Roberto Di Mari                                      


Assistant Professor                                                                                                                                                                                   
Department of Economics and Business
University of Catania                                                                                                                                                                                                                                                                                

Corso Italia, 55, 95128, Catania, Italy. 
Tel: +(39) 095753764
Email: roberto.dimari@unict.it
ORCID: https://orcid.org/0000-0001-5498-009X
Research Gatehttps://www.researchgate.net/profile/Roberto_Di_Mari
Google scholar: Roberto Di Mari


Curriculum Vitae (last update May 16, 2018): Download CV


Education

  • Ph.D. (with distinction) in Economics and Finance, 2017, University of Rome Tor Vergata, Italy; Ph.D.
    thesis on Finite Mixture Models, supervised by Prof. R. Rocci (University of Rome Tor Vergata) and
    co-supervised by Prof. J. K. Vermunt (Tilburg University). Attended the one-year graduate program at
    the Einaudi Institute for Economics and Finance (EIEF, Bank of Italy, 2013).
  • Visiting PhD student, 2015, at the Department of Methodology and Statistics of Tilburg University
    (Tilburg, Netherlands).
  • Master of Science in Economics, 2011-2013, University of Rome Tor Vergata, Rome, Italy; final dissertation
    in Statistics, on Finite Mixtures of Linear Models: Numerical Evidences and Application to SHIW
    Data, supervised by Prof. R.Rocci (University of Rome Tor Vergata) with final grade: 110/110.
  • Bachelor Degree in Economics, 2011, University of Catania, Italy; final dissertation in Statistics, Peer
    effects on academic outcome supervised by Prof. S.Ingrassia (University of Catania).
  •  Erasmus Exchange Student, 2009 - 2010, University of Lille 1, France

Research Interests
Model-Based Clustering; Finite Mixture models; Latent Variable models; Latent Class analysis; Latent (Hidden) Markov models.


List of publications

 
Papers submitted to journals

  • Catania L., Di Mari R. and Santucci de Magistris (2019). Dynamic Discrete Mixtures for High Frequency Prices.
  • Di Mari R., and Maruotti, A. (2019). Time-varying measurement error in generalized linear models for longitudinal data: a two-step latent Markov approach for the analysis of the Chinese Longitudinal Healthy Longevity Survey.