RESEARCH

Research & Publications

Statistical methodology, econometrics, model comparison and applications

My research combines methodological questions in statistics with computational methods and applications in econometrics and scientific data analysis. Current work focuses on model comparison, robustness, statistical inference and methods for cosmological data.

RESEARCH AREAS

Methodological and applied research

My research is organised around four connected areas, from statistical methodology to scientific and econometric applications.

Statistical Methodology, Model Selection & Robustness

Statistical inference, information criteria, model comparison, misspecification, robustness and sensitivity to structural assumptions.

Econometrics & Time Series

Dynamic modelling, forecasting, long-run relationships, panel and empirical quantitative methods, with emphasis on specification and predictive evaluation.

Computational & Reproducible Statistics

Simulation, numerical experiments, computational validation, diagnostics and transparent reproducible research workflows.

Statistical Methods for Cosmology

Model comparison, inference, robustness, diagnostics and the assessment and combination of evidence across cosmological experiments.

SELECTED RESEARCH PROJECTS

Research across statistical methodology and applications

POSTDOCTORAL RESEARCH · INFN FERRARA · CALL 28504/2026

Development of advanced statistical tools for analysis and interpretation of cosmological data

Statistical methodology for cosmological data, with emphasis on model comparison, robust inference, diagnostics and the assessment and combination of evidence across experiments.

2026–present · CosmoFe · INFN Ferrara →

INDEPENDENT RESEARCH

Energy Fundamentals, Uncertainty and Forecastability in European Electricity Markets

Econometric analysis of electricity-market dynamics, fuel-price transmission, uncertainty and forecastability using long-run and short-run models, structural stability analysis and predictive evaluation.

Current research

RESEARCH FELLOWSHIP · UNIVERSITY OF BOLOGNA

Dynamic modelling and statistical analysis of Italian football league data

Statistical and econometric modelling of football data, including dynamic structures, strategic effects, state-dependent event streams and robust model selection.

2023–2025

DOCTORAL RESEARCH · UNIVERSITY OF BOLOGNA

Model selection and the vectorial Misspecification-Resistant Information Criterion in multivariate time series

Research on model selection under misspecification, prediction risk and information criteria for multivariate time-series models.

Doctoral research · 2018–2022

PUBLICATIONS & MANUSCRIPTS

Research outputs

Journal Articles

2026

Strategic Play and Home Advantage: Coaches’ Tactical Impact in Serie A

Angelini, F.; Castellani, M.; Díaz Rubio, G.A.; Giannerini, S.; Goracci, G.

Journal of Quantitative Analysis in Sports · View publication →

Refereed Conference Proceedings

2021

On the asymptotic mean-squared prediction error for multivariate time series

Díaz Rubio, G.A.; Giannerini, S.; Goracci, G.

Proceedings of the 50th Scientific Meeting of the Italian Statistical Society · Pisa · June 21–25 · Vol. 2 · pp. 1599–1604 · View publication →

Manuscripts Under Review and Revision

2026

Robust model selection for generalized linear models with an application to state-dependent event stream football data

Castellani, M.; Díaz Rubio, G.A.; Giannerini, S.; Goracci, G.

In revision · View abstract →

2026

Between Flow and Satiation: The Temporal Impact of Emotions in Online Video Gamers’ Reviews on Daily Active Players

Visentin, M.; Tuan, A.; Giannerini, S.; Díaz Rubio, G.A.

Under review

2025

The Vectorial Misspecification-Resistant Information Criterion

Díaz Rubio, G.A.; Giannerini, S.; Goracci, G.

In revision · View preprint →

Working Papers

2026

Projection and Calibration under Misspecification in Linear Covariance Models

Díaz Rubio, G.A.

2026

Toward robust penalized semiparametric state-dependent varying-coefficient logistic models for football in-play prediction

Díaz Rubio, G.A.

2022

Model Selection via Information and Prediction Criteria: A Survey

Díaz Rubio, G.A.

Earlier Research

2017

Beyond Institutional Transfer: Routines and Evolutionary Change in a Plural Economy

Díaz Rubio, G.A.

2017

Monetary Transmission in Peru: A Structured Vector Autoregressive Approach

Díaz Rubio, G.A.

SELECTED RESEARCH PRESENTATIONS

Conference presentations and research seminars

Selected presentations delivered as speaker on statistical methodology, time series and sport analytics.

Conference Presentations

2025

Robust model selection for logistic regression with an application to sport analytics

Díaz Rubio, G.A.; Castellani, M.; Giannerini, S.; Goracci, G.

International Conference on Robust Statistics (ICORS) · Joint Research Centre of the European Commission · Stresa

2023

On Home Advantage with In-Game Variables from Commentary Data in the Italian Serie A

Díaz Rubio, G.A.; Angelini, F.; Castellani, M.; Giannerini, S.; Goracci, G.

EAI Intetain · IMT School for Advanced Studies Lucca

2022

A Multivariate Extension of the Misspecification-Resistant Information Criterion

Díaz Rubio, G.A.; Giannerini, S.; Goracci, G.

3rd Italian Workshop of Econometrics and Empirical Economics (IWEEE) · Rimini

2021

On the asymptotic mean-squared prediction error for multivariate time series

Díaz Rubio, G.A.; Giannerini, S.; Goracci, G.

50th Scientific Meeting of the Italian Statistical Society · Pisa

Research Seminars

2025

Robust model selection for generalized linear models with an application to state-dependent sequential football data

Díaz Rubio, G.A.

Data Crunch Seminar Series · Faculty of Economics and Management · Free University of Bozen–Bolzano

2021

The Vectorial Misspecification-Resistant Information Criterion and Model Selection with Multivariate Time Series

Díaz Rubio, G.A.

Department of Statistical Sciences “Paolo Fortunati” · University of Bologna

2019

Model Selection with Nonparametric Methods for Nonlinear Time Series

Díaz Rubio, G.A.

Department of Economics · Universidad Nacional de Cuyo · Mendoza, Argentina

SELECTED SEMINARS & OUTREACH

Academic seminars and public engagement

Earlier seminars and outreach activities spanning economics, institutions and public-facing academic communication.

PUBLIC OUTREACH · 2021

Elements for the Study of Corruption in the Contemporary Age

Elementi per lo studio della corruzione in età contemporanea

Educational outreach on historical and contemporary perspectives on corruption.

ACADEMIC SEMINAR · UNIVERSITY OF BOLOGNA · 2019

Economic Crises: Structural Mechanisms and Institutional Conditions

With Roberto Scazzieri

Economic crises, institutional structures, structural dynamics and economic dualism.

ACADEMIC SEMINAR · UNIVERSITY OF BOLOGNA · 2017

An Introduction to Game Theory: Conflicts and Institutions

Game theory and strategic interaction, with applications to conflict and institutional analysis.

ACADEMIC / PUBLIC SEMINAR · BOLOGNA · 2016

The “Economic Miracle” of the Fujimori Government (1990–2000)

Economic stabilization, structural reform, institutions, inequality and the political economy of Peru.