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 4 0 2 8 30
A Specification Test For Nonparametric Instrumental Variable Regression 0 0 1 62 0 0 5 187
A diagnostic criterion for approximate factor structure 0 1 1 16 0 1 8 32
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 23 1 2 7 121
Ambiguity Aversion and the Term Structure of Interest Rates 1 1 1 117 2 3 9 350
Approximate Derivative Pricing for Large Classes of Homogeneous Assets with Systematic Risk 0 0 1 34 0 1 6 137
Constrained Nonparametric Copulas 0 0 0 28 0 0 1 45
Correlated Risks vs Contagion in Stochastic Transition Models 0 0 1 64 0 1 9 153
Duration Time Series Models with Proportional Hazard 0 0 0 24 1 1 4 59
Efficiency in Large Dynamic Panel Models with Common Factor 0 0 0 28 0 0 6 105
Efficiency in Large Dynamic Panel Models with Common Factor 0 0 0 63 0 0 7 176
Efficient Derivative Pricing By The Extended Method of Moments 0 0 0 42 1 3 7 109
Efficient Derivative Pricing by Extended Method of Moments 1 1 1 180 2 3 10 439
Efficient Derivative Pricing by Extended Method of Moments 1 1 1 15 3 3 7 66
Efficient Derivative Pricing by Extended Method of Moments 0 0 0 6 2 2 8 53
Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models Using MIDAS Regressions and ARCH Models 0 1 2 58 1 2 11 46
Is Industrial Production Still the Dominant Factor for the US Economy? 0 0 1 57 1 1 15 47
Is Industrial Production Still the Dominant Factor for the US Economy? 0 0 1 16 0 4 12 53
Microinformation, Nonlinear Filtering and Granularity 0 0 0 24 1 1 16 109
Nonparametric Instrumental Variable Estimators of Structural Quantile Effects 0 1 1 59 1 2 6 158
On the Informational Content of Changing Risk for Dynamic Asset Allocation 0 0 1 17 0 1 7 107
Stochastic Migration Models with Application to Corporate Risk 0 0 0 22 1 2 11 81
Survival of Hedge Funds: Frailty vs Contagion 0 0 0 0 1 1 9 15
Survival of Hedge Funds: Frailty vs Contagion 0 1 1 40 0 2 7 115
Testing Asset Pricing Model with Coskweness 0 0 0 1 0 3 7 233
Tikhonov Regularization for Functional Minimum Distance Estimators 0 0 0 105 0 0 2 397
Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets 0 0 0 8 3 5 14 70
Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets 1 1 2 13 1 3 15 107
Total Working Papers 4 8 16 1,126 22 49 234 3,600


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 1 2 0 1 10 34
Ambiguity Aversion and the Term Structure of Interest Rates 0 1 1 89 0 3 10 234
An efficient nonparametric estimator for models with nonlinear dependence 0 0 0 46 0 0 3 100
Approximate Derivative Pricing for Large Classes of Homogeneous Assets with Systematic Risk 0 0 0 12 1 1 3 103
Challenges in the teaching of econometrics: the lesson of Pietro Balestra 0 0 2 34 1 1 7 78
Correlated risks vs contagion in stochastic transition models 0 1 4 12 0 2 9 90
Double instrumental variable estimation of interaction models with big data 0 0 4 16 2 4 27 88
Duration time‐series models with proportional hazard 0 0 0 62 0 0 1 138
EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS 0 0 0 11 1 1 4 76
Efficient Derivative Pricing by the Extended Method of Moments 0 0 0 0 1 2 13 216
Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models using MIDAS Regressions and ARCH Models 0 0 0 3 0 0 3 14
Microinformation, Nonlinear Filtering, and Granularity 0 0 0 5 1 1 3 72
Migration correlation: Definition and efficient estimation 0 0 1 83 0 1 14 337
Nonparametric Instrumental Variable Estimation of Structural Quantile Effects 0 0 0 23 1 2 11 155
Robust GMM tests for structural breaks 0 1 1 83 1 3 14 221
Semi-parametric estimation of American option prices 0 0 0 25 0 0 5 136
Spread Term Structure and Default Correlation 0 0 1 10 0 2 7 38
Stochastic Migration Models with Application to Corporate Risk 0 0 1 74 0 1 8 208
Testing Asset Pricing Models With Coskewness 0 0 1 84 0 0 3 189
Tikhonov regularization for nonparametric instrumental variable estimators 0 0 1 22 0 1 7 124
Time‐Varying Risk Premium in Large Cross‐Sectional Equity Data Sets 2 2 7 25 3 5 32 103
Total Journal Articles 2 5 25 721 12 31 194 2,754


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 2 36
Total Books 0 0 0 0 0 0 2 36


Statistics updated 2020-09-04