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 3 15 0 1 7 63
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 0 2 6 44 2 4 16 82
A note on the estimation of long-run relationships in dependent cointegrated panels 0 1 4 48 0 1 6 86
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 1 5 42 2 8 24 63
A sieve bootstrap range test for poolability in dependent cointegrated panels 0 5 12 85 5 17 59 191
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs 2 8 71 71 6 14 38 38
Cointegration testing in dependent panels with breaks 1 1 2 128 1 1 6 262
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 3 8 2 2 17 63
Indirect Estimation of Just-Identified Models with Control Variates 0 0 0 10 0 2 10 75
Indirect estimation of Markov switching models with endogenous switching 1 1 4 26 2 2 12 67
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 2 5 23 52 3 11 45 111
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 58 0 2 9 89
Testing for breaks in cointegrated panels 0 1 1 57 0 1 2 113
Testing for non-causality by using the Autoregressive Metric 0 0 2 49 3 5 14 54
Total Working Papers 6 25 136 693 26 71 265 1,357


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 1 2 9 14 3 10 35 67
A residual-based bootstrap test for panel cointegration 1 9 23 108 4 15 46 241
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 1 6 7 2 3 20 25
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 0 0 9 828
Discontinuities in indirect estimation: An application to EAR models 0 0 0 10 2 4 11 50
Indirect inference and variance reduction using control variates 0 0 0 54 0 1 2 163
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 11 0 2 4 37
Models of labour demand with fixed costs of adjustment: a generalised tobit approach 0 0 2 2 0 2 9 9
Residual diagnostics for interpreting CUB models 0 0 0 0 1 3 11 21
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 1 2 3 35 3 6 17 115
Testing for Granger non-causality using the autoregressive metric 0 0 0 0 3 5 5 5
Total Journal Articles 3 14 43 241 18 51 169 1,561


Statistics updated 2014-04-04