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 1 1 16 0 1 2 70
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 0 0 2 46 0 0 16 101
A note on the estimation of long-run relationships in dependent cointegrated panels 0 0 3 51 1 4 13 100
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 2 44 1 4 13 80
A sieve bootstrap range test for poolability in dependent cointegrated panels 0 1 5 90 4 5 17 217
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs 1 1 6 80 7 11 35 83
Cointegration testing in dependent panels with breaks 0 1 3 131 2 3 6 269
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 1 9 1 2 7 73
Dealing with unobservable common trends in small samples: a panel cointegration approach 1 3 68 68 3 7 31 31
Indirect Estimation of Just-Identified Models with Control Variates 0 1 1 13 2 4 13 94
Indirect estimation of Markov switching models with endogenous switching 0 0 3 29 2 2 7 77
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 1 1 12 68 6 12 51 174
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 3 7 66 0 4 11 106
Testing for breaks in cointegrated panels 0 0 1 60 0 0 4 119
Testing for non-causality by using the Autoregressive Metric 0 0 4 54 1 4 13 70
Total Working Papers 3 12 119 825 30 63 239 1,664


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 4 20 0 3 15 91
A residual-based bootstrap test for panel cointegration 1 4 14 129 2 6 29 285
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 8 2 2 8 39
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 2 8 34 863
Discontinuities in indirect estimation: An application to EAR models 0 0 0 10 0 0 0 55
Indirect inference and variance reduction using control variates 0 0 1 55 0 0 5 169
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 11 0 1 2 42
Models of labour demand with fixed costs of adjustment: a generalised tobit approach 0 0 1 3 0 0 3 12
Residual diagnostics for interpreting CUB models 0 0 0 0 2 4 10 32
Savings and investments in the OECD: a panel cointegration study with a new bootstrap test 1 3 7 7 2 7 19 19
Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test 1 2 3 3 2 7 12 12
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 2 38 1 3 9 129
Testing for Granger non-causality using the autoregressive metric 0 1 8 11 2 6 22 37
Total Journal Articles 3 10 40 295 15 47 168 1,785


Statistics updated 2015-07-02