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Search Results: 1 - 10 of 7514 matches for " Claudio Morana "
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PC-VAR Estimation of Vector Autoregressive Models  [PDF]
Claudio Morana
Open Journal of Statistics (OJS) , 2012, DOI: 10.4236/ojs.2012.23030
Abstract: In this paper PC-VAR estimation of vector autoregressive models (VAR) is proposed. The estimation strategy successfully lessens the curse of dimensionality affecting VAR models, when estimated using sample sizes typically available in quarterly studies. The procedure involves a dynamic regression using a subset of principal components extracted from a vector time series, and the recovery of the implied unrestricted VAR parameter estimates by solving a set of linear constraints. PC-VAR and OLS estimation of unrestricted VAR models show the same asymptotic properties. Monte Carlo results strongly support PC-VAR estimation, yielding gains, in terms of both lower bias and higher efficiency, relatively to OLS estimation of high dimensional unrestricted VAR models in small samples. Guidance for the selection of the number of components to be used in empirical studies is provided.
Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks  [PDF]
Claudio Morana
Open Journal of Statistics (OJS) , 2014, DOI: 10.4236/ojs.2014.44030
Abstract:

In the paper, a general framework for large scale modeling of macroeconomic and financial time series is introduced. The proposed approach is characterized by simplicity of implementation, performing well independently of persistence and heteroskedasticity properties, accounting for common deterministic and stochastic factors. Monte Carlo results strongly support the proposed methodology, validating its use also for relatively small cross-sectional and temporal samples.

Semiparametric Estimation of Multivariate GARCH Models  [PDF]
Claudio Morana
Open Journal of Statistics (OJS) , 2015, DOI: 10.4236/ojs.2015.57083
Abstract:

The paper introduces a new simple semiparametric estimator of the conditional variance-covariance and correlation matrix (SP-DCC). While sharing a similar sequential approach to existing dynamic conditional correlation (DCC) methods, SP-DCC has the advantage of not requiring the direct parameterization of the conditional covariance or correlation processes, therefore also avoiding any assumption on their long-run target. In the proposed framework, conditional variances are estimated by univariate GARCH models, for actual and suitably transformed series, in the first step; the latter are then nonlinearly combined in the second step, according to basic properties of the covariance and correlation operator, to yield nonparametric estimates of the various conditional covariances and correlations. Moreover, in contrast to available DCC methods, SP-DCC allows for straightforward estimation also for the non-symultaneous case, i.e. for the estimation of conditional cross-covariances and correlations, displaced at any time horizon of interest. A simple expost procedure to ensure well behaved conditional variance-covariance and correlation matrices, grounded on nonlinear shrinkage, is finally proposed. Due to its sequential implementation and scant computational burden, SP-DCC is very simple to apply and suitable for the modeling of vast sets of conditionally heteroskedastic time series.

Model Averaging by Stacking  [PDF]
Claudio Morana
Open Journal of Statistics (OJS) , 2015, DOI: 10.4236/ojs.2015.57079
Abstract:

The paper introduces a new Frequentist model averaging estimation procedure, based on a stacked OLS estimator across models, implementable on cross-sectional, panel, as well as time series data. The proposed estimator shows the same optimal properties of the OLS estimator under the usual set of assumptions concerning the population regression model. Relatively to available alternative approaches, it has the advantage of performing model averaging exante in a single step, optimally selecting models’ weight according to the MSE metric, i.e. by minimizing the squared Euclidean distance between actual and predicted value vectors. Moreover, it is straightforward to implement, only requiring the estimation of a single OLS augmented regression. By exploiting exante a broader information set and benefiting of more degrees of freedom, the proposed approach yields more accurate and (relatively) more efficient estimation than available expost methods.

