computational Statistics & Data Analysis
(2015)
Keywords: Heart rate variability; Time series analysis; Influence function; M-estimators; Robust estimation;
The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators,
Hugo Bodory, Lorenzo Camponovo, Martin Huber and Michael Lechner,
in Journal of Business & Economic Statistics
(2020)
Nonparametric bootstrap for propensity score matching estimators,
Hugo Bodory, Lorenzo Camponovo, Martin Huber and Michael Lechner,
in Statistics & Probability Letters
(2024)
Keywords: Inference; Nonparametric bootstrap; Propensity score matching estimators;
The finite sample performance of inference methods for propensity score matching and weighting estimators,
Hugo Bodory, Lorenzo Camponovo, Martin Huber and Michael Lechner,
from University of St. Gallen, School of Economics and Political Science
(2016)
Keywords: Inference, variance estimation, treatment effects, matching, inverse probability weighting
The finite sample performance of inference methods for propensity score matching and weighting estimators,
Hugo Bodory, Martin Huber, Lorenzo Camponovo and Michael Lechner,
from Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland
(2016)
Keywords: inference; variance estimation; treatment effects; matching; inverse probability weighting
A wild bootstrap algorithm for propensity score matching estimators,
Martin Huber, Lorenzo Camponovo, Hugo Bodory and Michael Lechner,
from Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland
(2016)
Keywords: Inference; Propensity Score Matching Estimators; Wild Bootstrap
The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators,
Hugo Bodory, Lorenzo Camponovo, Martin Huber and Michael Lechner,
from Institute of Labor Economics (IZA)
(2016)
Keywords: matching, treatment effects, variance estimation, inference, inverse probability weighting
Concepts for designing environment scanning information systems,
Giovanni Camponovo,
in International Journal of Business and Systems Research
(2010)
Keywords: environmental scanning; management information systems; MIS; design science; conceptual modelling; environment information.
Valuation of asset and volatility derivatives using decoupled time-changed L\'evy processes,
Lorenzo Torricelli,
from arXiv.org
(2015)
Funding Value Adjustment and Incomplete Markets,
Lorenzo Cornalba,
from arXiv.org
(2014)
La contratación temporal en España: mercado de trabajo y prácticas empresariales,
Lorenzo Cachón,
in EKONOMIAZ. Revista vasca de Economía
(1995)
Keywords: Mercado de trabajo, contratación eventual, paro
Designing Public-Private Partnerships; a Practitioner’s Guide to Innovation,
Oswaldo Lorenzo,
in EKONOMIAZ. Revista vasca de Economía
(2012)
Keywords: innovation, improvement, Lean, information technology
Religion and advertising in italian media: a love-hate relationship?,
Lorenzo Ugolini,
in Revista Romana de Jurnalism si Comunicare - Romanian Journal of Journalism and Communication
(2015)
Keywords: Italian advertising, advertising self-regulation, Catholic Church, brand image, effectiveness.
Ethics in Organization: Theory and Practice,
Lorenzo Caselli,
in Rivista di Politica Economica
(2004)
La responsabilité des grandes places financières dans le développement des marchés émergents,
Lorenzo Gallai,
in Revue d'Économie Financière
(1995)
Il "caso FIAT" e il sistema di relazioni industriali italiano: trasformazioni socio-culturali e politica del diritto,
Lorenzo Zoppoli,
in Economia & lavoro
(2011)
La sfida di Obama per l'istruzione durante la grande recessione del 2007: l'American Recovery and Reinvestment Act e lo State Fiscal Stabilization Fund,
Lorenzo Fenech,
in Economia & lavoro
(2012)
Keywords: Il 17 febbraio 2009 il presidente degli Stati Uniti Barack Obama pone la sua firma sull'American Recovery and Reinvestment Act (arra): una legge "storica" che prevede lo stanziamento di circa 800 miliardi di dollari con il duplice scopo di stimolare l'economia e di proteggere il welfare durante la recessione economica iniziata nel 2007. Il presente contributo dimostra che una delle priorità dell'arra è di sostenere l'istruzione pubblica e di avviare un processo di riforme per migliorarla. Per raggiungere tale obiettivo, l'arra alloca le risorse sia in programmi federali sia per creare lo State Fiscal Stabilization Fund, uno strumento innovativo volto a salvaguardare la spesa per l'istruzione nei programmi statali.
