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 15 0 1 8 69
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 0 0 2 44 0 2 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 0 2 4 44 0 6 22 73
A sieve bootstrap range test for poolability in dependent cointegrated panels 0 1 7 86 2 5 45 205
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs 0 3 77 77 1 10 58 58
Cointegration testing in dependent panels with breaks 0 1 2 129 0 1 4 264
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 8 0 2 10 68
Indirect Estimation of Just-Identified Models with Control Variates 0 0 2 12 0 1 13 82
Indirect estimation of Markov switching models with endogenous switching 0 1 4 27 0 1 12 71
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 0 4 14 60 2 14 40 137
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 1 59 0 2 12 97
Testing for breaks in cointegrated panels 0 0 3 59 0 1 4 116
Testing for non-causality by using the Autoregressive Metric 0 1 3 51 0 2 14 59
Total Working Papers 0 13 122 719 5 48 256 1,473


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 6 16 1 3 31 79
A residual-based bootstrap test for panel cointegration 0 3 22 118 1 10 47 266
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 2 8 1 2 13 33
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 3 4 7 833
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 0 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 0 1 2 3 1 2 5 11
Residual diagnostics for interpreting CUB models 0 0 0 0 0 1 8 23
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 1 5 37 1 3 17 123
Testing for Granger non-causality using the autoregressive metric 1 1 4 4 2 3 18 18
Total Journal Articles 1 6 41 261 10 29 165 1,646


Statistics updated 2014-10-03