Given a nonparametric regression model, we assume that the number of covariates $d\rightarrow\infty$ but only some of these covariates are relevant for the model. Our goal is to identify the relevant covariates and to obtain some information about the structure of the model. We propose a new...

The local polynomial estimator is particularly affected by the curse of dimensionality. So, the potentialities of such a tool become ineffective for large dimensional applications. Motivated by this, we propose a new estimation procedure based on the local linear estimator and a nonlinearity...

In this paper, we analyse the main characteristics of the ownership structures, control models and the reporting systems of unlisted Italian companies, using the results of a corporate governance survey of 834 Italian firms that are clients of the UniCredit Banca d'Impresa. The data, which is...