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 16 1 2 5 74
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 0 3 4 50 0 12 19 120
A note on the estimation of long-run relationships in dependent cointegrated panels 0 0 0 51 0 7 11 107
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 44 0 8 14 90
A sieve bootstrap range test for poolability in dependent cointegrated panels 0 1 5 94 0 7 19 231
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs 0 0 1 80 0 3 17 89
Cointegration testing in dependent panels with breaks 0 0 1 131 0 0 4 270
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 9 1 4 7 78
Dealing with unobservable common trends in small samples: a panel cointegration approach 0 1 6 71 0 7 21 45
Indirect Estimation of Just-Identified Models with Control Variates 0 2 3 15 1 10 20 110
Indirect estimation of Markov switching models with endogenous switching 0 1 3 32 2 9 14 89
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 0 2 9 76 6 18 47 209
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 1 5 68 0 8 14 116
Testing for breaks in cointegrated panels 0 1 1 61 0 2 3 122
Testing for non-causality by using the Autoregressive Metric 0 0 0 54 1 8 14 80
Total Working Papers 0 12 39 852 12 105 229 1,830


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 4 24 0 10 22 110
A residual-based bootstrap test for panel cointegration 0 3 13 138 1 8 26 305
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 8 0 7 9 46
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 2 11 35 890
Discontinuities in indirect estimation: An application to EAR models 1 1 1 11 2 2 3 58
Indirect inference and variance reduction using control variates 0 0 0 55 1 1 1 170
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 1 12 0 1 4 45
Models of labour demand with fixed costs of adjustment: a generalised tobit approach 0 0 1 4 0 2 4 16
Residual diagnostics for interpreting CUB models 0 0 0 0 0 2 10 38
Savings and investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 8 12 0 0 13 25
Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test 1 1 3 4 2 3 13 18
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 1 39 0 8 14 140
Testing for Granger non-causality using the autoregressive metric 0 1 3 13 1 2 14 45
Total Journal Articles 2 7 35 320 9 57 168 1,906


Statistics updated 2016-04-02