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Simone Giannerini

Personal Details

First Name:Simone
Middle Name:
Last Name:Giannerini
Suffix:
RePEc Short-ID:pgi122
[This author has chosen not to make the email address public]
https://www.unibo.it/sitoweb/simone.giannerini/en
Terminal Degree:2002 Dipartimento di Scienze Statistiche "Paolo Fortunati"; Alma Mater Studiorum - Università di Bologna (from RePEc Genealogy)

Affiliation

Dipartimento di Scienze Economiche e Statistiche
Facoltà di Economia
Università degli Studi di Udine

Udine, Italy
https://www.uniud.it/it/ateneo-uniud/ateneo-uniud-organizzazione/dipartimenti/dies
RePEc:edi:dsudiit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Francesco Angelini & Massimiliano Castellani & Simone Giannerini & Greta Goracci, 2023. "Testing for Threshold Effects in Presence of Heteroskedasticity and Measurement Error with an application to Italian Strikes," Papers 2308.00444, arXiv.org.
  2. Greta Goracci & Davide Ferrari & Simone Giannerini & Francesco ravazzolo, 2022. "Robust estimation for Threshold Autoregressive Moving-Average models," Papers 2211.08205, arXiv.org.
  3. Gery Andr'es D'iaz Rubio & Simone Giannerini & Greta Goracci, 2022. "A multivariate extension of the Misspecification-Resistant Information Criterion," Papers 2202.09225, arXiv.org.
  4. Greta Goracci & Simone Giannerini & Kung-Sik Chan & Howell Tong, 2021. "Testing for threshold effects in the TARMA framework," Papers 2103.13977, arXiv.org.
  5. Kung-Sik Chan & Simone Giannerini & Greta Goracci & Howell Tong, 2020. "Testing for threshold regulation in presence of measurement error with an application to the PPP hypothesis," Papers 2002.09968, arXiv.org, revised Nov 2021.
  6. F. Marta L. Di Lascio & Simone Giannerini, 2015. "Clustering dependent observations with copula functions," BEMPS - Bozen Economics & Management Paper Series BEMPS32, Faculty of Economics and Management at the Free University of Bozen.

Articles

  1. Giannerini, Simone & Goracci, Greta & Rahbek, Anders, 2024. "The validity of bootstrap testing for threshold autoregression," Journal of Econometrics, Elsevier, vol. 239(1).
  2. Simone Giannerini & Greta Goracci, 2023. "Entropy-Based Tests for Complex Dependence in Economic and Financial Time Series with the R Package tseriesEntropy," Mathematics, MDPI, vol. 11(3), pages 1-27, February.
  3. Simone Giannerini & Angela Montanari, 2020. "Introduction To The Theme Issue: The Skew-Normal And Related Distributions," Statistica, Department of Statistics, University of Bologna, vol. 80(2), pages 127-130.
  4. F. Marta L. Lascio & Simone Giannerini, 2019. "Clustering dependent observations with copula functions," Statistical Papers, Springer, vol. 60(1), pages 35-51, February.
  5. Lucia Modugno & Silvia Cagnone & Simone Giannerini, 2015. "A multilevel model with autoregressive components for the analysis of tribal art prices," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(10), pages 2141-2158, October.
  6. Simone Giannerini & Esfandiar Maasoumi & Estela Bee Dagum, 2015. "Entropy testing for nonlinear serial dependence in time series," Biometrika, Biometrika Trust, vol. 102(3), pages 661-675.
  7. Lucia Modugno & Simone Giannerini, 2015. "The Wild Bootstrap for Multilevel Models," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(22), pages 4812-4825, November.
  8. F. Di Lascio & Simone Giannerini & Alessandra Reale, 2015. "Exploring copulas for the imputation of complex dependent data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(1), pages 159-175, March.
  9. F. Lascio & Simone Giannerini, 2012. "A Copula-Based Algorithm for Discovering Patterns of Dependent Observations," Journal of Classification, Springer;The Classification Society, vol. 29(1), pages 50-75, April.
  10. F. Di Lascio & Simone Giannerini & Antonello Scorcu & Guido Candela, 2011. "Cultural tourism and temporary art exhibitions in Italy: a panel data analysis," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 20(4), pages 519-542, November.
  11. Diego Luis Gonzalez & Simone Giannerini & Rodolfo Rosa, 2009. "The mathematical structure of the genetic code: a tool for inquiring on the origin of life," Statistica, Department of Statistics, University of Bologna, vol. 69(2), pages 143-157.
  12. Guido Candela & Simone Giannerini & Antonello E. Scorcu, 2007. "Rimini. Structural Features of a Mature Seaside Destination," Economia dei Servizi, Società editrice il Mulino, issue 1, pages 123-146.
  13. Guido Candela & Simone Giannerini & Antonello E. Scorcu, 2007. "Flows and Characteristics of Tourist Destinations and Districts. An Introduction," Economia dei Servizi, Società editrice il Mulino, issue 1, pages 47-58.
  14. Dagum, Estela Bee & Giannerini, Simone, 2006. "A critical investigation on detrending procedures for non-linear processes," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 175-191, March.
  15. Giannerini Simone & Rosa Rodolfo, 2004. "Assessing Chaos in Time Series: Statistical Aspects and Perspectives," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(2), pages 1-25, May.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Greta Goracci & Davide Ferrari & Simone Giannerini & Francesco ravazzolo, 2022. "Robust estimation for Threshold Autoregressive Moving-Average models," Papers 2211.08205, arXiv.org.

