1 citations · 1 across the 3 of their papers we have counts for
4 papers
Multilevel Models with Stochastic Volatility for Repeated Cross-Sections: an Application to tribal Art Prices
Silvia Cagnone, Simone Giannerini, Lucia Modugno
In this paper we introduce a multilevel specification with stochastic volatility for repeated cross-sectional data. Modelling the time dynamics in repeated cross sections requires…
Approximate likelihood inference in generalized linear latent variable models based on integral dimension reduction
Silvia Bianconcini, Silvia Cagnone, Dimitris Rizopoulos
Latent variable models represent a useful tool for the analysis of complex data when the constructs of interest are not observable. A problem related to these models is that the in…
The Analysis of Tribal Art Prices: a Multilevel Model with Autoregressive Components
Lucia Modugno, Silvia Cagnone, Simone Giannerini
In this paper we propose a multilevel model specification with time series components for the analysis of prices of artworks sold at auctions. Since auction data do not constitute…
A factor mixture analysis model for multivariate binary data
Silvia Cagnone, Cinzia Viroli
The paper proposes a latent variable model for binary data coming from an unobserved heterogeneous population. The heterogeneity is taken into account by replacing the traditional…