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 6 50
A Specification Test For Nonparametric Instrumental Variable Regression 0 0 0 64 1 4 11 208
A diagnostic criterion for approximate factor structure 0 1 1 21 0 6 17 66
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 120 1 6 14 377
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 24 0 0 10 142
Approximate Derivative Pricing for Large Classes of Homogeneous Assets with Systematic Risk 0 0 0 34 0 1 6 147
Constrained Nonparametric Copulas 0 0 0 30 0 2 7 57
Correlated Risks vs Contagion in Stochastic Transition Models 0 0 0 64 0 6 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 28 1 3 10 137
Efficiency in Large Dynamic Panel Models with Common Factor 0 0 0 63 0 2 15 204
Efficient Derivative Pricing By The Extended Method of Moments 0 0 0 42 1 1 9 143
Efficient Derivative Pricing by Extended Method of Moments 0 0 0 183 3 6 14 495
Efficient Derivative Pricing by Extended Method of Moments 0 0 0 6 0 2 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 4 13 65
Is Industrial Production Still the Dominant Factor for the US Economy? 0 0 1 79 0 1 17 137
Is Industrial Production Still the Dominant Factor for the US Economy? 0 0 0 23 1 4 8 84
Microinformation, Nonlinear Filtering and Granularity 0 0 0 24 0 6 8 131
Nonparametric Instrumental Variable Estimators of Structural Quantile Effects 0 0 0 60 0 7 15 184
On the Informational Content of Changing Risk for Dynamic Asset Allocation 0 0 0 17 0 4 8 120
Stochastic Migration Models with Application to Corporate Risk 0 0 2 27 0 2 10 97
Survival of Hedge Funds: Frailty vs Contagion 0 0 0 0 1 3 5 25
Survival of Hedge Funds: Frailty vs Contagion 0 0 0 40 0 2 9 138
Testing Asset Pricing Model with Coskweness 0 0 0 1 1 2 6 247
Tikhonov Regularization for Functional Minimum Distance Estimators 0 1 1 110 0 5 13 429
Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets 0 0 0 17 0 1 9 107
Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets 0 0 1 18 1 6 22 146
Total Working Papers 0 2 7 1,203 11 87 292 4,348

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 8 15 65
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 91 1 3 21 275
An efficient nonparametric estimator for models with nonlinear dependence 0 0 0 47 0 3 6 113
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 2 7 93
Correlated risks vs contagion in stochastic transition models 0 0 0 12 0 4 14 112
Double instrumental variable estimation of interaction models with big data 0 0 0 26 0 1 9 122
Duration time‐series models with proportional hazard 0 0 0 62 0 2 7 149
EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS 0 0 0 11 0 3 9 92
Efficient Derivative Pricing by the Extended Method of Moments 0 0 0 0 0 4 9 248
Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models using MIDAS Regressions and ARCH Models 0 0 0 4 0 3 12 34
Microinformation, Nonlinear Filtering, and Granularity 0 0 0 5 0 4 8 85
Migration correlation: Definition and efficient estimation 0 0 0 89 0 1 8 357
Nonparametric Instrumental Variable Estimation of Structural Quantile Effects 0 0 0 26 1 1 7 192
Robust GMM tests for structural breaks 0 0 0 86 0 4 14 250
Semi-parametric estimation of American option prices 0 0 0 27 0 4 17 167
Spread Term Structure and Default Correlation 0 0 0 12 0 4 6 62
Stochastic Migration Models with Application to Corporate Risk 0 1 3 79 0 2 14 234
Testing Asset Pricing Models With Coskewness 0 0 0 89 0 4 15 217
Tikhonov regularization for nonparametric instrumental variable estimators 0 0 1 29 1 3 14 164
Time‐Varying Risk Premium in Large Cross‐Sectional Equity Data Sets 0 0 2 55 2 17 40 227
Total Journal Articles 0 1 6 805 6 77 258 3,370

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 2 3 43
Total Books 0 0 0 0 0 2 3 43

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Statistics updated 2026-06-04