    Cited by:

    1. Simone Giannerini & Greta Goracci, 2023. "Entropy-Based Tests for Complex Dependence in Economic and Financial Time Series with the R Package tseriesEntropy," Mathematics, MDPI, vol. 11(3), pages 1-27, February.

  2. Greta Goracci & Simone Giannerini & Kung-Sik Chan & Howell Tong, 2021. "Testing for threshold effects in the TARMA framework," Papers 2103.13977, arXiv.org.

    Cited by:

    1. Ahmed Ghezal & Maddalena Cavicchioli & Imane Zemmouri, 2024. "On the existence of stationary threshold bilinear processes," Statistical Papers, Springer, vol. 65(6), pages 3739-3767, August.
    2. Francesco Angelini & Massimiliano Castellani & Simone Giannerini & Greta Goracci, 2023. "Testing for Threshold Effects in Presence of Heteroskedasticity and Measurement Error with an application to Italian Strikes," Papers 2308.00444, arXiv.org.
    3. Heiko Rachinger & Edward M. H. Lin & Henghsiu Tsai, 2024. "A bootstrap test for threshold effects in a diffusion process," Computational Statistics, Springer, vol. 39(5), pages 2859-2872, July.

  3. Kung-Sik Chan & Simone Giannerini & Greta Goracci & Howell Tong, 2020. "Testing for threshold regulation in presence of measurement error with an application to the PPP hypothesis," Papers 2002.09968, arXiv.org, revised Nov 2021.

    Cited by:

    1. Greta Goracci, 2021. "An empirical study on the parsimony and descriptive power of TARMA models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(1), pages 109-137, March.

  4. F. Marta L. Di Lascio & Simone Giannerini, 2015. "Clustering dependent observations with copula functions," BEMPS - Bozen Economics & Management Paper Series BEMPS32, Faculty of Economics and Management at the Free University of Bozen.

    Cited by:

    1. Fuchs, Sebastian & Di Lascio, F. Marta L. & Durante, Fabrizio, 2021. "Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables," Computational Statistics & Data Analysis, Elsevier, vol. 159(C).

Articles

  1. Giannerini, Simone & Goracci, Greta & Rahbek, Anders, 2024. "The validity of bootstrap testing for threshold autoregression," Journal of Econometrics, Elsevier, vol. 239(1).

    Cited by:

    1. Andrea Bucci, 2024. "A sequential test procedure for the choice of the number of regimes in multivariate nonlinear models," Papers 2406.02152, arXiv.org.

