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 16 1 3 6 76
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 0 0 4 50 0 1 20 121
A note on the estimation of long-run relationships in dependent cointegrated panels 0 0 0 51 0 1 9 108
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 44 0 0 11 90
A sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 4 94 0 0 18 231
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs 2 2 3 82 2 4 17 93
Cointegration testing in dependent panels with breaks 0 1 1 132 0 4 7 274
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 9 2 4 9 81
Dealing with unobservable common trends in small samples: a panel cointegration approach 0 0 4 71 1 2 19 47
Indirect Estimation of Just-Identified Models with Control Variates 0 0 2 15 1 4 21 113
Indirect estimation of Markov switching models with endogenous switching 0 0 3 32 2 6 18 93
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 9 76 5 14 49 217
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 2 68 0 1 11 117
Testing for breaks in cointegrated panels 0 0 1 61 0 1 4 123
Testing for non-causality by using the Autoregressive Metric 0 0 0 54 0 2 12 81
Total Working Papers 2 3 33 855 14 47 231 1,865


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 4 24 0 0 19 110
A residual-based bootstrap test for panel cointegration 0 1 11 139 3 6 27 310
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 8 2 2 11 48
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 2 6 33 894
Discontinuities in indirect estimation: An application to EAR models 0 1 1 11 0 4 5 60
Indirect inference and variance reduction using control variates 0 0 0 55 0 3 3 172
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 1 12 1 3 6 48
Models of labour demand with fixed costs of adjustment: a generalised tobit approach 0 0 1 4 0 2 6 18
Residual diagnostics for interpreting CUB models 0 0 0 0 0 2 10 40
Savings and investments in the OECD: a panel cointegration study with a new bootstrap test 0 2 8 14 0 5 13 30
Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test 0 3 4 6 0 5 11 21
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 1 39 0 1 13 141
Testing for Granger non-causality using the autoregressive metric 0 0 2 13 2 6 15 50
Total Journal Articles 0 7 33 325 10 45 172 1,942


Statistics updated 2016-06-03