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 1 1 1 89
A Deeper Analysis on Pharmaceutical Submarket Concentration: the US market in 1987-1998 0 0 0 18 1 2 2 83
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 0 0 0 55 0 1 4 149
A note on the estimation of long-run relationships in dependent cointegrated panels 0 0 1 59 0 2 3 144
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 49 1 1 2 117
A sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 95 0 1 1 293
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 0 1 7 163
Cointegration testing in dependent panels with breaks 0 0 0 137 0 0 7 299
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 20 0 1 2 132
Dealing with unobservable common trends in small samples: a panel cointegration approach 0 0 1 80 0 0 3 96
Entry and Patents: Evidence from the US Cardiovascular Pharmaceutical Sector 0 0 0 17 0 1 2 74
Evaluating Restricted Common Factor models for non-stationary data 0 0 0 49 2 2 3 79
Fiscal reaction functions for the advanced economies revisited 0 0 0 59 1 1 1 120
Forecasting mortality rates and life expectancy in the year of Covid-19 0 0 1 162 0 3 13 335
Indirect Estimation of Just-Identified Models with Control Variates 0 0 0 24 0 1 4 161
Indirect estimation of Markov switching models with endogenous switching 0 0 0 42 1 2 2 143
Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector 0 0 0 17 0 1 3 29
Regional Income Dynamics in Bangladesh: The Road to a Balanced Development is in the Middle 0 0 1 9 0 2 8 38
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 0 1 2 105 0 3 9 330
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 69 1 1 2 142
Testing for breaks in cointegrated panels 0 0 0 65 0 0 0 143
Testing for non-causality by using the Autoregressive Metric 0 0 0 59 1 2 3 104
The Prebish-Singer hypothesis in the post-colonial era: evidence from panel cointegration 0 0 0 77 1 1 2 135
The Stata module for CUB models for rating data analysis 0 1 3 38 0 2 5 75
The impact of submarket concentration in the US pharmaceutical industry in 1987-1998 0 0 0 39 0 0 3 52
Total Working Papers 0 2 9 1,459 10 32 92 3,525

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 3 5 0 1 8 18
A mixture model for self-assessed stress at work across EU 163 0 1 1 1 0 2 4 7
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 31 0 0 1 152
A residual-based bootstrap test for panel cointegration 0 0 2 149 1 1 4 356
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 9 1 1 3 88
Atheoretical Regression Trees for classifying risky financial institutions 0 0 0 5 2 2 4 30
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 5 61
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 2 2 2 913
Discontinuities in indirect estimation: An application to EAR models 0 0 0 12 2 2 3 83
Economic outcomes and immigrants self-identification 0 0 0 1 0 0 0 7
Evaluating restricted common factor models for non-stationary data 0 0 0 5 0 1 1 11
Fiscal reaction functions for the advanced economies revisited 0 1 1 4 1 2 4 26
Fitting mixture models for feeling and uncertainty for rating data analysis 0 0 2 7 1 1 4 18
Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models 0 1 3 14 0 1 7 68
Indirect inference and variance reduction using control variates 0 0 0 56 0 1 1 186
Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector 0 0 1 1 1 1 4 27
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 12 0 0 0 55
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 0 0 0 2 13
Models of labour demand with fixed costs of adjustment: a generalised tobit approach 0 0 0 7 0 0 1 36
Preface 0 0 0 0 1 2 2 9
Regional income dynamics in Bangladesh 0 1 3 3 2 5 9 10
Residual diagnostics for interpreting CUB models 0 0 0 0 1 1 2 68
Savings and investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 0 25 0 3 5 96
Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test 0 0 0 10 0 1 2 68
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 43 1 1 2 182
Testing for Granger non-causality using the autoregressive metric 0 0 1 19 1 2 4 83
The Prebish–Singer hypothesis in the post-colonial era: Evidence from panel cointegration 0 0 1 11 0 1 4 71
Total Journal Articles 0 4 18 442 20 37 88 2,742

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Statistics updated 2025-11-08