  2. F. Marta L. Lascio & Simone Giannerini, 2019. "Clustering dependent observations with copula functions," Statistical Papers, Springer, vol. 60(1), pages 35-51, February.
    See citations under working paper version above.
  3. Lucia Modugno & Silvia Cagnone & Simone Giannerini, 2015. "A multilevel model with autoregressive components for the analysis of tribal art prices," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(10), pages 2141-2158, October.

    Cited by:

    1. Fikret Korhan Turan & Zeynep Tosun, 2023. "Sustainable development of art industry and a statistical analysis of the factors that influence the gallery prices of contemporary artworks," Sustainable Development, John Wiley & Sons, Ltd., vol. 31(3), pages 1790-1804, June.
    2. Petrov, Nikita & Ratnikova, Tatiana, 2017. "The price index for the paintings of Henri Matisse: The sensitivity to the method of construction and connection with stock market and art indices," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 47, pages 49-73.

  4. Simone Giannerini & Esfandiar Maasoumi & Estela Bee Dagum, 2015. "Entropy testing for nonlinear serial dependence in time series," Biometrika, Biometrika Trust, vol. 102(3), pages 661-675.

    Cited by:

    1. Zacharias Psaradakis & Marián Vávra, 2019. "Portmanteau tests for linearity of stationary time series," Econometric Reviews, Taylor & Francis Journals, vol. 38(2), pages 248-262, February.
    2. Omane-Adjepong, Maurice & Alagidede, Imhotep Paul, 2020. "High- and low-level chaos in the time and frequency market returns of leading cryptocurrencies and emerging assets," Chaos, Solitons & Fractals, Elsevier, vol. 132(C).
    3. Simone Giannerini & Greta Goracci, 2023. "Entropy-Based Tests for Complex Dependence in Economic and Financial Time Series with the R Package tseriesEntropy," Mathematics, MDPI, vol. 11(3), pages 1-27, February.
    4. Marian Vavra, 2016. "Testing the Validity of Assumptions of UC-ARIMA Models for Trend-Cycle Decompositions," Working and Discussion Papers WP 4/2016, Research Department, National Bank of Slovakia.
    5. Kung-Sik Chan & Simone Giannerini & Greta Goracci & Howell Tong, 2020. "Testing for threshold regulation in presence of measurement error with an application to the PPP hypothesis," Papers 2002.09968, arXiv.org, revised Nov 2021.
    6. Renée Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin, 2018. "Measuring financial interdependence in asset returns with an application to euro zone equities," CAMA Working Papers 2018-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    7. Lei Jiang & Esfandiar Maasoumi & Jiening Pan & Ke Wu, 2018. "A test of general asymmetric dependence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(7), pages 1026-1043, November.
    8. Greta Goracci & Simone Giannerini & Kung-Sik Chan & Howell Tong, 2021. "Testing for threshold effects in the TARMA framework," Papers 2103.13977, arXiv.org.

  5. Lucia Modugno & Simone Giannerini, 2015. "The Wild Bootstrap for Multilevel Models," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(22), pages 4812-4825, November.

    Cited by:

    1. Battagliola, Maria Laura & Sørensen, Helle & Tolver, Anders & Staicu, Ana-Maria, 2022. "A bias-adjusted estimator in quantile regression for clustered data," Econometrics and Statistics, Elsevier, vol. 23(C), pages 165-186.

  6. F. Di Lascio & Simone Giannerini & Alessandra Reale, 2015. "Exploring copulas for the imputation of complex dependent data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(1), pages 159-175, March.

    Cited by:

    1. F. Marta L. Lascio & Simone Giannerini, 2019. "Clustering dependent observations with copula functions," Statistical Papers, Springer, vol. 60(1), pages 35-51, February.
    2. Hüttner, Amelie & Scherer, Matthias & Gräler, Benedikt, 2020. "Geostatistical modeling of dependent credit spreads: Estimation of large covariance matrices and imputation of missing data," Journal of Banking & Finance, Elsevier, vol. 118(C).
    3. Florian M. Hollenbach & Iavor Bojinov & Shahryar Minhas & Nils W. Metternich & Michael D. Ward & Alexander Volfovsky, 2021. "Multiple Imputation Using Gaussian Copulas," Sociological Methods & Research, , vol. 50(3), pages 1259-1283, August.

