Search Results - "Pedini, Luca"
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ParMA : Parallelized Bayesian Model Averaging for Generalized Linear Models
Published in Journal of statistical software (01-09-2022)“…This paper describes the gretl function package ParMA, which provides Bayesian model averaging (BMA) in generalized linear models. In order to overcome the…”
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Cultivation Area Affects the Presence of Fungal Communities and Secondary Metabolites in Italian Durum Wheat Grains
Published in Toxins (03-02-2020)“…In this study, durum wheat kernels harvested in three climatically different Italian cultivation areas (Emilia Romagna, Umbria and Sardinia) in 2015, were…”
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Bayesian regression models in gretl: the BayTool package
Published in Computational statistics (01-12-2024)“…This article presents the gretl package BayTool which integrates the software functionalities, mostly concerned with frequentist approaches, with Bayesian…”
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Tips and tricks for Bayesian VAR models in gretl
Published in Computational statistics (01-12-2024)“…Bayesian Vector Autoregressive models have become the natural response to the dense parametrization often required by multivariate time series modeling…”
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The Spherical Parametrisation for Correlation Matrices and its Computational Advantages
Published in Computational economics (01-08-2024)“…In this paper, we analyse the computational advantages of the spherical parametrisation for correlation matrices in the context of Maximum Likelihood…”
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Correction to: The Spherical Parametrisation for Correlation Matrices and its Computational Advantages
Published in Computational economics (18-05-2024)“…Formula (4) in Lucchetti and Pedini (2023) contains a typo. We correct it…”
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Are there other fish in the sea? Exploring the hedge, diversifier and safe-haven features of ESG investments
Published in Studies in economics and finance (Charlotte, N.C.) (26-02-2024)Get full text
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No such thing as the perfect match: Bayesian Model Averaging for treatment evaluation
Published in Economic modelling (01-02-2022)“…Propensity Score Matching is a popular approach to evaluate treatment effects in observational studies. Regrettably, practitioners often overlook the issue of…”
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