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 1 2 8 78
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 0 0 3 50 0 2 21 123
A note on the estimation of long-run relationships in dependent cointegrated panels 0 0 0 51 2 6 14 114
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 44 0 2 12 92
A sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 1 94 2 3 12 234
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs 0 0 2 82 2 3 12 96
Cointegration testing in dependent panels with breaks 0 0 1 132 0 1 6 275
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 9 0 1 9 82
Dealing with unobservable common trends in small samples: a panel cointegration approach 0 2 5 73 2 7 22 54
Indirect Estimation of Just-Identified Models with Control Variates 0 2 4 17 1 5 23 118
Indirect estimation of Markov switching models with endogenous switching 0 1 4 33 2 5 20 98
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 1 4 8 80 1 8 42 225
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 1 68 1 4 13 121
Testing for breaks in cointegrated panels 0 0 1 61 1 3 7 126
Testing for non-causality by using the Autoregressive Metric 0 0 0 54 0 1 11 82
Total Working Papers 1 10 31 865 15 53 232 1,918


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 4 25 3 6 24 116
A residual-based bootstrap test for panel cointegration 0 1 10 140 1 4 27 314
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 1 1 9 1 2 11 50
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 0 1 30 895
Discontinuities in indirect estimation: An application to EAR models 0 0 1 11 2 4 9 64
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 1 6 49
Models of labour demand with fixed costs of adjustment: a generalised tobit approach 0 0 1 4 0 1 7 19
Residual diagnostics for interpreting CUB models 0 0 0 0 1 2 7 42
Savings and investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 6 14 0 1 11 31
Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test 0 0 3 6 1 5 13 26
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 39 1 5 16 146
Testing for Granger non-causality using the autoregressive metric 0 0 1 13 1 3 14 53
Total Journal Articles 0 3 28 328 11 35 178 1,977


Statistics updated 2016-09-03