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 5 25
Bounded-Influence Instrumental Variable Estimation Techniques for the Diagnosis of Time-Series Regression Equations 0 0 0 2 0 0 4 24
Bounded-Influence Instrumental Variables Estimator: an Extension 0 0 0 2 0 1 3 13
Quantile regressions analysis of the Italian school system 0 0 0 34 0 0 8 125
Total Working Papers 0 0 0 39 0 2 20 187

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 4 59
Accounting for the hypothetical bias: A changing adjustment factor approach 0 0 0 0 0 1 6 32
Analysing the consumer purchasing behaviour for certified wood products in Italy 0 0 5 12 2 12 35 58
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 0 111 0 1 10 634
Beyond the mean: Estimating consumer demand systems in the tails 0 0 0 0 0 2 9 10
Bounded-influence instrumental variables estimator: An extension 0 0 0 3 0 0 2 42
Cointegration tests at the quantiles 0 1 1 21 0 4 14 81
Computing Finite Mixture Estimators in the Tails 0 0 0 0 0 0 5 10
Decomposition and wage inequality 0 0 0 10 0 3 20 58
Do consumers’ values and attitudes affect food retailer choice? Evidence from a national survey on farmers’ market in Germany 0 0 0 1 0 1 7 41
Estimating the variance of the LAD regression coefficients 0 0 2 29 0 1 4 100
Estimation of a Small Macro-model under the Assumption of Contaminated Distributions 0 0 0 0 0 0 4 125
Goodness of Fit and Misspecification in Quantile Regressions 0 0 0 0 0 0 5 5
Hedonic Functions, Heterogeneous Consumers, and Wine Market Segmentation 0 0 0 21 0 0 9 76
LAD estimation with random coefficient autocorrelated errors 0 0 0 13 0 0 7 69
LM TESTS IN THE PRESENCE OF NON-NORMAL ERROR DISTRIBUTIONS 0 0 0 5 0 0 9 55
Location of Outliers in Multiple Regression Using Resampled Values 0 0 0 0 2 2 9 612
Monetary policy and interest rates: An adaptive estimator approach 0 0 0 4 0 1 8 54
Multi-valued Double Robust quantile treatment effect 0 0 0 13 0 1 16 57
Quantile regression and structural change in the Italian wage equation 0 0 0 23 0 0 6 86
Quantile regression estimates and the analysis of structural breaks 0 0 0 3 0 0 8 32
Quantile treatment effect and double robust estimators 0 0 4 53 0 2 18 155
Regional gap in students’ performance at the quantiles 0 0 0 1 0 3 10 15
Returns to Education and Gender Wage Gap Across Quantiles in Italy 0 0 0 26 0 3 16 102
Returns to education and gender gap 0 0 1 28 0 2 8 127
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 2 3 48
Tests for structural break in quantile regressions 0 0 0 17 0 6 18 113
The synthetic control approach: Multivalued treatments at the quantiles 0 0 0 8 0 0 10 46
Total Journal Articles 0 1 13 471 4 49 280 3,382

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 0 292 0 2 13 937
Total Software Items 0 0 0 292 0 2 13 937

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Statistics updated 2026-07-10