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 15 0 0 7 69
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 0 0 2 44 1 1 10 88
A note on the estimation of long-run relationships in dependent cointegrated panels 0 0 1 48 0 0 2 87
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 3 44 0 2 20 75
A sieve bootstrap range test for poolability in dependent cointegrated panels 1 2 8 88 2 6 37 211
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs 0 0 14 77 4 6 40 64
Cointegration testing in dependent panels with breaks 0 0 2 129 0 0 3 264
Control variates for variance reduction in indirect inference: interest rate models in continuous time 1 1 1 9 1 1 8 69
Dealing with unobservable common trends in small samples: a panel cointegration approach 54 56 56 56 11 18 18 18
Indirect Estimation of Just-Identified Models with Control Variates 0 0 2 12 1 6 15 88
Indirect estimation of Markov switching models with endogenous switching 0 1 3 28 0 1 7 72
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 0 6 19 66 4 14 51 151
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 2 3 61 0 2 12 99
Testing for breaks in cointegrated panels 0 1 4 60 0 1 5 117
Testing for non-causality by using the Autoregressive Metric 1 1 3 52 1 2 12 61
Total Working Papers 57 70 121 789 25 60 247 1,533


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 6 18 3 5 27 84
A residual-based bootstrap test for panel cointegration 2 3 22 121 2 7 47 273
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 2 8 1 3 14 36
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 6 16 21 849
Discontinuities in indirect estimation: An application to EAR models 0 0 0 10 0 0 9 55
Indirect inference and variance reduction using control variates 0 0 0 54 0 2 5 167
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 11 0 1 6 41
Models of labour demand with fixed costs of adjustment: a generalised tobit approach 0 0 1 3 1 1 5 12
Residual diagnostics for interpreting CUB models 0 0 0 0 1 2 7 25
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 4 37 1 1 15 124
Testing for Granger non-causality using the autoregressive metric 2 2 6 6 3 5 23 23
Total Journal Articles 5 7 41 268 18 43 179 1,689


Statistics updated 2015-01-03