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 2 15 2 5 10 68
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 0 0 4 44 2 3 13 85
A note on the estimation of long-run relationships in dependent cointegrated panels 0 0 3 48 0 1 6 87
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 3 42 2 4 18 67
A sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 8 85 2 9 50 200
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs 0 3 74 74 2 10 48 48
Cointegration testing in dependent panels with breaks 0 0 2 128 1 1 4 263
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 8 1 3 13 66
Indirect Estimation of Just-Identified Models with Control Variates 0 2 2 12 0 6 14 81
Indirect estimation of Markov switching models with endogenous switching 0 0 3 26 0 3 12 70
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 2 4 15 56 5 12 34 123
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 1 1 59 4 6 15 95
Testing for breaks in cointegrated panels 2 2 3 59 2 2 4 115
Testing for non-causality by using the Autoregressive Metric 0 1 3 50 0 3 16 57
Total Working Papers 4 13 123 706 23 68 257 1,425


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 9 16 1 9 36 76
A residual-based bootstrap test for panel cointegration 0 7 25 115 2 15 49 256
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 1 2 8 0 6 14 31
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 1 1 7 829
Discontinuities in indirect estimation: An application to EAR models 0 0 0 10 0 5 13 55
Indirect inference and variance reduction using control variates 0 0 0 54 0 1 3 164
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 11 0 3 7 40
Models of labour demand with fixed costs of adjustment: a generalised tobit approach 0 0 1 2 0 0 7 9
Residual diagnostics for interpreting CUB models 0 0 0 0 0 1 9 22
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 1 4 36 2 5 19 120
Testing for Granger non-causality using the autoregressive metric 1 3 3 3 2 10 15 15
Total Journal Articles 1 14 44 255 8 56 179 1,617


Statistics updated 2014-07-03