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 4 5 93
A Deeper Analysis on Pharmaceutical Submarket Concentration: the US market in 1987-1998 0 0 0 18 0 7 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 0 4 10 158
A note on the estimation of long-run relationships in dependent cointegrated panels 0 0 0 59 1 2 21 163
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 49 0 3 16 132
A sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 95 0 3 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 0 2 7 169
Cointegration testing in dependent panels with breaks 0 0 0 137 1 5 11 310
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 20 0 6 13 144
Dealing with unobservable common trends in small samples: a panel cointegration approach 0 0 0 80 3 7 23 119
Entry and Patents: Evidence from the US Cardiovascular Pharmaceutical Sector 0 0 0 17 2 7 17 90
Evaluating Restricted Common Factor models for non-stationary data 0 0 0 49 0 1 10 87
Fiscal reaction functions for the advanced economies revisited 0 0 0 59 0 2 18 137
Forecasting mortality rates and life expectancy in the year of Covid-19 1 1 1 163 2 3 19 350
Indirect Estimation of Just-Identified Models with Control Variates 0 0 0 24 1 1 9 168
Indirect estimation of Markov switching models with endogenous switching 0 0 0 42 0 6 16 157
Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector 0 0 0 17 1 3 12 39
Regional Income Dynamics in Bangladesh: The Road to a Balanced Development is in the Middle 0 0 1 9 0 5 25 58
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 1 105 0 4 15 340
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 69 0 2 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 0 5 15 117
The Prebish-Singer hypothesis in the post-colonial era: evidence from panel cointegration 0 0 1 78 0 8 19 153
The Stata module for CUB models for rating data analysis 0 0 1 38 0 4 11 84
The impact of submarket concentration in the US pharmaceutical industry in 1987-1998 0 0 0 39 0 1 8 60
Total Working Papers 1 2 6 1,462 12 97 355 3,840

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 1 5 0 1 12 28
A mixture model for self-assessed stress at work across EU 163 0 0 1 1 0 0 14 19
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 31 0 3 13 165
A residual-based bootstrap test for panel cointegration 0 0 1 149 1 4 19 372
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 9 0 2 7 94
Atheoretical Regression Trees for classifying risky financial institutions 0 0 1 6 3 8 18 45
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 4 12 68
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 0 3 10 921
Discontinuities in indirect estimation: An application to EAR models 0 0 0 12 1 3 7 88
Economic outcomes and immigrants self-identification 0 0 0 1 0 2 10 17
Evaluating restricted common factor models for non-stationary data 0 0 0 5 0 0 6 16
Fiscal reaction functions for the advanced economies revisited 0 0 2 5 2 3 12 36
Fitting mixture models for feeling and uncertainty for rating data analysis 0 0 0 7 0 4 11 28
Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models 0 0 3 14 0 2 17 80
Indirect inference and variance reduction using control variates 0 0 0 56 1 7 13 198
Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector 0 0 0 1 0 2 6 32
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 12 0 0 5 60
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 0 0 2 8 21
Models of labour demand with fixed costs of adjustment: a generalised tobit approach 0 0 0 7 0 2 7 43
Preface 0 0 0 0 0 1 6 13
Regional income dynamics in Bangladesh 0 1 2 4 1 2 16 21
Residual diagnostics for interpreting CUB models 0 0 0 0 0 1 3 70
Savings and investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 0 25 0 4 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 5 13 21 88
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 43 0 6 15 196
Testing for Granger non-causality using the autoregressive metric 0 0 0 19 6 7 14 95
The Prebish–Singer hypothesis in the post-colonial era: Evidence from panel cointegration 0 0 0 11 0 5 20 88
Total Journal Articles 0 1 11 445 20 91 318 3,011

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Statistics updated 2026-06-04