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 2 15 0 3 9 69
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 0 0 2 44 2 4 11 87
A note on the estimation of long-run relationships in dependent cointegrated panels 0 0 2 48 0 0 3 87
A note on the estimation of long-run relationships in panel equations with cross-section linkages 1 2 4 44 4 8 22 73
A sieve bootstrap range test for poolability in dependent cointegrated panels 1 1 8 86 2 5 46 203
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs 2 3 77 77 3 11 57 57
Cointegration testing in dependent panels with breaks 1 1 3 129 1 2 5 264
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 8 0 3 11 68
Indirect Estimation of Just-Identified Models with Control Variates 0 0 2 12 0 1 14 82
Indirect estimation of Markov switching models with endogenous switching 1 1 4 27 1 1 12 71
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 3 6 14 60 9 17 39 135
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 1 59 0 6 13 97
Testing for breaks in cointegrated panels 0 2 3 59 0 3 4 116
Testing for non-causality by using the Autoregressive Metric 1 1 4 51 2 2 16 59
Total Working Papers 10 17 126 719 24 66 262 1,468


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 7 16 1 3 32 78
A residual-based bootstrap test for panel cointegration 1 3 25 118 3 11 49 265
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 2 8 0 1 12 32
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 0 2 4 830
Discontinuities in indirect estimation: An application to EAR models 0 0 0 10 0 0 11 55
Indirect inference and variance reduction using control variates 0 0 0 54 1 1 3 165
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 11 0 0 5 40
Models of labour demand with fixed costs of adjustment: a generalised tobit approach 1 1 2 3 1 1 5 10
Residual diagnostics for interpreting CUB models 0 0 0 0 0 1 9 23
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 1 1 5 37 1 4 19 122
Testing for Granger non-causality using the autoregressive metric 0 1 3 3 1 3 16 16
Total Journal Articles 3 6 44 260 8 27 165 1,636


Statistics updated 2014-09-03