Broadband Impact on Economic Growth: A Review of the Empirical Evidence,
Lorenzo Pupillo,
in L'industria
(2009)
Keywords: Information and Communication Technologies, Economic Growth, Broadband, Network Externalities, General Purpose Technologies, Next Generation Networks
Società a responsabilità limitata e procedure concorsuali,
Lorenzo Stanghellini,
in Analisi Giuridica dell'Economia
(2003)
Fresh start": implicazioni di "policy,
Lorenzo Stanghellini,
in Analisi Giuridica dell'Economia
(2004)
Caso Alitalia e procedure concorsuali,
Lorenzo Stanghellini,
in Analisi Giuridica dell'Economia
(2010)
La piccola impresa, oppure «in memoria del piccolo imprenditore»,
Lorenzo Stanghellini,
in Analisi Giuridica dell'Economia
(2014)
Risoluzione, bail-in e liquidazione coatta: il processo decisionale,
Lorenzo Stanghellini,
in Analisi Giuridica dell'Economia
(2016)
I finanziamenti statali per lo spettacolo,
Lorenzo Scarpellini,
in Economia della Cultura
(2006)
Public sector reforms in the Italian cultural heritage,
Lorenzo Casini,
in Economia della Cultura
(2017)
Keywords: Obituary; Heritage; Law; Public Administration; Museums.
Editoriale,
Lorenzo Bordogna,
in Stato e mercato
(2007)
The regulation of labour in the changing capitalism: gloomy prospects?,
Lorenzo Bordogna,
in Stato e mercato
(2012)
Keywords: JEL Classifications: J51 - Trade Unions: Objectives, Structure, and Effects; F23 -Multinational Firms; International Business; J81 - Working Conditions.
L'occhio che non può vedere se stesso,
Lorenzo Marini,
in Micro & Macro Marketing
(2004)
Comments by Lorenzo Perez on The New Institutional Economics and the Study of the Cuban Economy,
Lorenzo Pérez,
in Annual Proceedings
(1991)
Keywords: Comments, Institutional Economics, Cuban Economy
Comments by Lorenzo Perez on Towards a Market Economy in Cuba? Social and Political Consideration,
Lorenzo Pérez,
in Annual Proceedings
(1991)
Keywords: Comments, Market Economy, Social Political Consideration
Comments on "A Conceptual Sketch of the New Financial and Development Institutions for the Cuba in Transition and the Future Cuba" by Alberto Luzárraga,
Lorenzo Pérez,
in Annual Proceedings
(1995)
Keywords: Comments, Conceptual, Sketch, Financial, Development, Institutions, Transition, Future, Alberto, Luzárraga
Comments by Lorenzo Cañizares on "The Condition of Cuban Workers During the Special Period in Peacetime" by Córdova,
Lorenzo Cañizares,
in Annual Proceedings
(1996)
Keywords: Comments, Condition, Cuban, Workers, During, Special, Period, Peacetime, Córdova
The Implications of Good Governance for the Reconstruction of Cuba,
Lorenzo Pérez,
in Annual Proceedings
(1997)
Keywords: Implications, Governance, Reconstruction
The Pension System of Cuba: The Current Situation and Implications of International Pension Reform Experiences for Addressing Cuba's Problems,
Lorenzo Pérez,
in Annual Proceedings
(1998)
Keywords: Pension, System, Current, Situation, Implications, International, Pension, Reform, Experiences, Addressing, Problems
Fiscal Reforms in Transition Economies: Implications for Cuba,
Lorenzo Pérez,
in Annual Proceedings
(2000)
Keywords: Fiscal, Reforms, Transition, Economies, Implications
Assessing Fiscal Management and Central Banking in Cuba and Proposals for Improvement,
Lorenzo Pérez,
in Annual Proceedings
(2006)
Keywords: Assessing, Fiscal, Management, Central, Banking, Proposals, Improvement
Comentarios sobre implementación del "Itinerario de reflexión económica sobre Cuba",
Lorenzo Pérez,
in Annual Proceedings
(2007)
Keywords: Comentarios, implementación, Itinerario, reflexión, económica
Cuba: Access to Capital Markets, External Debt Burden, and Possible Avenues for Debt Relief,
Lorenzo Pérez,
in Annual Proceedings
(2008)
Keywords: Access Capital Markets, External Debt Burden, Debt Relief
The Impact of the Global Financial and Economic Crisis on Cuba,
Lorenzo Pérez,
in Annual Proceedings
(2009)
Keywords: Impact, Global, Financial, Economic, Crisis
Cuba: Banking Reforms, the Monetary Guidelines of the Sixth Party Congress, and What Needs To Be Done,
Lorenzo Pérez,
in Annual Proceedings
(2011)
Keywords: Banking, Reforms, Monetary, Guidelines, Sixth, Party, Congress, Needs
Comment: Cuba and the International Financial Institutions,
Lorenzo Pérez,
in Annual Proceedings
(2012)
Keywords: Comment, International, Financial, Institutions
Comentarios sobre la Iglesia y las reformas en Cuba,
Lorenzo Pérez,
in Annual Proceedings
(2012)
Keywords: Comentarios, Iglesia, reformas
Resumen de las recomendaciones del panel sobre las medidas que debe adoptar Cuba para promover el crecimiento económico y nuevas oportunidades,
Lorenzo Pérez,
in Annual Proceedings
(2013)
Keywords: Resumen, recomendaciones, panel, medidas, adoptar, promover, crecimiento, económico, nuevas, oportunidades
Cuba: Assessment of the New Tax Law of 2012,
Lorenzo Pérez,
in Annual Proceedings
(2014)
Keywords: Assessment
The Implications of Currency Substitution Experiencesin Latin America and in Eastern Europe for Cuba,
Lorenzo Pérez,
in Annual Proceedings
(1994)
Keywords: Implications, Currency, Substitution, Experiencesin, Latin, America, Eastern, Europe
Political economy of turism in Florence,
Lorenzo Giudici,
in Economia della Cultura
(2018)
Keywords: Art Heritage Cities; Big Data; Gentrification; Urban Policies; Political Economy of Tourism.
