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 0 15 0 0 7 69
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 0 0 2 44 0 0 9 87
A note on the estimation of long-run relationships in dependent cointegrated panels 0 0 1 48 0 0 2 87
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 3 44 2 2 21 75
A sieve bootstrap range test for poolability in dependent cointegrated panels 1 1 7 87 3 6 40 209
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs 0 0 71 77 1 3 51 60
Cointegration testing in dependent panels with breaks 0 0 2 129 0 0 3 264
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 8 0 0 8 68
Dealing with unobservable common trends in small samples: a panel cointegration approach 2 2 2 2 7 7 7 7
Indirect Estimation of Just-Identified Models with Control Variates 0 0 2 12 4 5 14 87
Indirect estimation of Markov switching models with endogenous switching 1 1 3 28 1 1 7 72
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 3 6 19 66 5 12 49 147
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 1 2 3 61 1 2 14 99
Testing for breaks in cointegrated panels 1 1 4 60 1 1 5 117
Testing for non-causality by using the Autoregressive Metric 0 0 2 51 1 1 12 60
Total Working Papers 9 13 121 732 26 40 249 1,508


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 1 1 5 17 1 3 25 81
A residual-based bootstrap test for panel cointegration 1 1 23 119 4 6 49 271
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 2 8 1 3 13 35
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 6 13 15 843
Discontinuities in indirect estimation: An application to EAR models 0 0 0 10 0 0 9 55
Indirect inference and variance reduction using control variates 0 0 0 54 1 2 5 167
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 11 0 1 6 41
Models of labour demand with fixed costs of adjustment: a generalised tobit approach 0 0 1 3 0 1 4 11
Residual diagnostics for interpreting CUB models 0 0 0 0 0 1 6 24
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 4 37 0 1 14 123
Testing for Granger non-causality using the autoregressive metric 0 1 4 4 2 4 20 20
Total Journal Articles 2 3 39 263 15 35 166 1,671


Statistics updated 2014-12-03