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 1 1 7 80
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 1 3 11 118
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 44 3 4 6 96
A sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 94 4 9 16 247
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs 4 4 7 87 7 13 23 112
Cointegration testing in dependent panels with breaks 0 0 1 132 2 2 8 278
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 9 1 3 9 86
Dealing with unobservable common trends in small samples: a panel cointegration approach 0 0 6 77 2 2 17 62
Indirect Estimation of Just-Identified Models with Control Variates 0 0 3 18 1 1 13 122
Indirect estimation of Markov switching models with endogenous switching 0 0 2 34 0 1 16 103
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 1 1 6 82 4 6 31 234
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 68 1 1 6 122
Testing for breaks in cointegrated panels 0 0 0 61 1 2 7 129
Testing for non-causality by using the Autoregressive Metric 0 0 0 54 1 2 5 84
Total Working Papers 5 5 26 878 29 50 181 1,999


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 1 25 2 2 10 120
A residual-based bootstrap test for panel cointegration 0 1 4 142 4 6 17 321
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 1 9 3 4 9 55
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 2 4 17 905
Discontinuities in indirect estimation: An application to EAR models 0 0 1 11 1 2 11 67
Indirect inference and variance reduction using control variates 0 0 0 55 0 1 5 174
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 12 0 1 5 50
Models of labour demand with fixed costs of adjustment: a generalised tobit approach 0 0 0 4 1 1 4 20
Residual diagnostics for interpreting CUB models 0 0 0 0 1 1 6 44
Savings and investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 2 14 0 2 12 37
Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test 0 1 5 8 1 2 14 30
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 39 3 3 9 149
Testing for Granger non-causality using the autoregressive metric 1 1 1 14 2 3 12 56
Total Journal Articles 1 3 15 333 20 32 131 2,028


Statistics updated 2017-03-07