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 17 0 0 4 80
A Deeper Analysis on Pharmaceutical Submarket Concentration: the US market in 1987-1998 0 2 8 8 1 6 14 14
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 0 0 0 50 0 1 6 127
A note on the estimation of long-run relationships in dependent cointegrated panels 0 1 1 52 0 2 12 120
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 44 0 0 6 96
A sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 94 2 6 22 253
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs 0 2 7 89 0 3 22 115
Cointegration testing in dependent panels with breaks 0 1 1 133 1 2 6 280
Control variates for variance reduction in indirect inference: interest rate models in continuous time 1 1 1 10 1 3 8 89
Dealing with unobservable common trends in small samples: a panel cointegration approach 0 0 6 77 1 1 16 63
Evaluating Restricted Common Factor models for non-stationary data 0 24 24 24 1 8 8 8
Indirect Estimation of Just-Identified Models with Control Variates 2 2 5 20 2 4 13 126
Indirect estimation of Markov switching models with endogenous switching 1 1 3 35 1 1 11 104
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 6 82 0 0 17 234
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 68 1 2 7 124
Testing for breaks in cointegrated panels 0 1 1 62 0 2 8 131
Testing for non-causality by using the Autoregressive Metric 0 0 0 54 0 2 5 86
Total Working Papers 4 35 64 919 11 43 185 2,050


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 3 27 1 3 13 123
A residual-based bootstrap test for panel cointegration 0 0 3 142 0 1 12 322
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 1 9 1 1 8 56
Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs 1 2 5 5 2 6 21 21
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 0 0 11 905
Discontinuities in indirect estimation: An application to EAR models 0 0 0 11 1 2 9 69
Indirect inference and variance reduction using control variates 0 0 0 55 0 0 2 174
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 12 0 0 2 50
Models of labour demand with fixed costs of adjustment: a generalised tobit approach 0 0 0 4 0 0 2 20
Residual diagnostics for interpreting CUB models 0 0 0 0 0 0 4 44
Savings and investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 0 14 1 1 8 38
Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test 0 0 2 8 0 2 11 32
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 1 2 2 41 2 3 11 152
Testing for Granger non-causality using the autoregressive metric 0 0 1 14 0 2 8 58
Total Journal Articles 2 6 17 342 8 21 122 2,064


Statistics updated 2017-06-02