Access Statistics for Francesca Di Iorio

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	1	1	2	13	2	5	11	58
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007	0	1	8	38	3	5	18	69
A note on the estimation of long-run relationships in dependent cointegrated panels	0	1	5	44	0	1	9	80
A note on the estimation of long-run relationships in panel equations with cross-section linkages	0	0	12	37	4	5	28	43
A sieve bootstrap range test for poolability in dependent cointegrated panels	1	1	12	74	5	8	36	137
Cointegration testing in dependent panels with breaks	0	1	8	126	1	4	30	257
Control variates for variance reduction in indirect inference: interest rate models in continuous time	0	2	3	5	2	4	12	48
Indirect Estimation of Just-Identified Models with Control Variates	0	0	1	10	1	5	13	66
Indirect estimation of Markov switching models with endogenous switching	1	3	8	23	2	6	25	57
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test	5	10	31	34	8	19	64	74
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle	0	1	4	58	0	2	12	80
Testing for breaks in cointegrated panels	0	0	0	56	0	0	12	111
Testing for non-causality by using the Autoregressive Metric	0	1	1	47	1	6	18	41
Total Working Papers	8	22	95	565	29	70	288	1,121

Journal Article	File Downloads				Abstract Views
Journal Article	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	2	6	6	2	9	34	34
A residual-based bootstrap test for panel cointegration	0	3	15	85	5	13	49	200
A simple sieve bootstrap range test for poolability in dependent cointegrated panels	1	1	2	2	6	9	11	11
Control variates for variance reduction in indirect inference: Interest rate models in continuous time	0	0	0	0	0	1	4	819
Discontinuities in indirect estimation: An application to EAR models	0	0	1	10	3	3	7	42
Indirect inference and variance reduction using control variates	0	0	1	54	0	2	6	161
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment	0	0	0	11	0	2	9	33
Residual diagnostics for interpreting CUB models	0	0	0	0	0	3	10	10
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle	0	0	2	32	1	2	9	99
Total Journal Articles	2	6	27	200	17	44	139	1,409

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Statistics updated 2013-05-03