Access Statistics for Marilena Furno

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
Bounded-Influence Estimation Techniques for the Analysis of Structural Macroeconometric Models 0 0 0 1 0 1 4 24
Bounded-Influence Instrumental Variable Estimation Techniques for the Diagnosis of Time-Series Regression Equations 0 0 0 2 0 2 4 24
Bounded-Influence Instrumental Variables Estimator: an Extension 0 0 0 2 0 1 2 12
Quantile regressions analysis of the Italian school system 0 0 0 34 1 4 8 125
Total Working Papers 0 0 0 39 1 8 18 185


Journal Article File Downloads Abstract Views
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 0 2 3 57
Accounting for the hypothetical bias: A changing adjustment factor approach 0 0 0 0 2 4 6 31
Analysing the consumer purchasing behaviour for certified wood products in Italy 2 3 5 12 11 19 23 46
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 0 111 0 5 9 633
Beyond the mean: Estimating consumer demand systems in the tails 0 0 0 0 2 3 7 8
Bounded-influence instrumental variables estimator: An extension 0 0 0 3 0 1 3 42
Cointegration tests at the quantiles 0 0 1 20 4 5 12 77
Computing Finite Mixture Estimators in the Tails 0 0 0 0 0 2 6 10
Decomposition and wage inequality 0 0 0 10 7 17 17 55
Do consumers’ values and attitudes affect food retailer choice? Evidence from a national survey on farmers’ market in Germany 0 0 0 1 0 3 6 40
Estimating the variance of the LAD regression coefficients 0 0 2 29 0 0 3 99
Estimation of a Small Macro-model under the Assumption of Contaminated Distributions 0 0 0 0 0 4 4 125
Goodness of Fit and Misspecification in Quantile Regressions 0 0 0 0 1 4 5 5
Hedonic Functions, Heterogeneous Consumers, and Wine Market Segmentation 0 0 0 21 1 7 9 76
LAD estimation with random coefficient autocorrelated errors 0 0 1 13 0 5 8 69
LM TESTS IN THE PRESENCE OF NON-NORMAL ERROR DISTRIBUTIONS 0 0 0 5 0 5 9 55
Location of Outliers in Multiple Regression Using Resampled Values 0 0 0 0 0 5 7 610
Monetary policy and interest rates: An adaptive estimator approach 0 0 0 4 0 5 7 53
Multi-valued Double Robust quantile treatment effect 0 0 1 13 1 5 16 56
Quantile regression and structural change in the Italian wage equation 0 0 2 23 0 5 8 86
Quantile regression estimates and the analysis of structural breaks 0 0 0 3 1 5 8 32
Quantile treatment effect and double robust estimators 0 0 5 53 7 8 17 153
Regional gap in students’ performance at the quantiles 0 0 0 1 0 5 8 12
Returns to Education and Gender Wage Gap Across Quantiles in Italy 0 0 1 26 3 7 18 99
Returns to education and gender gap 0 0 1 28 0 4 6 125
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 0 1 46
Tests for structural break in quantile regressions 0 0 0 17 0 6 13 107
The synthetic control approach: Multivalued treatments at the quantiles 0 0 0 8 1 5 12 46
Total Journal Articles 2 3 19 470 41 146 251 3,333


Software Item File Downloads Abstract Views
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 1 7 12 935
Total Software Items 0 0 1 292 1 7 12 935


Statistics updated 2026-04-09