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 2 3 4 92
A Deeper Analysis on Pharmaceutical Submarket Concentration: the US market in 1987-1998 0 0 0 18 7 13 26 107
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 0 0 0 55 3 6 10 158
A note on the estimation of long-run relationships in dependent cointegrated panels 0 0 1 59 0 10 21 162
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 49 1 8 16 132
A sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 95 3 4 10 302
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 7 169
Cointegration testing in dependent panels with breaks 0 0 0 137 3 5 10 309
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 20 5 6 13 144
Dealing with unobservable common trends in small samples: a panel cointegration approach 0 0 0 80 3 10 20 116
Entry and Patents: Evidence from the US Cardiovascular Pharmaceutical Sector 0 0 0 17 5 6 15 88
Evaluating Restricted Common Factor models for non-stationary data 0 0 0 49 1 3 10 87
Fiscal reaction functions for the advanced economies revisited 0 0 0 59 1 7 18 137
Forecasting mortality rates and life expectancy in the year of Covid-19 0 0 0 162 1 4 20 348
Indirect Estimation of Just-Identified Models with Control Variates 0 0 0 24 0 2 8 167
Indirect estimation of Markov switching models with endogenous switching 0 0 0 42 4 8 16 157
Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector 0 0 0 17 2 2 11 38
Regional Income Dynamics in Bangladesh: The Road to a Balanced Development is in the Middle 0 0 1 9 2 10 26 58
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 2 105 4 6 16 340
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 69 2 3 10 151
Testing for breaks in cointegrated panels 0 0 0 65 0 2 9 152
Testing for non-causality by using the Autoregressive Metric 0 1 1 60 4 8 15 117
The Prebish-Singer hypothesis in the post-colonial era: evidence from panel cointegration 0 0 1 78 7 8 19 153
The Stata module for CUB models for rating data analysis 0 0 1 38 2 4 11 84
The impact of submarket concentration in the US pharmaceutical industry in 1987-1998 0 0 0 39 1 2 8 60
Total Working Papers 0 1 7 1,461 65 144 349 3,828

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 0 2 15 28
A mixture model for self-assessed stress at work across EU 163 0 0 1 1 0 2 14 19
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 31 3 5 13 165
A residual-based bootstrap test for panel cointegration 0 0 1 149 2 7 18 371
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 9 2 2 7 94
Atheoretical Regression Trees for classifying risky financial institutions 0 0 1 6 5 5 15 42
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 4 4 12 68
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 3 4 10 921
Discontinuities in indirect estimation: An application to EAR models 0 0 0 12 0 2 6 87
Economic outcomes and immigrants self-identification 0 0 0 1 1 3 10 17
Evaluating restricted common factor models for non-stationary data 0 0 0 5 0 1 6 16
Fiscal reaction functions for the advanced economies revisited 0 0 2 5 1 1 10 34
Fitting mixture models for feeling and uncertainty for rating data analysis 0 0 0 7 4 6 11 28
Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models 0 0 3 14 2 4 18 80
Indirect inference and variance reduction using control variates 0 0 0 56 5 6 12 197
Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector 0 0 0 1 1 3 6 32
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 0 2 2 8 21
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 12 0 0 5 60
Models of labour demand with fixed costs of adjustment: a generalised tobit approach 0 0 0 7 2 4 7 43
Preface 0 0 0 0 1 1 6 13
Regional income dynamics in Bangladesh 1 1 2 4 1 4 15 20
Residual diagnostics for interpreting CUB models 0 0 0 0 1 1 3 70
Savings and investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 0 25 4 6 16 109
Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test 0 0 0 10 7 9 16 83
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 43 2 9 15 196
Testing for Granger non-causality using the autoregressive metric 0 0 0 19 0 1 8 89
The Prebish–Singer hypothesis in the post-colonial era: Evidence from panel cointegration 0 0 1 11 3 7 21 88
Total Journal Articles 1 1 13 445 56 101 303 2,991

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Statistics updated 2026-05-06