Access Statistics for Patrick Gagliardini

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
A Diagnostic Criterion for Approximate Factor Structure 0 0 0 5 0 1 5 49
A Specification Test For Nonparametric Instrumental Variable Regression 0 0 0 64 1 8 8 205
A diagnostic criterion for approximate factor structure 0 0 0 20 1 6 13 61
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 24 0 2 10 142
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 120 3 8 13 374
Approximate Derivative Pricing for Large Classes of Homogeneous Assets with Systematic Risk 0 0 0 34 0 5 5 146
Constrained Nonparametric Copulas 0 0 0 30 0 1 5 55
Correlated Risks vs Contagion in Stochastic Transition Models 0 0 0 64 2 5 11 171
Duration Time Series Models with Proportional Hazard 0 0 0 25 0 1 4 69
Efficiency in Large Dynamic Panel Models with Common Factor 0 0 0 63 1 11 14 203
Efficiency in Large Dynamic Panel Models with Common Factor 0 0 0 28 1 6 8 135
Efficient Derivative Pricing By The Extended Method of Moments 0 0 0 42 0 3 9 142
Efficient Derivative Pricing by Extended Method of Moments 0 0 1 18 0 2 5 92
Efficient Derivative Pricing by Extended Method of Moments 0 0 0 183 0 4 9 489
Efficient Derivative Pricing by Extended Method of Moments 0 0 0 6 0 3 7 74
Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models Using MIDAS Regressions and ARCH Models 0 0 1 60 1 7 11 62
Is Industrial Production Still the Dominant Factor for the US Economy? 0 0 1 23 1 3 9 81
Is Industrial Production Still the Dominant Factor for the US Economy? 0 0 1 79 0 5 20 136
Microinformation, Nonlinear Filtering and Granularity 0 0 0 24 0 0 3 125
Nonparametric Instrumental Variable Estimators of Structural Quantile Effects 0 0 0 60 3 7 11 180
On the Informational Content of Changing Risk for Dynamic Asset Allocation 0 0 0 17 0 4 4 116
Stochastic Migration Models with Application to Corporate Risk 0 1 2 27 0 6 8 95
Survival of Hedge Funds: Frailty vs Contagion 0 0 0 0 0 1 2 22
Survival of Hedge Funds: Frailty vs Contagion 0 0 0 40 2 5 9 138
Testing Asset Pricing Model with Coskweness 0 0 0 1 0 1 4 245
Tikhonov Regularization for Functional Minimum Distance Estimators 1 1 1 110 3 9 12 427
Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets 0 1 1 18 0 11 17 140
Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets 0 0 0 17 0 6 9 106
Total Working Papers 1 3 8 1,202 19 131 245 4,280

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Specification Test for Nonparametric Instrumental Variable Regression 0 0 0 9 1 6 8 58
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 91 0 8 19 272
An efficient nonparametric estimator for models with nonlinear dependence 0 0 0 47 0 2 4 110
Approximate Derivative Pricing for Large Classes of Homogeneous Assets with Systematic Risk 0 0 0 12 0 1 6 112
Challenges in the teaching of econometrics: the lesson of Pietro Balestra 0 0 0 34 0 1 5 91
Correlated risks vs contagion in stochastic transition models 0 0 0 12 0 3 10 108
Double instrumental variable estimation of interaction models with big data 0 0 0 26 0 4 8 121
Duration time‐series models with proportional hazard 0 0 0 62 0 2 5 147
EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS 0 0 0 11 0 5 6 89
Efficient Derivative Pricing by the Extended Method of Moments 0 0 0 0 1 4 6 245
Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models using MIDAS Regressions and ARCH Models 0 0 0 4 1 6 10 32
Microinformation, Nonlinear Filtering, and Granularity 0 0 0 5 1 1 5 82
Migration correlation: Definition and efficient estimation 0 0 0 89 0 4 7 356
Nonparametric Instrumental Variable Estimation of Structural Quantile Effects 0 0 0 26 0 3 6 191
Robust GMM tests for structural breaks 0 0 0 86 1 7 11 247
Semi-parametric estimation of American option prices 0 0 0 27 0 7 13 163
Spread Term Structure and Default Correlation 0 0 0 12 0 2 2 58
Stochastic Migration Models with Application to Corporate Risk 1 3 3 79 1 8 13 233
Testing Asset Pricing Models With Coskewness 0 0 1 89 1 5 14 214
Tikhonov regularization for nonparametric instrumental variable estimators 0 1 1 29 2 6 13 163
Time‐Varying Risk Premium in Large Cross‐Sectional Equity Data Sets 0 1 4 55 1 13 28 211
Total Journal Articles 1 5 9 805 10 98 199 3,303

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Granularity Theory with Applications to Finance and Insurance 0 0 0 0 0 0 1 41
Total Books 0 0 0 0 0 0 1 41

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-04-09