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 1 1 17 0 2 7 77
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 0 0 3 50 2 2 21 123
A note on the estimation of long-run relationships in dependent cointegrated panels 0 0 0 51 2 4 12 112
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 44 1 2 12 92
A sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 2 94 0 1 12 232
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs 0 2 2 82 1 3 10 94
Cointegration testing in dependent panels with breaks 0 0 1 132 1 1 6 275
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 9 1 3 9 82
Dealing with unobservable common trends in small samples: a panel cointegration approach 0 2 5 73 2 6 20 52
Indirect Estimation of Just-Identified Models with Control Variates 2 2 4 17 2 5 22 117
Indirect estimation of Markov switching models with endogenous switching 0 1 4 33 1 5 18 96
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 2 3 9 79 5 12 45 224
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 1 68 3 3 12 120
Testing for breaks in cointegrated panels 0 0 1 61 1 2 6 125
Testing for non-causality by using the Autoregressive Metric 0 0 0 54 1 1 11 82
Total Working Papers 4 11 33 864 23 52 223 1,903


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 1 5 25 2 3 22 113
A residual-based bootstrap test for panel cointegration 0 1 11 140 2 6 28 313
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 1 1 9 0 3 10 49
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 1 3 31 895
Discontinuities in indirect estimation: An application to EAR models 0 0 1 11 1 2 7 62
Indirect inference and variance reduction using control variates 0 0 0 55 0 0 3 172
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 1 12 0 2 6 49
Models of labour demand with fixed costs of adjustment: a generalised tobit approach 0 0 1 4 1 1 7 19
Residual diagnostics for interpreting CUB models 0 0 0 0 1 1 9 41
Savings and investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 7 14 1 1 12 31
Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test 0 0 3 6 4 4 12 25
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 1 39 2 4 16 145
Testing for Granger non-causality using the autoregressive metric 0 0 1 13 2 4 13 52
Total Journal Articles 0 3 32 328 17 34 176 1,966


Statistics updated 2016-08-02