  7. F. Lascio & Simone Giannerini, 2012. "A Copula-Based Algorithm for Discovering Patterns of Dependent Observations," Journal of Classification, Springer;The Classification Society, vol. 29(1), pages 50-75, April.

    Cited by:

    1. Alessandro Chessa & Irene Crimaldi & Massimo Riccaboni & Luca Trapin, 2014. "Cluster analysis of weighted bipartite networks: a new copula-based approach," Working Papers 3/2014, IMT School for Advanced Studies Lucca, revised Apr 2014.
    2. F. Marta L. Lascio & Simone Giannerini, 2019. "Clustering dependent observations with copula functions," Statistical Papers, Springer, vol. 60(1), pages 35-51, February.
    3. Paul D. McNicholas, 2016. "Model-Based Clustering," Journal of Classification, Springer;The Classification Society, vol. 33(3), pages 331-373, October.
    4. Alessandro Chessa & Irene Crimaldi & Massimo Riccaboni & Luca Trapin, 2014. "Cluster Analysis of Weighted Bipartite Networks: A New Copula-Based Approach," PLOS ONE, Public Library of Science, vol. 9(10), pages 1-12, October.

  8. F. Di Lascio & Simone Giannerini & Antonello Scorcu & Guido Candela, 2011. "Cultural tourism and temporary art exhibitions in Italy: a panel data analysis," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 20(4), pages 519-542, November.

    Cited by:

    1. Calogero Guccio & Domenico Lisi & Anna Mignosa & Ilde Rizzo, 2018. "Does cultural heritage monetary value have an impact on visits? An assessment using official Italian data," Tourism Economics, , vol. 24(3), pages 297-318, May.
    2. John Thompson & John Day, 2020. "Understanding the impact and value of temporary public art sculpture trails," Local Economy, London South Bank University, vol. 35(3), pages 186-208, May.
    3. Juan Gabriel Brida & Chiara Dalle Nogare & Raffaele Scuderi, 2017. "Learning at the museum," Tourism Economics, , vol. 23(2), pages 281-294, March.
    4. Gangwei Cai & Lei Xu & Weijun Gao & Yan Hong & Xiaoyu Ying & Yan Wang & Fanyue Qian, 2020. "The Positive Impacts of Exhibition-Driven Tourism on Sustainable Tourism, Economics, and Population: The Case of the Echigo–Tsumari Art Triennale in Japan," IJERPH, MDPI, vol. 17(5), pages 1-24, February.
    5. Roberto Patuelli & Maurizio Mussoni & Guido Candela, 2013. "The effects of World Heritage Sites on domestic tourism: a spatial interaction model for Italy," Journal of Geographical Systems, Springer, vol. 15(3), pages 369-402, July.
    6. Calogero Guccio & Domenico Lisi & Anna Mignosa & Ilde Rizzo, 2017. "Has cultural heritage monetary value an impact on visits? An assessment using Italian official data," ACEI Working Paper Series AWP-02-2017, Association for Cultural Economics International, revised Feb 2017.
    7. A. E. Scorcu & R. Zanola, 2018. "The drowned and the saved: the determinants of success in the Italian temporary art and cultural exhibitions market," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 42(2), pages 201-211, May.
    8. Harold E. Cuffe, 2018. "Rain and museum attendance: Are daily data fine enough?," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 42(2), pages 213-241, May.
    9. Massimiliano Castellani & Pierpaolo Pattitoni & Laura Vici, 2015. "Pricing Visitor Preferences for Temporary Art Exhibitions," Tourism Economics, , vol. 21(1), pages 83-103, February.
    10. Douglas S. Noonan & Ilde Rizzo, 2017. "Economics of cultural tourism: issues and perspectives," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 41(2), pages 95-107, May.
    11. Gangwei Cai & Baoping Zou & Xiaoting Chi & Xincheng He & Yuang Guo & Wen Jiang & Qian Wu & Yujin Zhang & Yanna Zhou, 2023. "Neighborhood Spatio-Temporal Impacts of SDG 8.9: The Case of Urban and Rural Exhibition-Driven Tourism by Multiple Methods," Land, MDPI, vol. 12(2), pages 1-37, January.
    12. Enrico Bertacchini & Chiara Dalle Nogare, 2021. "The economics of cultural tourism: New topics and methods," Tourism Economics, , vol. 27(6), pages 1177-1184, September.
    13. Elisa Panzera & Thomas de Graaff & Henri L.F. de Groot, 2021. "European cultural heritage and tourism flows: The magnetic role of superstar World Heritage Sites," Papers in Regional Science, Wiley Blackwell, vol. 100(1), pages 101-122, February.
    14. Enrico E. Bertacchini & Chiara Dalle Nogare & Raffaele Scuderi, 2018. "Ownership, organization structure and public service provision: the case of museums," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 42(4), pages 619-643, November.
    15. Calogero Guccio & Domenico Lisi & Marco Martorana & Anna Mignosa, 2017. "On the role of cultural participation in tourism destination performance: an assessment using robust conditional efficiency approach," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 41(2), pages 129-154, May.

