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 17 0 0 1 80
A Deeper Analysis on Pharmaceutical Submarket Concentration: the US market in 1987-1998 0 1 9 9 0 2 20 20
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 0 1 1 51 0 1 3 129
A note on the estimation of long-run relationships in dependent cointegrated panels 0 0 1 52 0 0 5 120
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 44 0 0 4 96
A sieve bootstrap range test for poolability in dependent cointegrated panels 0 1 1 95 2 9 29 267
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs 0 0 6 89 0 0 19 118
Cointegration testing in dependent panels with breaks 0 0 1 133 0 0 4 280
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 1 10 0 1 8 91
Dealing with unobservable common trends in small samples: a panel cointegration approach 1 1 1 78 2 2 5 65
Entry and Patents: Evidence from the US Cardiovascular Pharmaceutical Sector 0 2 9 9 0 2 17 17
Evaluating Restricted Common Factor models for non-stationary data 2 2 29 29 3 3 17 17
Indirect Estimation of Just-Identified Models with Control Variates 0 0 2 20 0 1 7 128
Indirect estimation of Markov switching models with endogenous switching 0 0 1 35 0 0 3 105
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 2 83 0 0 7 235
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 68 0 0 3 124
Testing for breaks in cointegrated panels 0 0 1 62 0 0 4 131
Testing for non-causality by using the Autoregressive Metric 0 0 0 54 0 0 5 87
Total Working Papers 3 8 65 938 7 21 161 2,110


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 2 27 1 3 8 126
A residual-based bootstrap test for panel cointegration 0 0 1 142 0 2 9 324
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 9 1 1 6 57
Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs 0 0 3 5 1 2 23 29
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 0 1 5 906
Discontinuities in indirect estimation: An application to EAR models 0 0 0 11 0 1 5 70
Indirect inference and variance reduction using control variates 0 0 0 55 0 0 1 174
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 12 0 0 1 50
Models of labour demand with fixed costs of adjustment: a generalised tobit approach 0 1 1 5 0 1 2 21
Residual diagnostics for interpreting CUB models 0 0 0 0 0 0 1 44
Savings and investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 0 14 0 0 4 39
Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test 0 0 2 9 0 0 7 35
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 2 41 0 1 8 154
Testing for Granger non-causality using the autoregressive metric 0 0 3 16 1 1 9 62
Total Journal Articles 0 1 14 346 4 13 89 2,091


Statistics updated 2017-12-03