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 1 3 5 48
A Specification Test For Nonparametric Instrumental Variable Regression 0 0 0 64 0 0 0 197
A diagnostic criterion for approximate factor structure 0 0 0 20 2 4 8 55
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 24 3 8 8 140
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 120 2 2 5 366
Approximate Derivative Pricing for Large Classes of Homogeneous Assets with Systematic Risk 0 0 0 34 0 0 1 141
Constrained Nonparametric Copulas 0 0 0 30 0 1 5 54
Correlated Risks vs Contagion in Stochastic Transition Models 0 0 0 64 3 5 7 166
Duration Time Series Models with Proportional Hazard 0 0 0 25 1 1 3 68
Efficiency in Large Dynamic Panel Models with Common Factor 0 0 0 28 1 2 4 129
Efficiency in Large Dynamic Panel Models with Common Factor 0 0 0 63 0 3 6 192
Efficient Derivative Pricing By The Extended Method of Moments 0 0 0 42 1 4 6 139
Efficient Derivative Pricing by Extended Method of Moments 0 0 0 183 3 4 5 485
Efficient Derivative Pricing by Extended Method of Moments 0 0 0 6 3 4 4 71
Efficient Derivative Pricing by Extended Method of Moments 0 0 1 18 1 2 3 90
Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models Using MIDAS Regressions and ARCH Models 0 1 1 60 0 3 4 55
Is Industrial Production Still the Dominant Factor for the US Economy? 0 0 3 79 5 8 18 131
Is Industrial Production Still the Dominant Factor for the US Economy? 0 0 1 23 1 2 6 78
Microinformation, Nonlinear Filtering and Granularity 0 0 0 24 0 2 5 125
Nonparametric Instrumental Variable Estimators of Structural Quantile Effects 0 0 0 60 1 3 4 173
On the Informational Content of Changing Risk for Dynamic Asset Allocation 0 0 0 17 0 0 0 112
Stochastic Migration Models with Application to Corporate Risk 0 0 1 26 0 1 3 89
Survival of Hedge Funds: Frailty vs Contagion 0 0 0 40 1 4 4 133
Survival of Hedge Funds: Frailty vs Contagion 0 0 0 0 0 1 2 21
Testing Asset Pricing Model with Coskweness 0 0 0 1 1 2 3 244
Tikhonov Regularization for Functional Minimum Distance Estimators 0 0 1 109 0 1 5 418
Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets 0 0 0 17 0 1 6 100
Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets 0 0 0 17 1 5 6 129
Total Working Papers 0 1 8 1,199 31 76 136 4,149

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 2 2 52
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 91 6 10 12 264
An efficient nonparametric estimator for models with nonlinear dependence 0 0 0 47 0 1 2 108
Approximate Derivative Pricing for Large Classes of Homogeneous Assets with Systematic Risk 0 0 0 12 4 5 6 111
Challenges in the teaching of econometrics: the lesson of Pietro Balestra 0 0 0 34 0 3 4 90
Correlated risks vs contagion in stochastic transition models 0 0 0 12 1 4 8 105
Double instrumental variable estimation of interaction models with big data 0 0 0 26 2 2 4 117
Duration time‐series models with proportional hazard 0 0 0 62 0 2 4 145
EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS 0 0 0 11 0 0 2 84
Efficient Derivative Pricing by the Extended Method of Moments 0 0 0 0 0 2 2 241
Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models using MIDAS Regressions and ARCH Models 0 0 0 4 2 4 4 26
Microinformation, Nonlinear Filtering, and Granularity 0 0 0 5 2 4 5 81
Migration correlation: Definition and efficient estimation 0 0 0 89 0 3 3 352
Nonparametric Instrumental Variable Estimation of Structural Quantile Effects 0 0 0 26 0 3 3 188
Robust GMM tests for structural breaks 0 0 0 86 1 3 5 240
Semi-parametric estimation of American option prices 0 0 0 27 3 4 6 156
Spread Term Structure and Default Correlation 0 0 0 12 0 0 1 56
Stochastic Migration Models with Application to Corporate Risk 0 0 0 76 1 2 5 225
Testing Asset Pricing Models With Coskewness 0 0 1 89 3 6 10 209
Tikhonov regularization for nonparametric instrumental variable estimators 0 0 0 28 0 5 7 157
Time‐Varying Risk Premium in Large Cross‐Sectional Equity Data Sets 0 0 5 54 3 7 17 198
Total Journal Articles 0 0 6 800 29 72 112 3,205

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 1 3 41
Total Books 0 0 0 0 0 1 3 41

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Statistics updated 2026-01-09