Mario Martinoli | Raffaello Seri's webpage

Latest

Investigating the analytical robustness of the social and behavioural sciences
Estimation of DSGE models by non-Gaussian Vector Autoregressions
Estimation of DSGE models by non-Gaussian Vector Autoregressions
Estimation of DSGE models by non-Gaussian Vector Autoregressions
Generalized Optimization Algorithms for Complex Models
Estimation of DSGE models by non-Gaussian Vector Autoregressions
Data-driven Identification and Estimation of DSGE Models by Non-Gaussianity
Generalized Optimization Algorithms for $M$-Estimation of Complex Simulation Models
Generalized Optimization Algorithms for $M$-estimation of complex models
Data-driven identification and estimation of DSGE models with non-Gaussian data
Model selection by minimum-distance index with non-Gaussian data
Generalized $M$-Estimation of Complex Simulation Models
Nonparametric moment-based estimation of simulated models via regularized regression
Generalized $M$-estimation for Complex Simulation Models
Circumventing Violations of Stochastic Equicontinuity in $M$-estimation
Randomness, Emergence and Causation: A Historical Perspective of Simulation in the Social Sciences
Nonparametric Moment-based Estimation of Simulated Models via Regularized Regression
Asymptotic Properties of the Plug-in Estimator of the Discrete Entropy under Dependence
Asymptotic properties of the plug-in estimator of the discrete entropy under dependence
Statistical properties of a divergence measure
Nonparametric moment-based estimation of simulated models without optimization
Nonparametric moment-based estimation of simulated models without optimization
Nonparametric moment-based estimation of simulated models via regularized regression
Calibration of Agent-Based simulation Models via Model Confidence Sets
Model Calibration and Validation via Confidence Sets
Counterfactual evaluation in history-friendly models: limits and perspectives
Model calibration and validation via confidence sets
Spot the differences! The Simulated Minimum-Distance Method
A simulated minimum-distance method for the calibration of ABMs
A simulated minimum-distance method for the calibration of ABMs
A minimum-distance estimator for the calibration of simulation models