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 19 0 0 0 87
A Deeper Analysis on Pharmaceutical Submarket Concentration: the US market in 1987-1998 0 0 0 17 0 0 0 77
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 0 0 1 54 0 0 0 141
A note on the estimation of long-run relationships in dependent cointegrated panels 0 0 1 55 0 0 1 136
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 49 0 0 2 112
A sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 95 0 0 1 290
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs 0 0 1 95 1 2 5 155
Cointegration testing in dependent panels with breaks 0 0 0 136 0 0 0 290
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 1 2 19 0 1 3 129
Dealing with unobservable common trends in small samples: a panel cointegration approach 0 0 0 78 0 0 1 91
Entry and Patents: Evidence from the US Cardiovascular Pharmaceutical Sector 0 0 0 17 0 0 0 71
Evaluating Restricted Common Factor models for non-stationary data 0 0 0 49 0 0 1 76
Fiscal reaction functions for the advanced economies revisited 0 1 2 57 0 2 5 113
Forecasting mortality rates and life expectancy in the year of Covid-19 3 3 33 128 4 5 64 257
Indirect Estimation of Just-Identified Models with Control Variates 0 0 0 21 0 1 2 147
Indirect estimation of Markov switching models with endogenous switching 0 0 0 40 0 0 0 136
Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector 0 0 0 17 1 1 4 26
Regional Income Dynamics in Bangladesh: The Road to a Balanced Development is in the Middle 0 1 2 5 0 2 5 14
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 1 103 0 0 8 319
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 69 0 0 0 140
Testing for breaks in cointegrated panels 0 0 0 64 0 0 0 141
Testing for non-causality by using the Autoregressive Metric 0 1 1 59 0 1 2 100
The Prebish-Singer hypothesis in the post-colonial era: evidence from panel cointegration 0 0 2 74 0 0 6 123
The Stata module for CUB models for rating data analysis 0 0 10 27 0 2 21 51
The impact of submarket concentration in the US pharmaceutical industry in 1987-1998 0 0 2 36 0 0 4 41
Total Working Papers 3 7 58 1,383 6 17 135 3,263

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 1 0 0 3 3
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 1 31 0 1 2 150
A residual-based bootstrap test for panel cointegration 0 0 0 146 0 0 4 348
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 9 0 0 1 84
Atheoretical Regression Trees for classifying risky financial institutions 0 0 2 5 0 0 3 21
Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs 0 0 1 12 0 0 2 54
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 0 0 0 911
Discontinuities in indirect estimation: An application to EAR models 0 1 1 12 0 2 2 78
Economic outcomes and immigrants self-identification 0 0 0 0 0 0 0 0
Evaluating restricted common factor models for non-stationary data 0 0 0 5 0 0 0 8
Fiscal reaction functions for the advanced economies revisited 0 0 2 2 1 2 16 16
Fitting mixture models for feeling and uncertainty for rating data analysis 0 0 3 4 0 0 7 10
Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models 0 1 3 8 0 2 11 47
Indirect inference and variance reduction using control variates 0 0 0 56 0 1 2 183
Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector 0 0 0 0 0 0 4 22
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 12 0 0 0 54
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 0 0 1 2 10
Models of labour demand with fixed costs of adjustment: a generalised tobit approach 0 0 1 7 0 0 1 34
Preface 0 0 0 0 0 0 2 6
Residual diagnostics for interpreting CUB models 0 0 0 0 0 1 3 61
Savings and investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 0 25 0 0 0 87
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 1 65
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 42 0 0 3 179
Testing for Granger non-causality using the autoregressive metric 0 0 0 17 0 1 2 78
The Prebish–Singer hypothesis in the post-colonial era: Evidence from panel cointegration 0 0 0 9 0 0 1 66
Total Journal Articles 0 2 15 413 1 11 72 2,575

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Statistics updated 2023-05-07