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 0 6 50
A Specification Test For Nonparametric Instrumental Variable Regression 0 0 0 64 0 1 11 208
A diagnostic criterion for approximate factor structure 0 0 1 21 0 0 17 66
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 24 0 0 10 142
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 120 0 3 16 379
Approximate Derivative Pricing for Large Classes of Homogeneous Assets with Systematic Risk 0 0 0 34 0 0 6 147
Constrained Nonparametric Copulas 0 0 0 30 0 0 6 57
Correlated Risks vs Contagion in Stochastic Transition Models 0 0 0 64 0 0 14 175
Duration Time Series Models with Proportional Hazard 0 0 0 25 0 0 3 69
Efficiency in Large Dynamic Panel Models with Common Factor 0 0 0 63 0 0 15 204
Efficiency in Large Dynamic Panel Models with Common Factor 0 0 0 28 0 1 10 137
Efficient Derivative Pricing By The Extended Method of Moments 0 0 0 42 0 1 8 143
Efficient Derivative Pricing by Extended Method of Moments 0 0 0 183 0 6 17 498
Efficient Derivative Pricing by Extended Method of Moments 0 0 0 6 0 0 9 76
Efficient Derivative Pricing by Extended Method of Moments 0 0 0 18 0 0 4 92
Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models Using MIDAS Regressions and ARCH Models 0 0 1 60 0 0 13 65
Is Industrial Production Still the Dominant Factor for the US Economy? 0 0 0 23 1 2 9 85
Is Industrial Production Still the Dominant Factor for the US Economy? 0 0 0 79 1 1 16 138
Microinformation, Nonlinear Filtering and Granularity 0 0 0 24 0 0 8 131
Nonparametric Instrumental Variable Estimators of Structural Quantile Effects 0 0 0 60 0 0 15 184
On the Informational Content of Changing Risk for Dynamic Asset Allocation 0 0 0 17 0 0 8 120
Stochastic Migration Models with Application to Corporate Risk 0 0 2 27 0 0 10 97
Survival of Hedge Funds: Frailty vs Contagion 0 0 0 40 0 1 10 139
Survival of Hedge Funds: Frailty vs Contagion 0 0 0 0 0 1 5 25
Testing Asset Pricing Model with Coskweness 0 0 0 1 0 1 6 247
Tikhonov Regularization for Functional Minimum Distance Estimators 0 0 1 110 0 0 12 429
Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets 0 0 0 17 0 0 8 107
Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets 0 0 1 18 0 5 26 150
Total Working Papers 0 0 6 1,203 2 23 298 4,360

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 1 1 10 0 2 16 66
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 91 0 1 21 275
An efficient nonparametric estimator for models with nonlinear dependence 0 0 0 47 1 1 7 114
Approximate Derivative Pricing for Large Classes of Homogeneous Assets with Systematic Risk 0 0 0 12 0 0 6 112
Challenges in the teaching of econometrics: the lesson of Pietro Balestra 0 0 0 34 0 0 6 93
Correlated risks vs contagion in stochastic transition models 0 0 0 12 0 0 14 112
Double instrumental variable estimation of interaction models with big data 0 0 0 26 1 2 9 124
Duration time‐series models with proportional hazard 0 0 0 62 0 0 7 149
EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS 0 0 0 11 1 1 9 93
Efficient Derivative Pricing by the Extended Method of Moments 0 0 0 0 0 1 10 249
Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models using MIDAS Regressions and ARCH Models 0 0 0 4 0 0 12 34
Microinformation, Nonlinear Filtering, and Granularity 0 0 0 5 1 1 9 86
Migration correlation: Definition and efficient estimation 0 0 0 89 1 1 9 358
Nonparametric Instrumental Variable Estimation of Structural Quantile Effects 0 0 0 26 0 2 8 193
Robust GMM tests for structural breaks 0 0 0 86 0 0 13 250
Semi-parametric estimation of American option prices 0 0 0 27 0 1 16 168
Spread Term Structure and Default Correlation 0 1 1 13 0 1 7 63
Stochastic Migration Models with Application to Corporate Risk 0 1 4 80 1 2 14 236
Testing Asset Pricing Models With Coskewness 0 0 0 89 1 1 16 218
Tikhonov regularization for nonparametric instrumental variable estimators 0 0 1 29 0 1 12 164
Time‐Varying Risk Premium in Large Cross‐Sectional Equity Data Sets 1 1 3 56 1 4 40 229
Total Journal Articles 1 4 10 809 8 22 261 3,386

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 3 43
Total Books 0 0 0 0 0 0 3 43

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Statistics updated 2026-08-07