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 1 6 94
A Deeper Analysis on Pharmaceutical Submarket Concentration: the US market in 1987-1998 0 0 0 18 0 1 26 108
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 0 0 0 55 1 1 11 159
A note on the estimation of long-run relationships in dependent cointegrated panels 0 0 0 59 0 0 21 163
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 49 0 1 17 133
A sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 95 0 0 9 302
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 77 77 83 246
Cointegration testing in dependent panels with breaks 0 0 0 137 0 3 14 313
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 20 0 1 13 145
Dealing with unobservable common trends in small samples: a panel cointegration approach 0 0 0 80 1 2 25 121
Entry and Patents: Evidence from the US Cardiovascular Pharmaceutical Sector 0 0 0 17 0 2 18 92
Evaluating Restricted Common Factor models for non-stationary data 0 0 0 49 0 1 11 88
Fiscal reaction functions for the advanced economies revisited 0 0 0 59 0 1 19 138
Forecasting mortality rates and life expectancy in the year of Covid-19 0 0 1 163 1 3 19 353
Indirect Estimation of Just-Identified Models with Control Variates 0 0 0 24 0 0 7 168
Indirect estimation of Markov switching models with endogenous switching 0 0 0 42 1 1 17 158
Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector 0 0 0 17 0 0 10 39
Regional Income Dynamics in Bangladesh: The Road to a Balanced Development is in the Middle 0 1 1 10 1 2 24 60
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 1 105 1 1 12 341
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 69 0 1 11 152
Testing for breaks in cointegrated panels 0 0 0 65 0 0 9 152
Testing for non-causality by using the Autoregressive Metric 0 0 1 60 0 0 14 117
The Prebish-Singer hypothesis in the post-colonial era: evidence from panel cointegration 0 0 1 78 0 1 20 154
The Stata module for CUB models for rating data analysis 0 0 1 38 0 1 11 85
The impact of submarket concentration in the US pharmaceutical industry in 1987-1998 0 0 0 39 1 1 9 61
Total Working Papers 0 1 6 1,463 84 102 436 3,942

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 0 5 1 1 12 29
A mixture model for self-assessed stress at work across EU 163 0 0 1 1 0 0 13 19
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 31 1 2 15 167
A residual-based bootstrap test for panel cointegration 0 0 0 149 0 2 19 374
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 9 0 2 9 96
Atheoretical Regression Trees for classifying risky financial institutions 0 0 1 6 0 0 17 45
Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs 0 1 1 13 1 5 15 73
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 0 1 11 922
Digital inequality and migrant students' educational performance: evidence from Campania 0 0 0 0 1 2 2 2
Discontinuities in indirect estimation: An application to EAR models 0 0 0 12 0 0 7 88
Economic outcomes and immigrants self-identification 0 0 0 1 1 2 12 19
Evaluating restricted common factor models for non-stationary data 0 0 0 5 0 1 6 17
Fiscal reaction functions for the advanced economies revisited 1 1 2 6 1 1 12 37
Fitting mixture models for feeling and uncertainty for rating data analysis 0 0 0 7 0 1 12 29
Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models 0 0 1 14 0 2 15 82
Indirect inference and variance reduction using control variates 0 0 0 56 1 1 13 199
Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector 0 0 0 1 0 0 6 32
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 0 1 1 9 22
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 0 0 7 43
Preface 0 0 0 0 0 0 5 13
Regional income dynamics in Bangladesh 0 0 1 4 0 1 16 22
Residual diagnostics for interpreting CUB models 0 0 0 0 0 0 3 70
Savings and investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 0 25 2 3 17 112
Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test 0 0 0 10 0 0 20 88
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 43 0 0 15 196
Testing for Granger non-causality using the autoregressive metric 0 0 0 19 0 0 13 95
The Prebish–Singer hypothesis in the post-colonial era: Evidence from panel cointegration 0 0 0 11 0 1 19 89
Total Journal Articles 1 2 7 447 10 29 325 3,040

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Statistics updated 2026-09-10