CAVICCHIOLI, MADDALENA
 Distribuzione geografica
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Continente #
NA - Nord America 4.497
EU - Europa 3.778
AS - Asia 527
SA - Sud America 53
AF - Africa 49
OC - Oceania 24
Continente sconosciuto - Info sul continente non disponibili 3
Totale 8.931
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Nazione #
US - Stati Uniti d'America 4.465
GB - Regno Unito 1.444
IT - Italia 1.395
SE - Svezia 202
DE - Germania 192
CN - Cina 167
HK - Hong Kong 126
FR - Francia 114
UA - Ucraina 90
TR - Turchia 86
FI - Finlandia 68
BG - Bulgaria 53
IE - Irlanda 51
DZ - Algeria 34
IN - India 30
BE - Belgio 27
VE - Venezuela 25
CA - Canada 22
AU - Australia 20
BR - Brasile 19
ES - Italia 19
MY - Malesia 18
PK - Pakistan 18
NL - Olanda 17
RU - Federazione Russa 14
VN - Vietnam 14
ID - Indonesia 12
DK - Danimarca 11
AT - Austria 10
CH - Svizzera 9
JP - Giappone 9
MX - Messico 9
PT - Portogallo 8
RO - Romania 8
CZ - Repubblica Ceca 7
PH - Filippine 7
PL - Polonia 7
SK - Slovacchia (Repubblica Slovacca) 7
GR - Grecia 6
KR - Corea 6
SY - Repubblica araba siriana 6
AL - Albania 5
HU - Ungheria 5
SG - Singapore 5
IR - Iran 4
NO - Norvegia 4
NZ - Nuova Zelanda 4
TW - Taiwan 4
ET - Etiopia 3
EU - Europa 3
JO - Giordania 3
KE - Kenya 3
PE - Perù 3
SA - Arabia Saudita 3
AE - Emirati Arabi Uniti 2
CL - Cile 2
CO - Colombia 2
IL - Israele 2
MN - Mongolia 2
TN - Tunisia 2
ZA - Sudafrica 2
AR - Argentina 1
BD - Bangladesh 1
BF - Burkina Faso 1
BZ - Belize 1
EC - Ecuador 1
EG - Egitto 1
HR - Croazia 1
IQ - Iraq 1
IS - Islanda 1
LK - Sri Lanka 1
MA - Marocco 1
MD - Moldavia 1
RS - Serbia 1
RW - Ruanda 1
SI - Slovenia 1
ZM - Zambia 1
Totale 8.931
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Città #
Southend 1.226
Fairfield 641
Chandler 466
Ashburn 387
Woodbridge 331
Houston 321
Wilmington 253
Seattle 247
Modena 240
Ann Arbor 227
Cambridge 202
Jacksonville 197
Dearborn 185
Nyköping 132
Hong Kong 118
Bologna 101
Milan 73
San Diego 73
Beijing 72
Princeton 61
Sofia 53
Izmir 48
Eugene 47
Redwood City 44
Reggio Emilia 40
Helsinki 37
Rome 32
London 29
Parma 29
Dublin 26
Bremen 24
New York 23
Verona 22
Brussels 19
Boardman 16
Glasgow 16
Coventry 15
Sydney 14
Florence 13
Madrid 13
Cleveland 12
Falls Church 12
Padova 12
Bibbiano 11
Greenford 11
Norwich 11
San Francisco 11
Valencia 11
Formigine 10
Scuola 10
Saulgau 9
Trento 9
Dong Ket 8
Kilburn 8
Monza 8
Norwalk 8
Toronto 8
Turin 8
Bochum 7
Bratislava 7
Chennai 7
Islamabad 7
Karachi 7
Menlo Park 7
Porto Alegre 7
San Cesario sul Panaro 7
Sant'agata Sul Santerno 7
Shanghai 7
Agrigento 6
Chiswick 6
Dalmine 6
Ferrara 6
Hefei 6
Lappeenranta 6
Maastricht 6
Marseille 6
Montegaldella 6
Ragusa 6
Trezzano Sul Naviglio 6
Carpi 5
Castelraimondo 5
Delhi 5
Forlì 5
Guangzhou 5
Istanbul 5
Mestre 5
Monteprandone 5
Morrovalle 5
Mountain View 5
Oum el Bouaghi 5
Paris 5
Piacenza 5
Potsdam 5
Prescot 5
San Jose 5
San Mauro Torinese 5
Taranto 5
Tirana 5
Vienna 5
Washington 5
Totale 6.531
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Nome #
Learning from failure. Big Data analysis for detecting the patterns of failure in innovative startups 317
Learning from failure. Big data analysis for detecting the patterns of failure in innovative startups 295
Testing threshold cointegration in Wagner's Law: the role of military spending 262
A HYBRID TOOL FOR HYBRID PROJECTS: HOW CROWDFUNDING CAN SCALE THE IMPACT OF SOCIAL ENTREPRENEURSHIP 249
Higher order moments of Markov switching VARMA models 244
Central Bank Independence, financial instability and politics: new evidence for OECD and non-OECD countries 241
Asymptotic Fisher information matrix of Markov switching VARMA models 229
Statistical Analysis of Mixture Vector Autoregressive Models 224
Testing threshold cointegration in Wagner’s Law: The role of military spending 222
On mixture autoregressive conditional heteroskedasticity 213
Central Bank Independence, Financial Instability and Politics: New Evidence for OECD and Non-OECD Countries 205
Acute Triangulations of Trapezoids and Pentagons 196
Determinants of Central Bank independence: a random forest approach 193
Estimation and asymptotic covariance matrix for stochastic volatility models 193
Invertibility and VAR Representations of Time-Varying Dynamic Stochastic General Equilibrium Models 192
ANALYSIS OF THE LIKELIHOOD FUNCTION FOR MARKOV-SWITCHING VAR(CH) MODELS 184
Third and fourth moments of vector autoregressions with regime switching 182
Spectral Representation and Autocovariance Structure of Markov Switching DSGE Models 181
Validating Markov Switching VAR Through Spectral Representations 179
Fourth Moment Structure of Markov Switching Multivariate GARCH Models 178
Unfolding the relationship between mortality, economic fluctuations and health in Italy 177