Book review: Pavi i , J., Alfierevi , N., Aleksi , Lj.: "Marketing i menad ment u kulturi i umjetnosti"
Morana Fuduri?
Tr?i?te/Market , 2008,
Abstract:
A Three Level Framework for Closed-Loop Supply Chain Management—Linking Society, Chain and Actor Level
Romy Morana,Stefan Seuring
Sustainability , 2011, DOI: 10.3390/su3040678
Abstract: Supply chain management and closed-loop supply chain management (CLSCM) have developed into established concepts in recent years. The related material cycles and product returns form an important part of all related processes with high potential for reducing environmental burden. The paper proposes a framework for (environmentally triggered) closed-loop supply chain management, spanning three different levels: the societal or governance, the chain and the actor level. Within each level, a set of activities or processes can be identified. Taken together, the levels allow a comprehensive analysis of a closed-loop supply chain system. This is illustrated building on two case studies in the textile and apparel industry, where closed-loop supply chains have been designed to take specific apparel products back. The case studies are analyzed against all three levels and allow exemplification of related challenges and interrelations among the three levels. The three levels contribute to the further comprehension of the multiple issues having to be taken into account for successfully implementing closed-loop supply chains.
Psychological evaluation and follow-up in liver transplantation
Josephine G Morana
World Journal of Gastroenterology , 2009,
Abstract: An increasingly number of transplant centers have integrated a psychological assessment within their protocol for evaluation of patients being considered for transplantation. This paper highlights the psychological criteria for inclusion or exclusion for listing, briefly discusses the psychological dynamics of patients, and addresses possible psychotherapy and pharmacological therapy, before and after transplant.
Natural numerosities of sets of tuples
Marco Forti,Giuseppe Morana Roccasalvo
Mathematics , 2012,
Abstract: We consider a notion of "numerosity" for sets of tuples of natural numbers, that satisfies the five common notions of Euclid's Elements, so it can agree with cardinality only for finite sets. By suitably axiomatizing such a notion, we show that, contrasting to cardinal arithmetic, the natural "Cantorian" definitions of order relation and arithmetical operations provide a very good algebraic structure. In fact, numerosities can be taken as the non-negative part of a discretely ordered ring, namely the quotient of a formal power series ring modulo a suitable ("gauge") ideal. In particular, special numerosities, called "natural", can be identified with the semiring of hypernatural numbers of appropriate ultrapowers of N.
Combat Posttraumatic Stress Disorder and Chronic Pain  [PDF]
Bra? Marijana, Ana Havelka Me?trovi?, Mladen Havelka, Morana Bili?, Zoran Lon?ar
Psychology (PSYCH) , 2011, DOI: 10.4236/psych.2011.27107
Abstract: chronic post-traumatic stress disorder (PTSD) is commonly accompanied by depression and anxiety as comorbidity. The psychological states, such as depression and anxiety, can increase pain symptoms. A number of recent research results have shown that chronic post-traumatic stress disorder and chronic pain frequently co-occur and similar mechanisms have been identified that sustain both conditions. Method: the data were collected from medical records of 184 Croatian war veterans diagnosed with chronic PTSD and chronic pain as co-morbid condition. On the basis of medical records, interviews and different types of self-assessment questionnaires the inter-relationship between chronic pain and chronic PTSD was analysed. PTSD was assessed by CAPS (Clinical Administered Posttraumatic Scale) and M-PTSD (Mississippi Scale for combat PTSD), whereas pain was measured by Melzack-McGill Pain Questionnaire—short form (MPQ-SF) and Visual Analogue Scale (VAS). Results: the combat veterans with PTSD reported in descending order the following: pain in the head, back pain, widespread pain and limb pain. The patients with chronic PTSD had significantly higher total pain scores as well as affective and sensory pain components when compared to the patients without PTSD. Anxiety and depression were also highly correlated with pain. The relation between pain severity and depression was mediated by the severity of PTSD. Conclusion: our findings are directed towards the need for multidisciplinary approach in the treatment of patients with chronic PTSD and co-morbid chronic pain, which will optimize treatment and result in more cost-effective care.
Le soluzioni di logistica urbana sono sostenibili? L'esempio di Cityporto Are City Logistics Solutions Sustainable? The Case of Cityporto
Jesus Gonzalez-Feliu,Joelle Morana
TeMA : Journal of Land Use, Mobility and Environment , 2010, DOI: 10.6092/1970-9870/167
Abstract: La logistica urbana è un campo di riflessione volto ad approfondire le soluzioni ottimali per la distribuzione delle merci in ambito urbano e i relativi obiettivi ambientali. Ad oggi, molte azioni sono state intraprese dalle pubbliche autorità senza tenere conto, tuttavia, degli impatti che i nuovi schemi organizzativi possono avere sull’ attuale organizzazione delle imprese. Il contributo incentra la riflessione sul caso studio relativo alla città di Padova, in Italia: il sistema di logistica urbana CityPorto. In particolare, se ne analizzano le caratteristiche dal punto di vista della sostenibilità del sistema proposto, sia in riferimento alla dimensione imprenditoriale che a quella collettiva, mettendo in relazione le peculiarità della logistica urbana e le più estese catene distributive, di scala globale, di cui le prime sono parte integrante. Urban logistics is a field that studies the best solutions for urban freight distribution with high environmental objectives. However, most actions are started by public authorities without taking into account the impacts of the new organizational schemas in the existing distribution enterprises’ organization. This paper proposes a case study from Padova, Italy: the city logistics system Cityporto, from which the sustainability of such systems is discussed in a Sustainable Development point of view, for both enterprise and collective dimensions, in order to relate the particularities of city logistics to the corresponding supply chains, i.e. to global logistics.
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