Publications

Maria Lucia PARRELLA Publications


2024
Articolo in rivista
Clustering and classification of spatio-temporal data using spatial dynamic panel data models
ADVANCES IN DATA ANALYSIS AND CLASSIFICATION. Pag.1-49
ISSN:1862-5347.
Feo, Giuseppe; Giordano, Francesco; Milito, Sara; Niglio, Marcella; Parrella, Maria Lucia
Digital Object Identifier (DOI): 10.1007/s11634-024-00620-7
Codice identificativo ISI: WOS:001382046600001
Codice identificativo SCOPUS: 2-s2.0-85213387310
Show it in Product Database (IRIS)
2024
Articolo in rivista
Testing spatial dynamic panel data models with heterogeneous spatial and regression coefficients
JOURNAL OF TIME SERIES ANALYSIS. Vol. 45. Pag.771-799
ISSN:0143-9782.
Giordano, Francesco; Niglio, Marcella; Parrella, Maria Lucia
Digital Object Identifier (DOI): 10.1111/jtsa.12738
Codice identificativo ISI: WOS:001174306800001
Codice identificativo SCOPUS: 2-s2.0-85186546995
Show it in Product Database (IRIS)
2024
Contributo in volume (Capitolo o Saggio)
Clustering and Testing Financial Asset Returns Using the Spatial Dynamic Panel Data Model.
In Mathematical and Statistical Methods for Actuarial Sciences and Finance Pag.160-166
ISBN:9783031642722; 9783031642739
Feo, Giuseppe; Giordano, Francesco; Milito, Sara; Niglio, Marcella; Parrella, Maria Lucia
Digital Object Identifier (DOI): 10.1007/978-3-031-64273-9_27
Show it in Product Database (IRIS)