Access Statistics for Marilena Furno

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Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Bounded-Influence Estimation Techniques for the Analysis of Structural Macroeconometric Models	0	0	0	1	1	3	4	24
Bounded-Influence Instrumental Variable Estimation Techniques for the Diagnosis of Time-Series Regression Equations	0	0	0	2	2	4	4	24
Bounded-Influence Instrumental Variables Estimator: an Extension	0	0	0	2	1	2	3	12
Quantile regressions analysis of the Italian school system	0	0	0	34	2	5	6	123
Total Working Papers	0	0	0	39	6	14	17	183

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A robust test of specification based on order statistics	0	0	0	10	2	2	3	57
Accounting for the hypothetical bias: A changing adjustment factor approach	0	0	0	0	1	1	3	28
Analysing the consumer purchasing behaviour for certified wood products in Italy	1	3	3	10	3	7	8	30
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques	0	0	0	111	3	5	8	631
Beyond the mean: Estimating consumer demand systems in the tails	0	0	0	0	1	3	5	6
Bounded-influence instrumental variables estimator: An extension	0	0	0	3	1	2	3	42
Cointegration tests at the quantiles	0	0	2	20	1	4	10	73
Computing Finite Mixture Estimators in the Tails	0	0	0	0	2	3	8	10
Decomposition and wage inequality	0	0	0	10	4	4	4	42
Do consumers’ values and attitudes affect food retailer choice? Evidence from a national survey on farmers’ market in Germany	0	0	0	1	1	4	4	38
Estimating the variance of the LAD regression coefficients	0	0	2	29	0	1	3	99
Estimation of a Small Macro-model under the Assumption of Contaminated Distributions	0	0	0	0	4	4	4	125
Goodness of Fit and Misspecification in Quantile Regressions	0	0	0	0	1	2	2	2
Hedonic Functions, Heterogeneous Consumers, and Wine Market Segmentation	0	0	0	21	5	6	8	74
LAD estimation with random coefficient autocorrelated errors	0	0	1	13	2	4	5	66
LM TESTS IN THE PRESENCE OF NON-NORMAL ERROR DISTRIBUTIONS	0	0	0	5	4	7	8	54
Location of Outliers in Multiple Regression Using Resampled Values	0	0	0	0	4	5	6	609
Monetary policy and interest rates: An adaptive estimator approach	0	0	0	4	5	6	7	53
Multi-valued Double Robust quantile treatment effect	0	0	2	13	2	6	15	53
Quantile regression and structural change in the Italian wage equation	0	0	2	23	2	3	5	83
Quantile regression estimates and the analysis of structural breaks	0	0	0	3	4	6	7	31
Quantile treatment effect and double robust estimators	0	1	7	53	1	3	15	146
Regional gap in students’ performance at the quantiles	0	0	0	1	5	7	10	12
Returns to Education and Gender Wage Gap Across Quantiles in Italy	0	0	1	26	2	4	14	94
Returns to education and gender gap	0	1	1	28	3	5	5	124
Robust Procedures in Multiple Regression: P-Subsets and a Computational Proposal	0	0	0	52	0	0	0	480
Sign tests for unit root and change in persistence	0	0	0	7	0	1	1	46
Tests for structural break in quantile regressions	0	0	0	17	6	9	13	107
The synthetic control approach: Multivalued treatments at the quantiles	0	0	0	8	1	3	8	42
Total Journal Articles	1	5	21	468	70	117	192	3,257

Software Item	File Downloads				Abstract Views
Software Item	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
ROBUSTPSUBSETS: RATS module for simulation of robust p-subsets in regression	0	0	1	292	2	5	7	930
Total Software Items	0	0	1	292	2	5	7	930

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Statistics updated 2026-02-12