Marilena Furno

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Computing finite mixture estimators in the tails Journal of Classification	2023-09-05	Paper
Quantile regression analysis of the Italian school system Statistical Modelling	2020-10-07	Paper
Parameter instability in quantile regression Statistical Modelling	2020-10-07	Paper
Tests for structural break in quantile regressions AStA. Advances in Statistical Analysis	2018-12-19	Paper
Quantile regression. Estimation and simulation. Volume 2 Wiley Series in Probability and Statistics	2018-10-29	Paper
Bounded-influence instrumental variables estimator: an extension Economics Letters	2016-01-01	Paper
Quantile regression estimates and the analysis of structural breaks Quantitative Finance	2015-04-27	Paper
Quantile regression. Theory and applications Wiley Series in Probability and Statistics	2013-12-19	Paper
A robust test of specification based on order statistics Computational Statistics	2011-11-26	Paper
The Glejser test and the median regression	2010-08-13	Paper
The information matrix test in the linear regression with ARMA errors Journal of the Italian Statistical Society	2009-02-03	Paper
Misspecification and estimation effect in the Lagrange multiplier tests for heteroskedasticity Journal of Statistical Computation and Simulation	2008-05-28	Paper
Non-linearity tests based on order statistics and quantile regressions Journal of Statistical Computation and Simulation	2007-06-27	Paper
ARCH tests and quantile regressions Journal of Statistical Computation and Simulation	2004-11-11	Paper
LAD estimation with random coefficient autocorrelated errors. Computational Statistics and Data Analysis	2001-08-20	Paper
LM TESTS IN THE PRESENCE OF NON-NORMAL ERROR DISTRIBUTIONS Econometric Theory	2001-03-29	Paper
Robust estimation in multiple regression model using \(p\)-dimensional subsets Metron	1999-11-08	Paper
A Robust Heteroskedasticity Consistent Covariance Matrix Estimator Statistics	1999-06-30	Paper
Estimating the variance of the LAD regression coefficients. Computational Statistics and Data Analysis	1998-08-13	Paper
Small sample behavior of a robust heteroskedasticity consistent covariance matrix estimator Journal of Statistical Computation and Simulation	1998-03-23	Paper
Robust procedures in multiple regression: \(p\)-subsets and a computational proposal Computational Economics	1996-10-10	Paper
Monetary policy and interest rates. An adaptive estimator approach Journal of Economic Dynamics and Control	1993-08-23	Paper
Location of outliers in multiple regression using resampled values Computer Science in Economics and Management	1993-01-16	Paper

Research outcomes over time

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