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 1 89
A Deeper Analysis on Pharmaceutical Submarket Concentration: the US market in 1987-1998 0 0 0 18 5 9 10 91
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 4 150
A note on the estimation of long-run relationships in dependent cointegrated panels 0 0 1 59 3 4 7 148
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 49 0 1 2 117
A sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 95 0 0 1 293
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 0 3 163
Cointegration testing in dependent panels with breaks 0 0 0 137 1 3 10 302
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 20 1 2 4 134
Dealing with unobservable common trends in small samples: a panel cointegration approach 0 0 1 80 3 4 6 100
Entry and Patents: Evidence from the US Cardiovascular Pharmaceutical Sector 0 0 0 17 5 5 7 79
Evaluating Restricted Common Factor models for non-stationary data 0 0 0 49 1 5 6 82
Fiscal reaction functions for the advanced economies revisited 0 0 0 59 3 4 4 123
Forecasting mortality rates and life expectancy in the year of Covid-19 0 0 0 162 3 3 14 338
Indirect Estimation of Just-Identified Models with Control Variates 0 0 0 24 0 1 5 162
Indirect estimation of Markov switching models with endogenous switching 0 0 0 42 2 3 4 145
Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector 0 0 0 17 3 4 6 33
Regional Income Dynamics in Bangladesh: The Road to a Balanced Development is in the Middle 0 0 1 9 3 4 11 42
Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 2 105 1 1 10 331
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 69 1 4 5 145
Testing for breaks in cointegrated panels 0 0 0 65 1 1 1 144
Testing for non-causality by using the Autoregressive Metric 0 0 0 59 2 3 5 106
The Prebish-Singer hypothesis in the post-colonial era: evidence from panel cointegration 0 0 0 77 2 4 5 138
The Stata module for CUB models for rating data analysis 0 0 1 38 2 4 7 79
The impact of submarket concentration in the US pharmaceutical industry in 1987-1998 0 0 0 39 1 3 5 55
Total Working Papers 0 0 6 1,459 44 74 143 3,589

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 3 5 1 2 8 20
A mixture model for self-assessed stress at work across EU 163 0 0 1 1 7 7 10 14
A note on the estimation of long-run relationships in panel equations with cross-section linkages 0 0 0 31 2 2 3 154
A residual-based bootstrap test for panel cointegration 0 0 2 149 3 4 7 359
A simple sieve bootstrap range test for poolability in dependent cointegrated panels 0 0 0 9 2 5 7 92
Atheoretical Regression Trees for classifying risky financial institutions 0 1 1 6 4 8 9 36
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 3 5 61
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 0 6 6 917
Discontinuities in indirect estimation: An application to EAR models 0 0 0 12 1 3 4 84
Economic outcomes and immigrants self-identification 0 0 0 1 2 5 5 12
Evaluating restricted common factor models for non-stationary data 0 0 0 5 0 1 2 12
Fiscal reaction functions for the advanced economies revisited 0 0 1 4 3 4 6 29
Fitting mixture models for feeling and uncertainty for rating data analysis 0 0 1 7 2 5 7 22
Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models 0 0 3 14 3 5 11 73
Indirect inference and variance reduction using control variates 0 0 0 56 1 4 5 190
Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector 0 0 1 1 1 2 5 28
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 12 1 2 2 57
Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment 0 0 0 0 1 3 3 16
Models of labour demand with fixed costs of adjustment: a generalised tobit approach 0 0 0 7 2 2 3 38
Preface 0 0 0 0 0 2 3 10
Regional income dynamics in Bangladesh 0 0 3 3 1 4 10 12
Residual diagnostics for interpreting CUB models 0 0 0 0 0 1 1 68
Savings and investments in the OECD: a panel cointegration study with a new bootstrap test 0 0 0 25 3 3 7 99
Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test 0 0 0 10 1 1 3 69
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle 0 0 0 43 0 4 4 185
Testing for Granger non-causality using the autoregressive metric 0 0 1 19 1 3 6 85
The Prebish–Singer hypothesis in the post-colonial era: Evidence from panel cointegration 0 0 1 11 2 3 7 74
Total Journal Articles 0 1 18 443 44 94 149 2,816

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Statistics updated 2026-01-09