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 20 0 0 1 89
A Deeper Analysis on Pharmaceutical Submarket Concentration: the US market in 1987-1998 0 0 0 18 3 11 13 94
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 0 0 0 55 2 3 6 152
A note on the estimation of long-run relationships in dependent cointegrated panels 0 0 1 59 4 8 11 152
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 49 7 7 9 124
A sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 95 5 5 6 298
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs 0 0 0 95 2 2 4 165
Cointegration testing in dependent panels with breaks 0 0 0 137 2 5 12 304
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 20 4 6 7 138
Dealing with unobservable common trends in small samples: a panel cointegration approach 0 0 0 80 6 10 11 106
Entry and Patents: Evidence from the US Cardiovascular Pharmaceutical Sector 0 0 0 17 3 8 10 82
Evaluating Restricted Common Factor models for non-stationary data 0 0 0 49 2 5 8 84
Fiscal reaction functions for the advanced economies revisited 0 0 0 59 7 10 11 130
Forecasting mortality rates and life expectancy in the year of Covid-19 0 0 0 162 6 9 20 344
Indirect Estimation of Just-Identified Models with Control Variates 0 0 0 24 3 4 7 165
Indirect estimation of Markov switching models with endogenous switching 0 0 0 42 4 6 8 149
Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector 0 0 0 17 3 7 9 36
Regional Income Dynamics in Bangladesh: The Road to a Balanced Development is in the Middle 0 0 1 9 6 10 17 48
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 2 105 3 4 12 334
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 69 3 6 8 148
Testing for breaks in cointegrated panels 0 0 0 65 6 7 7 150
Testing for non-causality by using the Autoregressive Metric 0 0 0 59 3 5 8 109
The Prebish-Singer hypothesis in the post-colonial era: evidence from panel cointegration 1 1 1 78 7 10 12 145
The Stata module for CUB models for rating data analysis 0 0 1 38 1 5 8 80
The impact of submarket concentration in the US pharmaceutical industry in 1987-1998 0 0 0 39 3 6 8 58
Total Working Papers 1 1 6 1,460 95 159 233 3,684

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison between VAR processes jointly modeling GDP and Unemployment rate in France and Germany 0 0 2 5 6 8 13 26
A mixture model for self-assessed stress at work across EU 163 0 0 1 1 3 10 13 17
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 31 6 8 9 160
A residual-based bootstrap test for panel cointegration 0 0 1 149 5 8 11 364
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 9 0 4 7 92
Atheoretical Regression Trees for classifying risky financial institutions 0 1 1 6 1 7 10 37
Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs 0 0 0 12 3 3 8 64
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 0 4 6 917
Discontinuities in indirect estimation: An application to EAR models 0 0 0 12 1 2 5 85
Economic outcomes and immigrants self-identification 0 0 0 1 2 7 7 14
Evaluating restricted common factor models for non-stationary data 0 0 0 5 3 4 5 15
Fiscal reaction functions for the advanced economies revisited 1 1 2 5 4 7 9 33
Fitting mixture models for feeling and uncertainty for rating data analysis 0 0 1 7 0 4 7 22
Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models 0 0 3 14 3 8 14 76
Indirect inference and variance reduction using control variates 0 0 0 56 1 5 6 191
Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector 0 0 1 1 1 2 5 29
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 12 3 5 5 60
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 0 3 6 6 19
Models of labour demand with fixed costs of adjustment: a generalised tobit approach 0 0 0 7 1 3 3 39
Preface 0 0 0 0 2 3 5 12
Regional income dynamics in Bangladesh 0 0 1 3 4 6 12 16
Residual diagnostics for interpreting CUB models 0 0 0 0 1 1 2 69
Savings and investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 0 25 4 7 10 103
Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test 0 0 0 10 5 6 7 74
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 43 2 5 6 187
Testing for Granger non-causality using the autoregressive metric 0 0 1 19 3 5 9 88
The Prebish–Singer hypothesis in the post-colonial era: Evidence from panel cointegration 0 0 1 11 7 10 14 81
Total Journal Articles 1 2 15 444 74 148 214 2,890

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Statistics updated 2026-02-12