GRETL 2019, Proceedings of the International Conference on the Gnu Regression, Econometrics and Time-series Library

Francesca Di Iorio; Riccardo Lucchetti

GRETL 2019, Proceedings of the International Conference on the Gnu Regression, Econometrics and Time-series Library

Authors

Francesca Di Iorio

University of Naples Federico II

https://orcid.org/0000-0002-9586-3380

Riccardo Lucchetti

Marche Polytechnic University

https://orcid.org/0000-0002-0401-3445

Keywords:

GRETL, Open Source Econometric Software, Applied Econometrics, Computational Problems

Synopsis

Publisher: FedOA - Federico II University Press

Series: School of Human and Social Sciences. Working Papers.

Pages: VIII, 168.

Language: English.

NBN: http://nbn.depositolegale.it/urn:nbn:it:unina-25411

Abstract: This book collects the papers presented at the 6th Gretl Conference, which took place at the Dipartimento di Scienze Politiche, University of Naples, on 13th-14th of June, 2019.

The papers (which had been selected through a refereeing process) contain theoretical topics on computational problems as well as empirical applications using the program, and cover a wide range of topics in statistics and applied econometrics, among which Generalized Dynamic Factor Models, Propensity Score Matching, Bayesian Model Averaging, Spatial Models, Cointegration and Boostrap Techniques.

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Author Biographies

Francesca Di Iorio, University of Naples Federico II

Francesca Di Iorio is associate professor in Economic Statistics at the Department of Political Sciences, University of Naples Federico II. She has published several articles in these fields including non-stationary panels, bootstrap inference, and computational solution for indirect inference, time series analisys and regressions trees.

Riccardo Lucchetti, Marche Polytechnic University

Riccardo (Jack) Lucchetti is full professor of Econometrics at the Università Politecnica delle Marche (formerly known as Università di Ancona) and has partecipated in the development team of the open source package Gretl for over ten years. He has published several articles on computational econometrics, time series analysis and migration economics.