I am a professor of Econometrics at the Department of Economics of the Università degli Studi dell'Insubria. I am also a member of the Center for Nonlinear and Complex Systems in the same University.

I have a Laurea and a PhD in Industrial Engineering from Politecnico di Milano, a DEA in Mathematics applied to Social Sciences from Université Paris Dauphine/ENSAE and a PhD in Mathematics from Université Paris Dauphine.

I am coordinator of the major in Economics of Innovation in the MSc Global Entrepreneurship Economics and Management (GEEM) of the Università degli Studi dell'Insubria. We offer two double-degree programs with the Friedrich-Schiller-Universität Jena and with the University of Hohenheim.

In 2017, I have co-organized with Francesco Guala and Ivan Moscati the Lake Como Summer School on The Evolution of the Economic Theory of Decision-making, with the support of ESHET (European Society for the History of Economic Thought).

I have published in:

  • econometrics (Journal of Econometrics, Journal of Applied Econometrics),
  • statistics (Computational Statistics & Data Analysis, Statistical Science),
  • probability (The Annals of Probability, Stochastic Processes and their Applications),
  • economics (Journal of Economic Psychology),
  • mathematical analysis (Journal of Mathematical Analysis and Applications, Annali della Scuola Normale Superiore di Pisa - Classe di Scienze),
  • mathematical psychology (Journal of Mathematical Psychology),
  • numerical analysis (Mathematics of Computation, Journal of Complexity),
  • operations research (Management Science, Journal of Optimization Theory and Applications, European Journal of Operational Research, Journal of Nonlinear and Convex Analysis),
  • actuarial science (ASTIN Bulletin),
  • signal processing (IEEE Communications Letters) and
  • management (Business & Society, Computational and Mathematical Organization Theory).

I have taught courses and lectures in econometrics, statistics, economics, and psychology:

  • basic econometrics, financial econometrics, marketing statistics, econometrics of industrial organization, and econometrics of competitive and regulated markets at the Università degli Studi dell'Insubria,
  • causality testing in the Central-German Doctoral Program in Economics, at Friedrich-Schiller-Universität Jena,
  • survival analysis, extreme value theory and likelihood factorizations in the Ph.D. in Econometrics and Empirical Economics, at Università di Roma Tor Vergata,
  • micro-economics in the Master «Analisi e Valutazione delle Politiche Pubbliche» at the Senate of the Italian Republic,
  • mathematical psychology in the Summer School The Evolution of the Economic Theory of Decision-making.

Publications

Journal Articles

Preprints

Chapters in Books

Peer Reviewed Conference Proceedings

  • Choirat, C. and Seri, R. (2012). A Comparison of Approximations for Compound Poisson Processes. Proceedings of the 58th ISI World Statistics Congress, 21-26 August 2011, Dublin (IRL), pp. 4290-4294.
  • Choirat, C. and Seri, R. (2006). Consistency of quasi-maximum likelihood estimators in ARCH models. Atti del Convegno SER2006, Convegno Nazionale delle Ricerche sulle Serie Temporali, 18-19 April 2006, Villa Mondragone, Monte Porzio Catone (I), pp. 91-94.
  • Choirat, C. and Seri, R. (2006). Approximating weighted chi-square distributions. Atti del Convegno SER2006, Convegno Nazionale delle Ricerche sulle Serie Temporali, 18-19 April 2006, Villa Mondragone, Monte Porzio Catone (I), pp. 221-224.
  • Choirat, C. and Seri, R. (2003). Statistical Properties of Generalized Discrepancies and Related Quantities. Atti del Convegno S.CO. 2003, Modelli Complessi e Metodi Computazionali per la Stima e la Previsione, 4-6 September 2003, Treviso (I), pp. 146-151.
  • Seri, R. and Rotondi, R. (2003). Nonparametric Bayesian Estimation of Probability Density Function. Atti del Convegno S.CO. 2003, Modelli Complessi e Metodi Computazionali per la Stima e la Previsione, 4-6 September 2003, Treviso (I), pp. 386-391.
  • Choirat, C. and Seri, R. (2001). Analytic Hierarchy Process, A Psychometric Approach. Actes du Congrès ACSEG (Approches Connexionnistes en Economie et Sciences de Gestion), Huitième Rencontre Internationale, 22-23 November 2001, Rennes (F), pp. 47-56.

CV

  • Feel free to contact me if you require the most up-to-date version.