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 0 1 1 45 4 12 19 99
A note on the estimation of long-run relationships in dependent cointegrated panels 0 1 1 49 3 7 8 94
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 2 44 1 1 15 76
A sieve bootstrap range test for poolability in dependent cointegrated panels 0 1 3 88 0 2 25 211
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs 0 1 9 78 1 7 35 67
Cointegration testing in dependent panels with breaks 0 0 2 129 1 1 4 265
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 1 1 9 0 3 10 71
Dealing with unobservable common trends in small samples: a panel cointegration approach 1 60 62 62 2 14 21 21
Indirect Estimation of Just-Identified Models with Control Variates 0 0 2 12 0 2 14 89
Indirect estimation of Markov switching models with endogenous switching 0 0 3 28 2 2 9 74
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 16 66 5 12 51 159
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 3 61 0 0 10 99
Testing for breaks in cointegrated panels 0 0 3 60 1 2 6 119
Testing for non-causality by using the Autoregressive Metric 0 2 4 53 1 5 14 65
Total Working Papers 1 67 112 799 21 70 247 1,578


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 1 5 18 1 5 22 86
A residual-based bootstrap test for panel cointegration 1 5 17 124 1 5 39 276
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 1 8 0 2 14 37
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 0 10 25 853
Discontinuities in indirect estimation: An application to EAR models 0 0 0 10 0 0 7 55
Indirect inference and variance reduction using control variates 1 1 1 55 1 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 1 3 12
Residual diagnostics for interpreting CUB models 0 0 0 0 2 4 8 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 0 0 0 0 1 2 2 2
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 1 4 38 0 2 13 125
Testing for Granger non-causality using the autoregressive metric 0 5 9 9 2 9 27 29
Total Journal Articles 2 13 42 280 8 42 182 1,725


Statistics updated 2015-03-02