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 16 0 1 3 72
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 3 3 5 50 5 9 18 113
A note on the estimation of long-run relationships in dependent cointegrated panels 0 0 2 51 0 0 9 100
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 44 0 0 7 82
A sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 5 93 0 1 13 224
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs 0 0 2 80 1 2 21 87
Cointegration testing in dependent panels with breaks 0 0 2 131 0 1 6 270
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 9 0 1 3 74
Dealing with unobservable common trends in small samples: a panel cointegration approach 0 1 9 70 0 2 19 38
Indirect Estimation of Just-Identified Models with Control Variates 0 0 1 13 0 0 11 100
Indirect estimation of Markov switching models with endogenous switching 1 3 4 32 1 3 9 81
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 1 2 9 75 2 5 39 193
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 1 1 7 68 1 1 10 109
Testing for breaks in cointegrated panels 1 1 1 61 1 1 3 121
Testing for non-causality by using the Autoregressive Metric 0 0 1 54 0 1 8 72
Total Working Papers 7 11 49 847 11 28 179 1,736


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 2 6 24 2 6 17 102
A residual-based bootstrap test for panel cointegration 3 5 15 138 3 8 25 300
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 8 1 1 3 40
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 2 6 28 881
Discontinuities in indirect estimation: An application to EAR models 0 0 0 10 0 1 1 56
Indirect inference and variance reduction using control variates 0 0 1 55 0 0 1 169
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 1 1 12 0 1 3 44
Models of labour demand with fixed costs of adjustment: a generalised tobit approach 0 1 1 4 0 1 2 14
Residual diagnostics for interpreting CUB models 0 0 0 0 0 0 10 36
Savings and investments in the OECD: a panel cointegration study with a new bootstrap test 0 2 8 12 0 2 13 25
Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test 0 0 3 3 0 1 14 15
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 1 39 1 2 8 133
Testing for Granger non-causality using the autoregressive metric 0 0 3 12 0 2 16 43
Total Journal Articles 4 11 39 317 9 31 141 1,858


Statistics updated 2016-02-03