Stefano Grassi

Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox

Herman K. van Dijk, Roberto Casarin, Francesco Ravazzolo, 2013 .

The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference

Lennart F. Hoogerheide, Herman K. van Dijk, Nalan Basturk, 2015 .

Heterogeneous Computing in Economics: A Simplified Approach

Stefano Grassi, Matt P. Dziubinski, S. Grassi, 2013, Computational Economics.

The R Package Mitisem: Efficient and Robust Simulation Procedures for Bayesian Inference

Nalan Basturk, Stefano Grassi, Anne Opschoor, 2017 .

Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies

Lennart F. Hoogerheide, Agnieszka Borowska, Herman K. van Dijk, 2018, Journal of Econometrics.

Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance

Roberto Casarin, Stefano Grassi, H. K. van Dijk, 2019, SSRN Electronic Journal.

Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM

Lennart F. Hoogerheide, Nalan Basturk, Stefano Grassi, 2016 .

A Data-Cleaning Augmented Kalman Filter for Robust Estimation of State Space Models

Tommaso Proietti, Stefano Grassi, Martyna Marczak, 2016 .

An integrated GIS-based method for planning power lines targeting interactive public participation

Martin Raubal, Stefano Grassi, Joram Schito, 2014 .