  9. Dagum, Estela Bee & Giannerini, Simone, 2006. "A critical investigation on detrending procedures for non-linear processes," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 175-191, March.

    Cited by:

    1. Esfandiar Maasoumi & Jeffrey Racine, 2009. "A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes," Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 246-261.
    2. Kauermann Goeran & Krivobokova Tatyana & Semmler Willi, 2011. "Filtering Time Series with Penalized Splines," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(2), pages 1-28, March.
    3. Blöchl, Andreas, 2014. "Penalized Splines as Frequency Selective Filters - Reducing the Excess Variability at the Margins," Discussion Papers in Economics 20687, University of Munich, Department of Economics.
    4. José A. Tapia Granados & Edward L. Ionides, 2011. "Mortality and Macroeconomic Fluctuations in Contemporary Sweden [Mortalité et fluctuations macroéconomiques dans la Suède contemporaine]," European Journal of Population, Springer;European Association for Population Studies, vol. 27(2), pages 157-184, May.
    5. Anusha, "undated". "Evaluating reliability of some symmetric and asymmetric univariate filters," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2015-030, Indira Gandhi Institute of Development Research, Mumbai, India.
    6. Kugiumtzis Dimitris, 2008. "Evaluation of Surrogate and Bootstrap Tests for Nonlinearity in Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(1), pages 1-26, March.

  10. Giannerini Simone & Rosa Rodolfo, 2004. "Assessing Chaos in Time Series: Statistical Aspects and Perspectives," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(2), pages 1-25, May.

    Cited by:

    1. Banerjee, Malay & Ghosh, Samiran & Manfredi, Piero & d’Onofrio, Alberto, 2023. "Spatio-temporal chaos and clustering induced by nonlocal information and vaccine hesitancy in the SIR epidemic model," Chaos, Solitons & Fractals, Elsevier, vol. 170(C).
    2. Plikynas, Darius & Sakalauskas, Leonidas & Poliakova, Alina, 2005. "Analysis of foreign investment impact on the dynamics of national capitalization structure: A computational intelligence approach," Research in International Business and Finance, Elsevier, vol. 19(2), pages 304-332, June.
    3. Escot, Lorenzo & Sandubete, Julio E., 2023. "Estimating Lyapunov exponents on a noisy environment by global and local Jacobian indirect algorithms," Applied Mathematics and Computation, Elsevier, vol. 436(C).
    4. Julio E. Sandubete & León Beleña & Juan Carlos García-Villalobos, 2023. "Testing the Efficient Market Hypothesis and the Model-Data Paradox of Chaos on Top Currencies from the Foreign Exchange Market (FOREX)," Mathematics, MDPI, vol. 11(2), pages 1-29, January.

More information

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Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (5) 2020-03-23 2021-04-05 2022-04-04 2022-12-12 2023-09-04. Author is listed
  2. NEP-ETS: Econometric Time Series (5) 2020-03-23 2021-04-05 2022-04-04 2022-12-12 2023-09-04. Author is listed
  3. NEP-FOR: Forecasting (1) 2022-12-12

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