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 15 0 0 6 69
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 0 1 2 46 0 6 18 101
A note on the estimation of long-run relationships in dependent cointegrated panels 0 2 3 51 2 7 12 98
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 2 44 1 2 13 77
A sieve bootstrap range test for poolability in dependent cointegrated panels 0 1 4 89 0 1 16 212
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs 0 1 8 79 3 9 33 75
Cointegration testing in dependent panels with breaks 1 2 3 131 1 3 5 267
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 1 9 0 0 8 71
Dealing with unobservable common trends in small samples: a panel cointegration approach 1 5 66 66 3 8 27 27
Indirect Estimation of Just-Identified Models with Control Variates 1 1 2 13 2 3 14 92
Indirect estimation of Markov switching models with endogenous switching 0 1 3 29 0 3 5 75
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 0 1 15 67 6 14 55 168
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 2 4 6 65 2 5 14 104
Testing for breaks in cointegrated panels 0 0 3 60 0 1 6 119
Testing for non-causality by using the Autoregressive Metric 0 1 4 54 0 2 10 66
Total Working Papers 5 20 122 818 20 64 242 1,621


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 2 4 20 3 6 20 91
A residual-based bootstrap test for panel cointegration 0 2 14 125 1 5 32 280
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 1 8 0 0 11 37
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 4 6 31 859
Discontinuities in indirect estimation: An application to EAR models 0 0 0 10 0 0 1 55
Indirect inference and variance reduction using control variates 0 1 1 55 0 1 5 169
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 11 0 0 1 41
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 0 2 6 28
Savings and investments in the OECD: a panel cointegration study with a new bootstrap test 2 2 6 6 4 4 16 16
Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test 0 1 1 1 1 5 6 6
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 3 38 2 3 12 128
Testing for Granger non-causality using the autoregressive metric 1 2 10 11 1 5 20 32
Total Journal Articles 3 10 41 288 16 37 164 1,754


Statistics updated 2015-05-02