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Greta Goracci

Free University of Bozen-Bolzano (from arXiv:2211.08205, 2022) · ORCID · OpenAlex

11 papers in scope · 10 published · 4 on the econ.EM arXiv · 65 citations · h-index 4 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Simone Giannerini
  2. Howell Tong
  3. Francesco Angelini
  4. Massimiliano Castellani
  5. Kung-Sik Chan
  6. Davide Ferrari
  7. Francesco Ravazzolo
  8. Vahid Tarokh
  9. Jie Ding
  10. Yuhong Yang
  11. Luca Rossini
  12. Wenchao Xu
  13. Angelica Gianfreda
  14. Piersilvio De Bortoli
  15. Andrea Viselli
  16. Claudia Foroni
  17. Fabrizio Durante
  18. Andrea Bastianin
  19. Xinyu Zhang
  20. Lorenzo Tonni

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(5 of 11)

Reduced-bias whittle likelihood estimation for short-and long-memory processes
published2026 · Computational Statistics & Data Analysis
with Francesca Papagni, Davide Ferrari
Computational Statistics & Data Analysis
Testing for Threshold Effects in the Presence of Heteroskedasticity and Measurement Error With an Application to Italian Strikes
published2024 · Oxford Bulletin of Economics and Statistics · 2 citations · first circulated 2023
with Francesco Angelini, Massimiliano Castellani, Simone Giannerini
Paper profile Oxford Bulletin of Economics and Statistics arXiv:2308.00444
Robust Estimation for Threshold Autoregressive Moving-Average Models
published2024 · Journal of Business and Economic Statistics · 3 citations · first circulated 2022
with Davide Ferrari, Simone Giannerini, Francesco Ravazzolo, Francesco ravazzolo
Paper profile Journal of Business and Economic Statistics arXiv:2211.08205
Entropy-Based Tests for Complex Dependence in Economic and Financial Time Series with the R Package tseriesEntropy
published2023 · Mathematics · 10 citations
with Simone Giannerini
Mathematics
The validity of bootstrap testing for threshold autoregression
published2023 · Journal of Econometrics · 17 citations
with Simone Giannerini, Anders Rahbek
Journal of Econometrics
Testing for Threshold Regulation in Presence of Measurement Error
published2022 · Statistica Sinica · 4 citations · first circulated 2020
with Kung-Sik Chan, Simone Giannerini, Howell Tong
Paper profile Statistica Sinica arXiv:2002.09968
A multivariate extension of the Misspecification-Resistant Information Criterion
working paper2022 · arXiv
with Gery Andrés Díaz Rubio, Simone Giannerini
Paper profile arXiv arXiv:2202.09225
Testing for Threshold Effects in the TARMA Framework
published2021 · Statistica Sinica · 1 citations
with Simone Giannerini, Kung-Sik Chan, Howell Tong
Paper profile Statistica Sinica arXiv:2103.13977
A role for circular code properties in translation
published2021 · Scientific Reports · 2 citations · first circulated 2020
with Simone Giannerini, Diego Luis Gonzalez, Alberto Danielli
Scientific Reports
An empirical study on the parsimony and descriptive power of TARMA models
published2020 · Statistical Methods & Applications · 8 citations
Statistical Methods & Applications
On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes
published2018 · Journal of Time Series Analysis · 18 citations
with Kung-Sik Chan
Journal of Time Series Analysis

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.