La struttura proprietaria delle società quotate italiane: quali evoluzioni recenti?,
Lorenzo Caprio,
in Banca Impresa Società
(2001)
Bank Crises: Continuing the Business, Protecting Investors,
Lorenzo Stanghellini,
in Banca Impresa Società
(2018)
Keywords: Banks; Bank Resolution; Single Resolution Mechanism; Financial Stability; Bail-inable Debt.
La musica come bene culturale,
Lorenzo Bianconi,
in Economia della Cultura
(1998)
Consideraciones acerca del proceso de ampliación de la Comunidad hacia los países Ibéricos,
Lorenzo Natali,
in Revista de Estudios Regionales
(1982)
Keywords: Integración europea, CEE, Política regional
Book Review: Labor Politics in North Africa: After the Uprisings in Egypt and Tunisia. By Ian M. Hartshorn,
Lorenzo Feltrin,
in ILR Review
(2020)
Imperfect Information and the Excess Sensitivity of Private Consumption to Government Expenditures,
Lorenzo Pozzi,
from EcoMod
(2010)
Does Female Employment Always Undermine Marriage? Working Wives and Family Stability in Different Contexts of Italian Society,
Lorenzo Todesco,
in Sociological Research Online
(2012)
Keywords: Family; Italy; Marital Dissolution; Divorce; Female Employment; Working Wives
PRICING JOINT CLAIMS ON AN ASSET AND ITS REALIZED VARIANCE IN STOCHASTIC VOLATILITY MODELS,
Lorenzo Torricelli,
in International Journal of Theoretical and Applied Finance (IJTAF)
(2013)
Keywords: Volatility derivatives, stochastic volatility models, partial differential equations, parabolic equations, target volatility option
Comentarios sobre el artículo XVII sobre Hacienda de la Constitución de 1940 de Cuba,
Lorenzo Pérez,
in Annual Proceedings
(1997)
Keywords: Comentarios, artículo, Hacienda, Constitución
The Time‐Varying Volatility of Earnings and Aggregate Consumption Growth,
Lorenzo Pozzi,
in Journal of Money, Credit and Banking
(2015)
Ranking Electoral Systems through Hierarchical Properties Ranking,
Lorenzo Cioni,
in Czech Economic Review
(2009)
Keywords: Electoral systems, global ranking, hierarchy, aggregations
Economics and Choice Architecture: What Can Be Learnt from Water Regulation in Italy,
Lorenzo Bardelli,
in L'industria
(2021)
Keywords: Incentives, Independent Regulation, Multilevel Governance, Nudges, Quality, Reg- ulatory Matrix
Impacto Regional del Desarrollo de Bioenergía (Biomasa) en Argentina. Un análisis Insumo–Producto para la provincia de Misiones,
Lorenzo Perrotta,
in Ciencias Económicas
(2020)
Keywords: Biomasa, Modelo insumo–producto, Modelo Regional – Misiones (Argentina), Beneficio Social Neto
Estrategias de desarrollo en torno a los recursos naturales: una revisión crítica de la literatura,
Lorenzo Mancini,
in Papeles de Europa
(2013)
Keywords: Natural resources; Resource curse; Dutch Disease; Economic development; Industrialization; Linkages; Recursos naturales; Maldición de los recursos; Enfermedad holandesa; Desarrollo económico; Industrialización; Eslabonamientos.
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