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 0 17 0 0 3 80
A Deeper Analysis on Pharmaceutical Submarket Concentration: the US market in 1987-1998 0 0 8 8 1 5 18 18
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 0 0 0 50 0 1 5 128
A note on the estimation of long-run relationships in dependent cointegrated panels 0 0 1 52 0 0 8 120
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 44 0 0 4 96
A sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 94 2 5 24 256
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs 0 0 7 89 3 3 24 118
Cointegration testing in dependent panels with breaks 0 0 1 133 0 1 5 280
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 1 1 10 0 1 7 89
Dealing with unobservable common trends in small samples: a panel cointegration approach 0 0 4 77 0 1 11 63
Entry and Patents: Evidence from the US Cardiovascular Pharmaceutical Sector 0 3 4 4 2 10 11 11
Evaluating Restricted Common Factor models for non-stationary data 0 3 27 27 1 5 12 12
Indirect Estimation of Just-Identified Models with Control Variates 0 2 3 20 1 3 10 127
Indirect estimation of Markov switching models with endogenous switching 0 1 2 35 1 2 9 105
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 3 82 0 0 10 234
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 68 0 1 4 124
Testing for breaks in cointegrated panels 0 0 1 62 0 0 6 131
Testing for non-causality by using the Autoregressive Metric 0 0 0 54 0 0 4 86
Total Working Papers 0 10 62 926 11 38 175 2,078


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 27 0 1 10 123
A residual-based bootstrap test for panel cointegration 0 0 2 142 0 0 9 322
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 9 0 1 7 56
Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs 0 1 5 5 4 8 27 27
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 0 0 10 905
Discontinuities in indirect estimation: An application to EAR models 0 0 0 11 0 1 7 69
Indirect inference and variance reduction using control variates 0 0 0 55 0 0 2 174
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 12 0 0 1 50
Models of labour demand with fixed costs of adjustment: a generalised tobit approach 0 0 0 4 0 0 1 20
Residual diagnostics for interpreting CUB models 0 0 0 0 0 0 3 44
Savings and investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 0 14 0 2 8 39
Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test 0 0 2 8 1 1 8 33
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 1 2 41 0 3 8 153
Testing for Granger non-causality using the autoregressive metric 2 2 3 16 2 3 9 61
Total Journal Articles 2 4 16 344 7 20 110 2,076


Statistics updated 2017-08-03