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 17 0 0 1 80
A Deeper Analysis on Pharmaceutical Submarket Concentration: the US market in 1987-1998 1 1 9 9 2 3 20 20
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 0 0 0 50 0 0 2 128
A note on the estimation of long-run relationships in dependent cointegrated panels 0 0 1 52 0 0 6 120
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 44 0 0 4 96
A sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 94 4 8 26 262
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs 0 0 7 89 0 3 22 118
Cointegration testing in dependent panels with breaks 0 0 1 133 0 0 5 280
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 1 10 0 1 8 90
Dealing with unobservable common trends in small samples: a panel cointegration approach 0 0 3 77 0 0 7 63
Entry and Patents: Evidence from the US Cardiovascular Pharmaceutical Sector 1 4 8 8 1 7 16 16
Evaluating Restricted Common Factor models for non-stationary data 0 0 27 27 0 3 14 14
Indirect Estimation of Just-Identified Models with Control Variates 0 0 3 20 1 2 10 128
Indirect estimation of Markov switching models with endogenous switching 0 0 2 35 0 1 6 105
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 0 1 3 83 0 1 9 235
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 68 0 0 3 124
Testing for breaks in cointegrated panels 0 0 1 62 0 0 5 131
Testing for non-causality by using the Autoregressive Metric 0 0 0 54 0 1 5 87
Total Working Papers 2 6 66 932 8 30 169 2,097


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 2 27 2 2 9 125
A residual-based bootstrap test for panel cointegration 0 0 2 142 2 2 10 324
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 9 0 0 6 56
Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs 0 0 5 5 1 5 28 28
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 1 1 10 906
Discontinuities in indirect estimation: An application to EAR models 0 0 0 11 1 1 6 70
Indirect inference and variance reduction using control variates 0 0 0 55 0 0 2 174
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 12 0 0 1 50
Models of labour demand with fixed costs of adjustment: a generalised tobit approach 0 0 0 4 0 0 1 20
Residual diagnostics for interpreting CUB models 0 0 0 0 0 0 2 44
Savings and investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 0 14 0 0 5 39
Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test 0 1 3 9 0 3 9 35
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 2 41 0 0 7 153
Testing for Granger non-causality using the autoregressive metric 0 2 3 16 0 2 8 61
Total Journal Articles 0 3 17 345 7 16 104 2,085


Statistics updated 2017-10-05