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 0 0 7 79
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 0 0 3 50 0 0 18 126
A note on the estimation of long-run relationships in dependent cointegrated panels 0 0 0 51 2 4 18 118
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 44 1 1 11 93
A sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 1 94 3 5 17 241
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs 0 1 3 83 4 7 17 103
Cointegration testing in dependent panels with breaks 0 0 1 132 0 1 6 276
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 9 3 4 12 86
Dealing with unobservable common trends in small samples: a panel cointegration approach 0 3 7 77 0 5 23 61
Indirect Estimation of Just-Identified Models with Control Variates 0 1 5 18 0 3 21 121
Indirect estimation of Markov switching models with endogenous switching 0 1 3 34 1 5 24 104
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 0 1 7 81 2 4 39 230
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 1 68 0 0 13 121
Testing for breaks in cointegrated panels 0 0 1 61 1 2 8 128
Testing for non-causality by using the Autoregressive Metric 0 0 0 54 0 0 10 82
Total Working Papers 0 7 33 873 17 41 244 1,969


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 2 25 0 3 19 119
A residual-based bootstrap test for panel cointegration 0 1 6 141 1 2 19 316
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 1 9 0 1 12 51
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 3 8 25 904
Discontinuities in indirect estimation: An application to EAR models 0 0 1 11 1 2 10 66
Indirect inference and variance reduction using control variates 0 0 0 55 1 2 5 174
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 12 1 2 7 51
Models of labour demand with fixed costs of adjustment: a generalised tobit approach 0 0 0 4 0 0 5 19
Residual diagnostics for interpreting CUB models 0 0 0 0 0 1 7 43
Savings and investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 2 14 1 2 11 36
Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test 1 2 5 8 1 4 15 30
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 39 0 0 14 146
Testing for Granger non-causality using the autoregressive metric 0 0 1 13 1 1 11 54
Total Journal Articles 1 3 18 331 10 28 160 2,009


Statistics updated 2017-01-03