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 1 2 2 46 2 13 19 101
A note on the estimation of long-run relationships in dependent cointegrated panels 2 3 3 51 2 9 10 96
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 2 44 0 1 13 76
A sieve bootstrap range test for poolability in dependent cointegrated panels 1 1 4 89 1 1 21 212
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs 1 2 8 79 5 8 34 72
Cointegration testing in dependent panels with breaks 1 1 2 130 1 2 4 266
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 1 9 0 2 8 71
Dealing with unobservable common trends in small samples: a panel cointegration approach 3 9 65 65 3 6 24 24
Indirect Estimation of Just-Identified Models with Control Variates 0 0 2 12 1 2 15 90
Indirect estimation of Markov switching models with endogenous switching 1 1 3 29 1 3 8 75
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 1 1 15 67 3 11 51 162
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 2 2 5 63 3 3 13 102
Testing for breaks in cointegrated panels 0 0 3 60 0 2 6 119
Testing for non-causality by using the Autoregressive Metric 1 2 5 54 1 5 12 66
Total Working Papers 14 24 120 813 23 68 244 1,601


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 2 2 6 20 2 4 21 88
A residual-based bootstrap test for panel cointegration 1 4 17 125 3 6 38 279
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 1 8 0 1 12 37
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 2 6 27 855
Discontinuities in indirect estimation: An application to EAR models 0 0 0 10 0 0 5 55
Indirect inference and variance reduction using control variates 0 1 1 55 0 2 6 169
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 11 0 0 4 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 3 7 28
Savings and investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 4 4 0 0 12 12
Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test 1 1 1 1 3 4 5 5
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 1 3 38 1 2 11 126
Testing for Granger non-causality using the autoregressive metric 1 4 10 10 2 8 26 31
Total Journal Articles 5 13 44 285 13 36 177 1,738


Statistics updated 2015-04-05