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 1 1 1 17 1 3 7 77
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 0 0 4 50 0 1 20 121
A note on the estimation of long-run relationships in dependent cointegrated panels 0 0 0 51 2 3 10 110
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 44 1 1 11 91
A sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 4 94 1 1 15 232
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs 0 2 2 82 0 4 10 93
Cointegration testing in dependent panels with breaks 0 1 1 132 0 4 5 274
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 9 0 3 8 81
Dealing with unobservable common trends in small samples: a panel cointegration approach 2 2 5 73 3 5 19 50
Indirect Estimation of Just-Identified Models with Control Variates 0 0 2 15 2 5 21 115
Indirect estimation of Markov switching models with endogenous switching 1 1 4 33 2 6 18 95
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 1 1 9 77 2 10 45 219
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 2 68 0 1 11 117
Testing for breaks in cointegrated panels 0 0 1 61 1 2 5 124
Testing for non-causality by using the Autoregressive Metric 0 0 0 54 0 1 11 81
Total Working Papers 5 8 35 860 15 50 216 1,880


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 5 25 1 1 20 111
A residual-based bootstrap test for panel cointegration 1 2 11 140 1 6 26 311
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 1 1 1 9 1 3 10 49
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 0 4 31 894
Discontinuities in indirect estimation: An application to EAR models 0 0 1 11 1 3 6 61
Indirect inference and variance reduction using control variates 0 0 0 55 0 2 3 172
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 1 12 1 4 7 49
Models of labour demand with fixed costs of adjustment: a generalised tobit approach 0 0 1 4 0 2 6 18
Residual diagnostics for interpreting CUB models 0 0 0 0 0 2 8 40
Savings and investments in the OECD: a panel cointegration study with a new bootstrap test 0 2 7 14 0 5 11 30
Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test 0 2 3 6 0 3 9 21
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 1 39 2 3 14 143
Testing for Granger non-causality using the autoregressive metric 0 0 2 13 0 5 13 50
Total Journal Articles 3 8 33 328 7 43 164 1,949


Statistics updated 2016-07-02