Patrick Gagliardini

Available identifiers

zbMath Open gagliardini.patrickMaRDI QIDQ265109

List of research outcomes

Publication	Date of Publication	Type
On a computationally scalable sparse formulation of the multidimensional and nonstationary maximum entropy principle	2021-01-21	Paper
A diagnostic criterion for approximate factor structure	2019-10-23	Paper
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects	2019-04-29	Paper
Towards a Computationally Tractable Maximum Entropy Principle for Nonstationary Financial Time Series	2019-03-20	Paper
Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets	2019-01-31	Paper
Correlated risks vs contagion in stochastic transition models	2018-11-01	Paper
On a scalable nonparametric denoising of time series signals	2018-04-26	Paper
Double instrumental variable estimation of interaction models with big data	2017-11-07	Paper
Semi-parametric estimation of American option prices	2017-05-12	Paper
Tikhonov regularization for nonparametric instrumental variable estimators	2016-08-15	Paper
An efficient nonparametric estimator for models with nonlinear dependence	2016-05-02	Paper
Robust GMM tests for structural breaks	2016-04-01	Paper
Granularity adjustment for risk measures: systematic vs unsystematic risks	2015-07-10	Paper
EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS	2014-11-14	Paper
Efficiency in large dynamic panel models with common factors	2014-11-14	Paper
Discussion: Nonparametric estimation of noisy integral equations of the second kind	2014-08-01	Paper
Nonparametric Instrumental Variable Estimation of Structural Quantile Effects	2013-11-08	Paper
Efficient Derivative Pricing by the Extended Method of Moments	2012-10-26	Paper
Duration time-series models with proportional hazard	2009-02-28	Paper

Research outcomes over time

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