Simone Giannerini : Citation Profile


Università degli Studi di Udine

4

H index

1

i10 index

50

Citations

RESEARCH PRODUCTION:

17

Articles

6

Papers

RESEARCH ACTIVITY:

   21 years (2004 - 2025). See details.
   Cites by year: 2
   Journals where Simone Giannerini has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 5 (9.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi122
   Updated: 2025-12-20    RAS profile: 2025-08-08    
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Relations with other researchers


Works with:

Angelini, Francesco (2)

Tong, Howell (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Simone Giannerini.

Is cited by:

Patuelli, Roberto (3)

Lisi, Domenico (3)

Guccio, Calogero (3)

Mussoni, Maurizio (3)

Dalle Nogare, Chiara (3)

Rizzo, Ilde (3)

Scuderi, Raffaele (2)

Maasoumi, Esfandiar (2)

Bertacchini, Enrico (2)

Mignosa, Anna (2)

de Groot, Henri (1)

Cites to:

Maasoumi, Esfandiar (6)

Bec, Frédérique (5)

Racine, Jeffrey (4)

Hansen, Bruce (4)

Dagum, Estelle (4)

LINTON, OLIVER (3)

Perron, Pierre (3)

Andrews, Donald (3)

Davidson, Russell (3)

Tong, Howell (3)

Rahbek, Anders (3)

Main data


Where Simone Giannerini has published?


Journals with more than one article published# docs
Statistical Methods & Applications2
Economia dei Servizi2
Statistica2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org5

Recent works citing Simone Giannerini (2025 and 2024)


YearTitle of citing document
2024A sequential test procedure for the choice of the number of regimes in multivariate nonlinear models. (2024). Bucci, Andrea. In: Papers. RePEc:arx:papers:2406.02152.

Full description at Econpapers || Download paper

2024Bootstrap-based statistical inference for linear mixed effects under misspecifications. (2024). Sperlich, Stefan ; Lombardia, Maria-Jose ; Reluga, Katarzyna. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:199:y:2024:i:c:s0167947324000987.

Full description at Econpapers || Download paper

2025An Automatic Portmanteau Test For Nonlinear Dependence. (2025). Grivas, Charisios. In: Econometrics and Statistics. RePEc:eee:ecosta:v:35:y:2025:i:c:p:71-83.

Full description at Econpapers || Download paper

2024Exploring stock markets dynamics: a two-dimensional entropy approach in return/volume space. (2024). Bil, Ukasz ; Kopczewski, Tomasz. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:55:y:2024:i:6:p:731-758.

Full description at Econpapers || Download paper

2024A bootstrap test for threshold effects in a diffusion process. (2024). Tsai, Henghsiu ; Rachinger, Heiko. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:5:d:10.1007_s00180-023-01375-z.

Full description at Econpapers || Download paper

2024Fitting copulas in the case of missing data. (2024). Liebscher, Eckhard. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:6:d:10.1007_s00362-024-01535-3.

Full description at Econpapers || Download paper

2024On the existence of stationary threshold bilinear processes. (2024). Cavicchioli, Maddalena ; Zemmouri, Imane ; Ghezal, Ahmed. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:6:d:10.1007_s00362-024-01539-z.

Full description at Econpapers || Download paper

Works by Simone Giannerini:


YearTitleTypeCited
2021Testing for threshold regulation in presence of measurement error with an application to the PPP hypothesis In: Papers.
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paper1
2021Testing for threshold effects in the TARMA framework In: Papers.
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paper2
2022A multivariate extension of the Misspecification-Resistant Information Criterion In: Papers.
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paper0
2022Robust estimation for Threshold Autoregressive Moving-Average models In: Papers.
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paper0
2025Robust Estimation for Threshold Autoregressive Moving-Average Models.(2025) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 0
article
2023Testing for Threshold Effects in Presence of Heteroskedasticity and Measurement Error with an application to Italian Strikes In: Papers.
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paper0
2025Testing for Threshold Effects in the Presence of Heteroskedasticity and Measurement Error With an Application to Italian Strikes.(2025) In: Oxford Bulletin of Economics and Statistics.
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This paper has nother version. Agregated cites: 0
article
2009The mathematical structure of the genetic code: a tool for inquiring on the origin of life In: Statistica.
[Citation analysis]
article0
2020INTRODUCTION TO THE THEME ISSUE: THE SKEW-NORMAL AND RELATED DISTRIBUTIONS In: Statistica.
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article0
2004Assessing Chaos in Time Series: Statistical Aspects and Perspectives In: Studies in Nonlinear Dynamics & Econometrics.
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article4
2015Clustering dependent observations with copula functions In: BEMPS - Bozen Economics & Management Paper Series.
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paper2
2019Clustering dependent observations with copula functions.(2019) In: Statistical Papers.
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This paper has nother version. Agregated cites: 2
article
2024The validity of bootstrap testing for threshold autoregression In: Journal of Econometrics.
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article1
2006A critical investigation on detrending procedures for non-linear processes In: Journal of Macroeconomics.
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article6
2023Entropy-Based Tests for Complex Dependence in Economic and Financial Time Series with the R Package tseriesEntropy In: Mathematics.
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article1
2007Flows and Characteristics of Tourist Destinations and Districts. An Introduction In: Economia dei Servizi.
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article0
2007Rimini. Structural Features of a Mature Seaside Destination In: Economia dei Servizi.
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article0
2015Entropy testing for nonlinear serial dependence in time series In: Biometrika.
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article6
2012A Copula-Based Algorithm for Discovering Patterns of Dependent Observations In: Journal of Classification.
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article3
2011Cultural tourism and temporary art exhibitions in Italy: a panel data analysis In: Statistical Methods & Applications.
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article17
2015Exploring copulas for the imputation of complex dependent data In: Statistical Methods & Applications.
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article3
2015A multilevel model with autoregressive components for the analysis of tribal art prices In: Journal of Applied Statistics.
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article2
2015The Wild Bootstrap for Multilevel Models In: Communications in Statistics - Theory and Methods.
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article2

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