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PDF] Adjusted QMLE for the spatial autoregressive parameter | Semantic Scholar
PDF] Adjusted QMLE for the spatial autoregressive parameter | Semantic Scholar

Federico Martellosio's research works | University of Surrey, Guildford and other places
Federico Martellosio's research works | University of Surrey, Guildford and other places

Grant H. Hillier – Econometrics Conference
Grant H. Hillier – Econometrics Conference

JoE | Journal of Econometrics | Annals Issue: Econometric Estimation and Testing: Essays in Honour of Maxwell King | ScienceDirect.com by Elsevier
JoE | Journal of Econometrics | Annals Issue: Econometric Estimation and Testing: Essays in Honour of Maxwell King | ScienceDirect.com by Elsevier

How to interpret the diagnostic test results when accounting for spatial autocorrelation? | ResearchGate
How to interpret the diagnostic test results when accounting for spatial autocorrelation? | ResearchGate

Computational and Financial Econometrics (CFE 2019) Computational and Methodological Statistics (CMStatistics 2019) CMStatistics
Computational and Financial Econometrics (CFE 2019) Computational and Methodological Statistics (CMStatistics 2019) CMStatistics

Dr Federico Martellosio | University of Surrey
Dr Federico Martellosio | University of Surrey

Econometric Study Group Conference
Econometric Study Group Conference

Federico Martellosio - Personal Trainer - AR Personal Training Studio | LinkedIn
Federico Martellosio - Personal Trainer - AR Personal Training Studio | LinkedIn

Econometrics in the Arena 2019
Econometrics in the Arena 2019

Nicolas Apfel-Totaro (@TotaroApfel) / Twitter
Nicolas Apfel-Totaro (@TotaroApfel) / Twitter

Shrinkage Estimation of Network Spillovers with Factor Structured Errors | Papers With Code
Shrinkage Estimation of Network Spillovers with Factor Structured Errors | Papers With Code

Non-Identifiability in Network Autoregressions
Non-Identifiability in Network Autoregressions

ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX
ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX

School of Economics staff | University of Surrey
School of Economics staff | University of Surrey

70+ "Martellosio" profiles | LinkedIn
70+ "Martellosio" profiles | LinkedIn

PDF] Spatial design matrices and associated quadratic forms: structure and properties | Semantic Scholar
PDF] Spatial design matrices and associated quadratic forms: structure and properties | Semantic Scholar

Economia Insubria on Twitter: "Federico Martellosio (https://t.co/fhPRk4B1LL; University of Surrey, @UniOfSurrey) presenting “Adjusted maximum likelihood inference for spatial data models with fixed effects” at our department, 17/12, 12:00 https://t.co ...
Economia Insubria on Twitter: "Federico Martellosio (https://t.co/fhPRk4B1LL; University of Surrey, @UniOfSurrey) presenting “Adjusted maximum likelihood inference for spatial data models with fixed effects” at our department, 17/12, 12:00 https://t.co ...

70+ "Martellosio" profiles | LinkedIn
70+ "Martellosio" profiles | LinkedIn

Econometric Theory: Volume 28 - Issue 6 | Cambridge Core
Econometric Theory: Volume 28 - Issue 6 | Cambridge Core

Accademia Cremasca. La riunione di boxe è un successo, premiato Pierino Martellosio
Accademia Cremasca. La riunione di boxe è un successo, premiato Pierino Martellosio

Non-Identifiability in Network Autoregressions
Non-Identifiability in Network Autoregressions