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 0 0 20
Bounded-Influence Instrumental Variable Estimation Techniques for the Diagnosis of Time-Series Regression Equations 0 0 0 2 0 0 0 20
Bounded-Influence Instrumental Variables Estimator: an Extension 0 0 0 2 0 0 0 9
Quantile regressions analysis of the Italian school system 0 0 0 34 0 0 1 117
Total Working Papers 0 0 0 39 0 0 1 166

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 0 54
Accounting for the hypothetical bias: A changing adjustment factor approach 0 0 0 0 0 1 1 25
Analysing the consumer purchasing behaviour for certified wood products in Italy 0 1 3 7 0 1 7 22
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 0 111 1 1 1 624
Beyond the mean: Estimating consumer demand systems in the tails 0 0 0 0 0 0 1 1
Bounded-influence instrumental variables estimator: An extension 0 0 0 3 0 0 0 39
Cointegration tests at the quantiles 0 3 4 18 1 5 13 64
Computing Finite Mixture Estimators in the Tails 0 0 0 0 1 1 1 3
Decomposition and wage inequality 0 0 0 10 0 0 1 38
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 2 34
Estimating the variance of the LAD regression coefficients 0 0 0 27 0 0 0 96
Estimation of a Small Macro-model under the Assumption of Contaminated Distributions 0 0 0 0 0 0 1 121
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 1 21 0 1 2 66
LAD estimation with random coefficient autocorrelated errors 0 0 0 12 0 0 1 61
LM TESTS IN THE PRESENCE OF NON-NORMAL ERROR DISTRIBUTIONS 0 0 0 5 0 0 1 46
Location of Outliers in Multiple Regression Using Resampled Values 0 0 0 0 0 0 0 603
Monetary policy and interest rates: An adaptive estimator approach 0 0 0 4 0 0 0 46
Multi-valued Double Robust quantile treatment effect 0 0 2 11 1 1 5 39
Quantile regression and structural change in the Italian wage equation 0 0 1 21 0 0 3 78
Quantile regression estimates and the analysis of structural breaks 0 0 0 3 0 1 2 24
Quantile treatment effect and double robust estimators 0 0 7 46 2 4 15 133
Regional gap in students’ performance at the quantiles 0 0 1 1 1 1 3 3
Returns to Education and Gender Wage Gap Across Quantiles in Italy 0 0 0 25 0 7 12 80
Returns to education and gender gap 0 0 1 27 0 7 9 119
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 1 17 0 0 2 94
The synthetic control approach: Multivalued treatments at the quantiles 0 0 0 8 0 0 2 34
Total Journal Articles 0 4 21 447 7 32 85 3,072

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 0 291 0 0 1 923
Total Software Items 0 0 0 291 0 0 1 923

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Statistics updated 2025-03-03