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 6 14 19 100
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 0 0 0 55 2 5 7 154
A note on the estimation of long-run relationships in dependent cointegrated panels 0 0 1 59 9 16 20 161
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 49 5 12 13 129
A sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 95 1 6 7 299
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 4 5 167
Cointegration testing in dependent panels with breaks 0 0 0 137 1 4 13 305
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 20 0 5 7 138
Dealing with unobservable common trends in small samples: a panel cointegration approach 0 0 0 80 6 15 16 112
Entry and Patents: Evidence from the US Cardiovascular Pharmaceutical Sector 0 0 0 17 1 9 10 83
Evaluating Restricted Common Factor models for non-stationary data 0 0 0 49 2 5 10 86
Fiscal reaction functions for the advanced economies revisited 0 0 0 59 5 15 16 135
Forecasting mortality rates and life expectancy in the year of Covid-19 0 0 0 162 3 12 21 347
Indirect Estimation of Just-Identified Models with Control Variates 0 0 0 24 2 5 8 167
Indirect estimation of Markov switching models with endogenous switching 0 0 0 42 2 8 10 151
Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector 0 0 0 17 0 6 9 36
Regional Income Dynamics in Bangladesh: The Road to a Balanced Development is in the Middle 0 0 1 9 5 14 21 53
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 2 105 2 6 12 336
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 69 1 5 9 149
Testing for breaks in cointegrated panels 0 0 0 65 0 7 7 150
Testing for non-causality by using the Autoregressive Metric 0 0 0 59 3 8 11 112
The Prebish-Singer hypothesis in the post-colonial era: evidence from panel cointegration 0 1 1 78 0 9 12 145
The Stata module for CUB models for rating data analysis 0 0 1 38 0 3 7 80
The impact of submarket concentration in the US pharmaceutical industry in 1987-1998 0 0 0 39 1 5 9 59
Total Working Papers 0 1 6 1,460 59 198 280 3,743

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 1 8 14 27
A mixture model for self-assessed stress at work across EU 163 0 0 1 1 2 12 15 19
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 31 2 10 11 162
A residual-based bootstrap test for panel cointegration 0 0 1 149 4 12 15 368
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 9 0 2 6 92
Atheoretical Regression Trees for classifying risky financial institutions 0 0 1 6 0 5 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 0 3 8 64
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 1 1 7 918
Discontinuities in indirect estimation: An application to EAR models 0 0 0 12 0 2 5 85
Economic outcomes and immigrants self-identification 0 0 0 1 1 5 8 15
Evaluating restricted common factor models for non-stationary data 0 0 0 5 1 4 6 16
Fiscal reaction functions for the advanced economies revisited 0 1 2 5 0 7 9 33
Fitting mixture models for feeling and uncertainty for rating data analysis 0 0 1 7 2 4 8 24
Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models 0 0 3 14 2 8 16 78
Indirect inference and variance reduction using control variates 0 0 0 56 0 2 6 191
Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector 0 0 1 1 1 3 6 30
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 0 0 4 6 19
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 12 0 4 5 60
Models of labour demand with fixed costs of adjustment: a generalised tobit approach 0 0 0 7 2 5 5 41
Preface 0 0 0 0 0 2 5 12
Regional income dynamics in Bangladesh 0 0 1 3 3 8 14 19
Residual diagnostics for interpreting CUB models 0 0 0 0 0 1 2 69
Savings and investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 0 25 2 9 12 105
Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test 0 0 0 10 1 7 8 75
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 43 3 5 9 190
Testing for Granger non-causality using the autoregressive metric 0 0 0 19 0 4 8 88
The Prebish–Singer hypothesis in the post-colonial era: Evidence from panel cointegration 0 0 1 11 2 11 16 83
Total Journal Articles 0 1 14 444 30 148 240 2,920

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Statistics updated 2026-03-04