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 6 80
A Deeper Analysis on Pharmaceutical Submarket Concentration: the US market in 1987-1998 1 7 7 7 2 10 10 10
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 0 0 0 50 0 0 6 126
A note on the estimation of long-run relationships in dependent cointegrated panels 0 0 0 51 0 1 11 118
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 44 0 3 6 96
A sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 94 1 7 17 248
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs 0 4 7 87 0 9 23 112
Cointegration testing in dependent panels with breaks 1 1 2 133 1 3 9 279
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 9 1 2 9 87
Dealing with unobservable common trends in small samples: a panel cointegration approach 0 0 6 77 0 2 17 62
Evaluating Restricted Common Factor models for non-stationary data 20 20 20 20 5 5 5 5
Indirect Estimation of Just-Identified Models with Control Variates 0 0 3 18 0 1 12 122
Indirect estimation of Markov switching models with endogenous switching 0 0 2 34 0 0 14 103
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 0 1 6 82 0 4 25 234
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 68 0 1 6 122
Testing for breaks in cointegrated panels 1 1 1 62 1 2 8 130
Testing for non-causality by using the Autoregressive Metric 0 0 0 54 0 2 4 84
Total Working Papers 23 34 55 907 11 53 188 2,018


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 2 26 1 3 11 121
A residual-based bootstrap test for panel cointegration 0 1 4 142 0 5 16 321
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 1 9 0 4 9 55
Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs 0 0 3 3 3 7 18 18
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 0 2 15 905
Discontinuities in indirect estimation: An application to EAR models 0 0 0 11 1 2 10 68
Indirect inference and variance reduction using control variates 0 0 0 55 0 0 4 174
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 12 0 0 5 50
Models of labour demand with fixed costs of adjustment: a generalised tobit approach 0 0 0 4 0 1 4 20
Residual diagnostics for interpreting CUB models 0 0 0 0 0 1 6 44
Savings and investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 2 14 0 1 12 37
Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test 0 0 4 8 1 2 13 31
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 39 0 3 9 149
Testing for Granger non-causality using the autoregressive metric 0 1 1 14 0 2 11 56
Total Journal Articles 1 3 17 337 6 33 143 2,049


Statistics updated 2017-04-03