1 citations · 1 across the 2 of their papers we have counts for
3 papers
A multivariate extension of the Misspecification-Resistant Information Criterion
Gery Andrés Díaz Rubio, Simone Giannerini, Greta Goracci
The Misspecification-Resistant Information Criterion (MRIC) proposed in [H.-L. Hsu, C.-K. Ing, H. Tong: On model selection from a finite family of possibly misspecified time series…
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…
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…