G. BUCCHERI, F. CORSI (2026) “Model Selection in Multivariate Nonlinear Regression
using the Jackknife Von Neumann Estimator“
BUCCHERI, G. BORMETTI, F. CORSI, F. LILLO (2023) “Robust Recursive Filtering and Smoothing”. Slides (old).
G. BORMETTI, F. CORSI (2022) “A Lucas Critique Compliant SVAR Model With Observation-Driven Time-Varying Parameters”. Slides.
CORDONI, F. CORSI (2022) “Identification of Overdetermined and Noisy Structural VAR Models: The Collapsing-ICA Approach”.