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 1 16 0 0 1 70
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 0 1 3 47 0 1 15 102
A note on the estimation of long-run relationships in dependent cointegrated panels 0 0 3 51 0 1 13 100
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 44 0 1 7 80
A sieve bootstrap range test for poolability in dependent cointegrated panels 1 3 7 93 2 9 19 222
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs 0 1 3 80 0 8 27 84
Cointegration testing in dependent panels with breaks 0 0 2 131 0 2 5 269
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 1 9 0 1 5 73
Dealing with unobservable common trends in small samples: a panel cointegration approach 0 1 68 68 0 4 32 32
Indirect Estimation of Just-Identified Models with Control Variates 0 0 1 13 0 3 13 95
Indirect estimation of Markov switching models with endogenous switching 0 0 2 29 0 3 7 78
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 2 5 12 72 4 15 48 183
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 1 8 67 0 2 11 108
Testing for breaks in cointegrated panels 0 0 1 60 0 0 3 119
Testing for non-causality by using the Autoregressive Metric 0 0 3 54 0 2 12 71
Total Working Papers 3 12 115 834 6 52 218 1,686


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 1 1 5 21 1 1 14 92
A residual-based bootstrap test for panel cointegration 1 2 12 130 2 4 22 287
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 8 0 2 7 39
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 1 4 35 865
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 4 169
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 11 0 1 3 43
Models of labour demand with fixed costs of adjustment: a generalised tobit approach 0 0 0 3 0 0 2 12
Residual diagnostics for interpreting CUB models 0 0 0 0 3 5 12 35
Savings and investments in the OECD: a panel cointegration study with a new bootstrap test 1 2 7 8 1 3 17 20
Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test 0 1 3 3 0 3 13 13
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 1 1 2 39 1 2 8 130
Testing for Granger non-causality using the autoregressive metric 0 1 9 12 0 4 23 39
Total Journal Articles 4 8 39 300 9 29 160 1,799


Statistics updated 2015-09-02