Access Statistics for Francesca Di Iorio

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
- CONTROL VARIATES FOR VARIANCE REDUCTION IN INDIRECT INFERENCE: INTEREST RATE MODELS IN CONTINUOUS TIME 0 0 1 17 0 1 7 79
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 0 0 3 50 0 3 21 126
A note on the estimation of long-run relationships in dependent cointegrated panels 0 0 0 51 1 2 16 116
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 44 0 0 10 92
A sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 1 94 1 4 15 238
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs 0 1 3 83 0 3 13 99
Cointegration testing in dependent panels with breaks 0 0 1 132 1 1 7 276
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 9 0 1 10 83
Dealing with unobservable common trends in small samples: a panel cointegration approach 3 4 7 77 4 7 23 61
Indirect Estimation of Just-Identified Models with Control Variates 0 1 5 18 1 3 21 121
Indirect estimation of Markov switching models with endogenous switching 1 1 5 34 2 5 25 103
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 1 1 8 81 1 3 39 228
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 1 68 0 0 13 121
Testing for breaks in cointegrated panels 0 0 1 61 0 1 7 127
Testing for non-causality by using the Autoregressive Metric 0 0 0 54 0 0 11 82
Total Working Papers 5 8 36 873 11 34 238 1,952


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 3 25 3 3 23 119
A residual-based bootstrap test for panel cointegration 0 1 7 141 0 1 21 315
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 1 9 1 1 12 51
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 1 6 24 901
Discontinuities in indirect estimation: An application to EAR models 0 0 1 11 0 1 10 65
Indirect inference and variance reduction using control variates 0 0 0 55 0 1 4 173
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 12 1 1 6 50
Models of labour demand with fixed costs of adjustment: a generalised tobit approach 0 0 0 4 0 0 5 19
Residual diagnostics for interpreting CUB models 0 0 0 0 1 1 7 43
Savings and investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 4 14 0 4 12 35
Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test 1 1 4 7 3 3 14 29
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 39 0 0 14 146
Testing for Granger non-causality using the autoregressive metric 0 0 1 13 0 0 10 53
Total Journal Articles 1 2 21 330 10 22 162 1,999


Statistics updated 2016-12-03