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 1 2 2 22
Bounded-Influence Instrumental Variable Estimation Techniques for the Diagnosis of Time-Series Regression Equations 0 0 0 2 1 1 1 21
Bounded-Influence Instrumental Variables Estimator: an Extension 0 0 0 2 1 1 2 11
Quantile regressions analysis of the Italian school system 0 0 0 34 1 2 2 119
Total Working Papers 0 0 0 39 4 6 7 173


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 0 1 55
Accounting for the hypothetical bias: A changing adjustment factor approach 0 0 0 0 0 1 3 27
Analysing the consumer purchasing behaviour for certified wood products in Italy 1 1 2 8 2 2 4 25
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 0 111 1 1 4 627
Beyond the mean: Estimating consumer demand systems in the tails 0 0 0 0 1 2 3 4
Bounded-influence instrumental variables estimator: An extension 0 0 0 3 0 0 1 40
Cointegration tests at the quantiles 0 0 5 20 0 1 10 69
Computing Finite Mixture Estimators in the Tails 0 0 0 0 0 1 5 7
Decomposition and wage inequality 0 0 0 10 0 0 0 38
Do consumers’ values and attitudes affect food retailer choice? Evidence from a national survey on farmers’ market in Germany 0 0 0 1 2 2 3 36
Estimating the variance of the LAD regression coefficients 0 0 2 29 0 0 2 98
Estimation of a Small Macro-model under the Assumption of Contaminated Distributions 0 0 0 0 0 0 0 121
Goodness of Fit and Misspecification in Quantile Regressions 0 0 0 0 0 0 0 0
Hedonic Functions, Heterogeneous Consumers, and Wine Market Segmentation 0 0 0 21 0 1 3 68
LAD estimation with random coefficient autocorrelated errors 0 0 1 13 1 1 2 63
LM TESTS IN THE PRESENCE OF NON-NORMAL ERROR DISTRIBUTIONS 0 0 0 5 0 0 1 47
Location of Outliers in Multiple Regression Using Resampled Values 0 0 0 0 0 0 1 604
Monetary policy and interest rates: An adaptive estimator approach 0 0 0 4 1 1 2 48
Multi-valued Double Robust quantile treatment effect 0 0 2 13 1 4 10 48
Quantile regression and structural change in the Italian wage equation 0 0 2 23 0 0 2 80
Quantile regression estimates and the analysis of structural breaks 0 0 0 3 0 0 2 25
Quantile treatment effect and double robust estimators 1 2 7 53 1 3 15 144
Regional gap in students’ performance at the quantiles 0 0 0 1 0 0 3 5
Returns to Education and Gender Wage Gap Across Quantiles in Italy 0 0 1 26 0 3 17 90
Returns to education and gender gap 1 1 1 28 1 1 8 120
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 0 45
Tests for structural break in quantile regressions 0 0 0 17 0 1 4 98
The synthetic control approach: Multivalued treatments at the quantiles 0 0 0 8 1 2 6 40
Total Journal Articles 3 4 23 466 12 27 112 3,152


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 0 1 2 925
Total Software Items 0 0 1 292 0 1 2 925


Statistics updated 2025-12-06