Access Statistics for Francesca Di Iorio

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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 20 0 0 0 88
A Deeper Analysis on Pharmaceutical Submarket Concentration: the US market in 1987-1998 0 0 1 18 0 0 1 81
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 0 0 0 55 1 2 4 147
A note on the estimation of long-run relationships in dependent cointegrated panels 0 0 2 58 0 0 3 141
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 49 1 1 3 116
A sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 95 0 0 1 292
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs 0 0 0 95 1 3 6 162
Cointegration testing in dependent panels with breaks 0 0 1 137 0 0 1 292
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 20 0 1 1 131
Dealing with unobservable common trends in small samples: a panel cointegration approach 0 1 1 80 1 3 3 96
Entry and Patents: Evidence from the US Cardiovascular Pharmaceutical Sector 0 0 0 17 1 1 2 73
Evaluating Restricted Common Factor models for non-stationary data 0 0 0 49 0 0 0 76
Fiscal reaction functions for the advanced economies revisited 0 0 0 59 0 0 0 119
Forecasting mortality rates and life expectancy in the year of Covid-19 0 0 4 162 2 3 14 326
Indirect Estimation of Just-Identified Models with Control Variates 0 0 1 24 1 2 10 159
Indirect estimation of Markov switching models with endogenous switching 0 0 1 42 0 0 3 141
Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector 0 0 0 17 0 0 1 27
Regional Income Dynamics in Bangladesh: The Road to a Balanced Development is in the Middle 0 0 1 8 1 2 6 32
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 0 103 2 3 4 324
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 69 0 0 0 140
Testing for breaks in cointegrated panels 0 0 1 65 0 0 1 143
Testing for non-causality by using the Autoregressive Metric 0 0 0 59 0 0 0 101
The Prebish-Singer hypothesis in the post-colonial era: evidence from panel cointegration 0 0 2 77 0 0 6 133
The Stata module for CUB models for rating data analysis 0 1 5 37 1 2 11 73
The impact of submarket concentration in the US pharmaceutical industry in 1987-1998 0 0 2 39 0 0 4 50
Total Working Papers 0 2 22 1,454 12 23 85 3,463

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison between VAR processes jointly modeling GDP and Unemployment rate in France and Germany 0 1 2 3 0 2 6 13
A mixture model for self-assessed stress at work across EU 163 0 0 0 0 0 1 4 4
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 31 0 0 1 151
A residual-based bootstrap test for panel cointegration 0 1 2 148 0 1 3 353
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 9 1 1 2 86
Atheoretical Regression Trees for classifying risky financial institutions 0 0 0 5 0 0 1 27
Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs 0 0 0 12 0 0 1 56
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 0 0 0 911
Discontinuities in indirect estimation: An application to EAR models 0 0 0 12 0 0 2 80
Economic outcomes and immigrants self-identification 0 0 1 1 0 0 3 7
Evaluating restricted common factor models for non-stationary data 0 0 0 5 0 0 1 10
Fiscal reaction functions for the advanced economies revisited 0 0 0 3 0 2 4 24
Fitting mixture models for feeling and uncertainty for rating data analysis 0 1 2 6 1 2 4 16
Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models 0 0 2 11 0 1 7 62
Indirect inference and variance reduction using control variates 0 0 0 56 0 0 2 185
Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector 0 0 0 0 0 1 2 24
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 0 0 1 2 13
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 12 0 0 0 55
Models of labour demand with fixed costs of adjustment: a generalised tobit approach 0 0 0 7 0 1 2 36
Preface 0 0 0 0 0 0 0 7
Regional income dynamics in Bangladesh 0 2 2 2 1 4 5 5
Residual diagnostics for interpreting CUB models 0 0 0 0 0 1 3 67
Savings and investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 0 25 0 2 6 93
Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test 0 0 0 10 0 1 1 67
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 43 0 1 1 181
Testing for Granger non-causality using the autoregressive metric 1 1 2 19 1 1 2 80
The Prebish–Singer hypothesis in the post-colonial era: Evidence from panel cointegration 0 0 0 10 0 0 0 67
Total Journal Articles 1 6 13 430 4 23 65 2,680

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Statistics updated 2025-03-03