A new generation of studies has called into question standard microeconomic predictions of a positive association between women’s economic independence and union dissolution, and suggests that it is necessary to include information about both partners’ contributions to paid and unpaid work...

A direct Maximum Likelihood (ML) procedure to estimate the "generally unidentified" across-regime correlation parameter in a two-regime endogenous switching model is here provided. The results of a Monte Carlo experiment confirm consistency of our direct ML procedure, and its relative efficiency...

Home-ownership is the most important asset among the elderly in Europe, but in this domain very little is known about gender differences. This paper aims at exploring the link between gender, living arrangements, monetary poverty and home tenure among older Europeans, in order to identify the...

Non stationary panel models allowing for unobservable common trends have recently become very popular. However, standard methods, which are based on factor extraction or models augmented with cross-section averages, require large sample sizes, not always available in practice. In these cases we...

On the social landscape of the high-middle-income countries, unmarried cohabitation has become an increasingly popular living arrangement over the last decades. Several observers have noted a “cohabitation gap” in the satisfaction assessment of partners, with cohabitors being less satisfied...

Questo lavoro illustra il disegno sperimentale split-plot ponendo l’attenzione allo sviluppo che questo piano sperimentale ha ottenuto negli ultimi anni in ambito tecnologico e ambientale. In particolare, tale disegno sperimentale è qui brevemente introdotto considerando la struttura...

Revised productivity accounts recently released by Statistics Canada are used to estimate a Klump-McAdam-Willman normalized CES supply-side system for the half-century 1961–2010. The model permits distinct rates of factor-augmenting technical change for capital and labour that distinguish...

This paper designs a Particle Learning (PL) algorithm for estimation of Bayesian nonparametric Stochastic Volatility (SV) models for financial data. The performance of this particle method is then compared with the standard Markov Chain Monte Carlo (MCMC) methods for non-parametric SV models. PL...

In this paper we propose a new class of asymmetric stochastic volatility (SV) models, which specifies the volatility as a function of the score of the distribution of returns conditional on volatilities based on the Generalized Autoregressive Score (GAS) model. Different specifications of the...

With this study we intend to define a methodology capable to deal with the task of evaluating and planning the interdependent dynamics of growth for some European countries together with their foreign partners. To that aim we employ a nonlinear differential equations system representing a...