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 2 15 1 6 9 69
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 0 0 3 44 0 2 10 85
A note on the estimation of long-run relationships in dependent cointegrated panels 0 0 2 48 0 1 3 87
A note on the estimation of long-run relationships in panel equations with cross-section linkages 1 1 3 43 2 5 19 69
A sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 7 85 1 5 45 201
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs 1 4 75 75 6 12 54 54
Cointegration testing in dependent panels with breaks 0 0 2 128 0 1 4 263
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 8 2 5 13 68
Indirect Estimation of Just-Identified Models with Control Variates 0 1 2 12 1 4 14 82
Indirect estimation of Markov switching models with endogenous switching 0 0 3 26 0 0 12 70
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 1 5 12 57 3 13 33 126
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 1 59 2 7 15 97
Testing for breaks in cointegrated panels 0 2 3 59 1 3 4 116
Testing for non-causality by using the Autoregressive Metric 0 0 3 50 0 1 14 57
Total Working Papers 3 13 118 709 19 65 249 1,444


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 0 8 16 1 6 33 77
A residual-based bootstrap test for panel cointegration 2 6 26 117 6 14 52 262
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 1 2 8 1 6 13 32
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 1 2 5 830
Discontinuities in indirect estimation: An application to EAR models 0 0 0 10 0 1 12 55
Indirect inference and variance reduction using control variates 0 0 0 54 0 0 2 164
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 11 0 0 5 40
Models of labour demand with fixed costs of adjustment: a generalised tobit approach 0 0 1 2 0 0 4 9
Residual diagnostics for interpreting CUB models 0 0 0 0 1 1 9 23
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 1 4 36 1 5 19 121
Testing for Granger non-causality using the autoregressive metric 0 2 3 3 0 3 15 15
Total Journal Articles 2 10 44 257 11 38 169 1,628


Statistics updated 2014-08-03