Likelihood Ratio Test and Information Criteria for Markov Switching Var Models: An Application to the Italian Macroeconomy 173
Spectral Density of Markov Switching VARMA Models 172
Markov Switching GARCH Models: Filtering, Approximations and Duality 172
A Random Forests Approach to Assess Determinants of Central Bank Independence 167
A note on the asymptotic and exact Fisher information matrices of a Markov switching VARMA process 163
Weak VARMA Representations of Regime-Switching State-Space Models 161
Determining the Number of Regimes in Markov-Switching VAR and VMA Models 158
Inference Methods for Stochastic Volatility Models 147
A matrix approach to the Beveridge-Nelson decomposition of Markov-Switching processes with applications to business cycle 142
Measuring happiness at work with categorical Principal Component Analysis 141
Nonresponse and measurement errors in income: matching individual survey data with administrative tax data 139
Che cos’è la statistica? Una prima introduzione alla scienza dei dati 138
Too tied to fail: a multidimensional approach to social capital in crowdfunding campaigns. Evidences from Italian agri-food businesses 136
Exploring differences of CSR perceptions and expectations between Eastern and Western countries: emerging patterns and managerial implications 135
Eigenvalue Ratio Estimators for the Number of Common Factors 133
Autocovariance and Linear Transformations of Markov Switching VARMA Processes 131
Structural Macroeconomic Analysis for Dynamic Factor Models 121
OLS estimation of Markov Switching VAR models: asymptotics and application to energy use 120
On Asymptotic Properties of the QML Estimator for GARCH Models 111
Some Convergence Results on Dynamic Factor Models 111
Statistical Inference for Mixture GARCH Models with Financial Application 110
Quasi Maximum Likelihood Inference for Stochastic Volatility Models 109
Business Cycle and Markov Switching Models with Distributed Lags: a Comparison between US and Euro area 107
On Spectral Representation of VARMA Models with Change in Regime 107
Generalised Cepstral Models for the Spectrum of Vector Time Series 107
Matrix Algebra and Invertibility Conditions for Linear Dynamic Stochastic General Equilibrium Models 98
Statistical Analysis of Markov Switching DSGE Models 95
Acute Triangulations of Convex Quadrilaterals 92
Goodness-of-fit tests for Markov Switching VAR models using spectral analysis 92
STATISTICA: LA SCIENZA CHE MODELLA I DATI. Un'introduzione alle diverse tipologie di dati. 86
Spectral analysis of Markov switching GARCH models with statistical inference 84
Markov Switching Garch Models: Higher Order Moments, Kurtosis Measures, and Volatility Evaluation in Recessions and Pandemic 81
Evidences from survey data and fiscal data: nonresponse and measurement errors in annual incomes 74
Staying or leaving? A nonlinear framework to explore the role of employee well-being on retention 62
Navigating the post-pandemic era: financial sustainability as a key recovery strategy for luxury brands 59
Trend and cycle decomposition in nonlinear time series 53
Generalized autocovariance matrices for multivariate time series 47
Central Bank Independence, financial instability and politics: new evidence for OECD and non-OECD countries 45
Statistica: dalla datificazione dei processi alla previsione 34
The 5 E(lements) of employee-centric corporate social responsibility and their stimulus on happiness at work: An empirical investigation 22
Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables 22
Estimation and asymptotics for vector autoregressive models with unit roots and Markov switching trends 20
Determinants of Central Bank Independence: a Random Forest Approach 20
Eigenvalue Ratio Estimators for the Number of Dynamic Factors 18
A matrix unified framework for deriving various impulse responses in Markov switching VAR: Evidence from oil and gas markets 14
Testing threshold cointegration in Wagner's Law: the role of military spending 12
Trend and cycle decomposition of Markov switching (co)integrated time series 10
LIKELIHOOD-BASED ANALYSIS IN MIXTURE GLOBAL VARs 8
Impulse response function analysis for Markov switching var models 6
On the existence of stationary threshold bilinear processes 6
Totale 9.127
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Categoria #
all - tutte 31.473
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 31.473
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/2019382 0 0 0 0 0 0 0 0 0 0 197 185
2019/20201.762 133 65 30 107 221 216 314 159 233 97 106 81
2020/20211.894 119 79 100 166 210 196 131 232 148 277 117 119
2021/20221.635 53 72 117 127 73 90 97 96 217 177 353 163
2022/20231.658 161 163 112 195 185 208 75 152 182 34 63 128
2023/2024979 64 85 89 93 194 92 83 146 47 76 10 0
Totale 9.127