Access Statistics for Patrick Gagliardini

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
A Diagnostic Criterion for Approximate Factor Structure 0 0 0 5 0 0 2 44
A Specification Test For Nonparametric Instrumental Variable Regression 0 0 0 64 0 0 0 197
A diagnostic criterion for approximate factor structure 0 0 0 20 0 0 4 49
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 24 0 0 0 132
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 120 0 2 2 363
Approximate Derivative Pricing for Large Classes of Homogeneous Assets with Systematic Risk 0 0 0 34 0 0 1 141
Constrained Nonparametric Copulas 0 0 0 30 1 1 2 51
Correlated Risks vs Contagion in Stochastic Transition Models 0 0 0 64 0 0 3 161
Duration Time Series Models with Proportional Hazard 0 0 0 25 0 1 1 66
Efficiency in Large Dynamic Panel Models with Common Factor 0 0 0 28 0 0 3 127
Efficiency in Large Dynamic Panel Models with Common Factor 0 0 0 63 0 0 4 189
Efficient Derivative Pricing By The Extended Method of Moments 0 0 0 42 1 2 2 135
Efficient Derivative Pricing by Extended Method of Moments 0 0 0 183 0 1 3 481
Efficient Derivative Pricing by Extended Method of Moments 0 0 1 18 0 0 1 88
Efficient Derivative Pricing by Extended Method of Moments 0 0 0 6 0 0 0 67
Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models Using MIDAS Regressions and ARCH Models 0 0 0 59 0 1 1 52
Is Industrial Production Still the Dominant Factor for the US Economy? 0 0 1 23 0 3 6 76
Is Industrial Production Still the Dominant Factor for the US Economy? 0 1 3 79 0 5 12 122
Microinformation, Nonlinear Filtering and Granularity 0 0 0 24 0 0 7 123
Nonparametric Instrumental Variable Estimators of Structural Quantile Effects 0 0 0 60 0 0 0 169
On the Informational Content of Changing Risk for Dynamic Asset Allocation 0 0 0 17 0 0 1 112
Stochastic Migration Models with Application to Corporate Risk 0 0 0 25 0 0 1 87
Survival of Hedge Funds: Frailty vs Contagion 0 0 0 0 0 0 1 20
Survival of Hedge Funds: Frailty vs Contagion 0 0 0 40 0 0 0 129
Testing Asset Pricing Model with Coskweness 0 0 0 1 0 0 0 241
Tikhonov Regularization for Functional Minimum Distance Estimators 0 0 1 109 1 1 4 417
Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets 0 0 0 17 1 2 6 99
Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets 0 0 0 17 0 0 3 124
Total Working Papers 0 1 6 1,197 4 19 70 4,062

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Specification Test for Nonparametric Instrumental Variable Regression 0 0 0 9 0 0 1 50
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 91 0 0 3 254
An efficient nonparametric estimator for models with nonlinear dependence 0 0 0 47 0 0 2 107
Approximate Derivative Pricing for Large Classes of Homogeneous Assets with Systematic Risk 0 0 0 12 0 0 1 106
Challenges in the teaching of econometrics: the lesson of Pietro Balestra 0 0 0 34 0 1 1 87
Correlated risks vs contagion in stochastic transition models 0 0 0 12 0 0 1 98
Double instrumental variable estimation of interaction models with big data 0 0 0 26 2 2 3 115
Duration time‐series models with proportional hazard 0 0 0 62 0 0 1 142
EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS 0 0 0 11 1 1 2 84
Efficient Derivative Pricing by the Extended Method of Moments 0 0 0 0 0 0 0 239
Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models using MIDAS Regressions and ARCH Models 0 0 0 4 0 0 0 22
Microinformation, Nonlinear Filtering, and Granularity 0 0 0 5 0 0 2 77
Migration correlation: Definition and efficient estimation 0 0 0 89 0 0 0 349
Nonparametric Instrumental Variable Estimation of Structural Quantile Effects 0 0 0 26 0 0 1 185
Robust GMM tests for structural breaks 0 0 0 86 1 1 3 237
Semi-parametric estimation of American option prices 0 0 0 27 2 2 4 152
Spread Term Structure and Default Correlation 0 0 0 12 0 0 4 56
Stochastic Migration Models with Application to Corporate Risk 0 0 0 76 1 2 3 222
Testing Asset Pricing Models With Coskewness 0 0 1 89 0 1 3 202
Tikhonov regularization for nonparametric instrumental variable estimators 0 0 0 28 1 2 4 152
Time‐Varying Risk Premium in Large Cross‐Sectional Equity Data Sets 0 0 4 53 2 4 13 189
Total Journal Articles 0 0 5 799 10 16 52 3,125

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Granularity Theory with Applications to Finance and Insurance 0 0 0 0 0 0 2 40
Total Books 0 0 0 0 0 0 2 40

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Statistics updated 2025-08-05