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 1 1 1 18 1 1 4 84
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 0 0 0 51 0 0 2 138
A note on the estimation of long-run relationships in dependent cointegrated panels 0 0 0 54 0 0 1 129
A note on the estimation of long-run relationships in panel equations with cross-section linkages 1 1 1 48 1 1 5 108
A sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 95 0 1 1 287
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs 0 0 2 94 2 2 5 144
Cointegration testing in dependent panels with breaks 0 0 0 133 0 0 2 286
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 2 16 2 2 10 117
Dealing with unobservable common trends in small samples: a panel cointegration approach 0 0 0 78 0 0 3 83
Evaluating Restricted Common Factor models for non-stationary data 0 1 5 44 3 5 19 65
Fiscal reaction functions for the advanced economies revisited 1 4 13 50 5 11 36 94
Forecasting mortality rates and life expectancy in the year of Covid-19 17 17 17 17 15 15 15 15
Indirect Estimation of Just-Identified Models with Control Variates 0 0 0 21 0 1 4 141
Indirect estimation of Markov switching models with endogenous switching 0 0 3 40 0 0 14 132
Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector 0 1 1 17 0 5 10 16
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 3 100 1 2 17 296
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 69 1 2 4 136
Testing for breaks in cointegrated panels 0 0 0 64 0 0 2 138
Testing for non-causality by using the Autoregressive Metric 1 1 1 57 1 1 1 93
The Prebish-Singer hypothesis in the post-colonial era: evidence from panel cointegration 1 1 4 72 5 12 32 91
The impact of submarket concentration in the US pharmaceutical industry in 1987-1998 0 0 1 34 2 2 11 33
Total Working Papers 22 27 54 1,172 39 63 198 2,626

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 0 30 0 1 7 144
A residual-based bootstrap test for panel cointegration 0 0 0 145 0 0 2 338
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 9 1 2 7 81
Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs 0 0 0 10 0 0 5 46
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 0 0 1 910
Discontinuities in indirect estimation: An application to EAR models 0 0 0 11 0 0 1 76
Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models 1 1 2 2 1 6 17 17
Indirect inference and variance reduction using control variates 0 0 0 56 0 0 1 179
Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector 0 0 0 0 1 3 3 3
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 12 0 0 1 53
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 0 0 0 0 2
Models of labour demand with fixed costs of adjustment: a generalised tobit approach 0 0 1 6 0 0 4 30
Residual diagnostics for interpreting CUB models 0 0 0 0 0 0 4 51
Savings and investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 0 22 1 1 10 72
Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test 0 0 0 10 1 4 11 56
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 42 0 1 7 169
Testing for Granger non-causality using the autoregressive metric 0 0 0 17 0 0 1 70
The Prebish–Singer hypothesis in the post-colonial era: Evidence from panel cointegration 0 0 4 8 5 6 21 51
Total Journal Articles 1 1 7 380 10 24 103 2,348

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Statistics updated 2021-01-03