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 8 53
A Specification Test For Nonparametric Instrumental Variable Regression 0 0 0 64 2 4 15 212
A diagnostic criterion for approximate factor structure 0 0 1 21 0 1 16 67
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 120 0 1 16 380
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 24 0 2 12 144
Approximate Derivative Pricing for Large Classes of Homogeneous Assets with Systematic Risk 0 0 0 34 1 1 7 148
Constrained Nonparametric Copulas 0 0 0 30 1 1 5 58
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 2 2 4 71
Efficiency in Large Dynamic Panel Models with Common Factor 0 0 0 28 0 0 10 137
Efficiency in Large Dynamic Panel Models with Common Factor 0 0 0 63 2 7 22 211
Efficient Derivative Pricing By The Extended Method of Moments 0 0 0 42 0 1 9 144
Efficient Derivative Pricing by Extended Method of Moments 0 0 0 183 2 4 21 502
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 1 5 93
Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models Using MIDAS Regressions and ARCH Models 0 0 1 60 0 1 14 66
Is Industrial Production Still the Dominant Factor for the US Economy? 0 0 0 23 0 1 9 85
Is Industrial Production Still the Dominant Factor for the US Economy? 0 0 0 79 2 3 17 140
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 1 15 185
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 1 27 1 3 12 100
Survival of Hedge Funds: Frailty vs Contagion 0 0 0 40 0 1 11 140
Survival of Hedge Funds: Frailty vs Contagion 0 0 0 0 0 0 5 25
Testing Asset Pricing Model with Coskweness 0 0 0 1 0 0 5 247
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 2 3 11 110
Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets 0 0 1 18 1 1 27 151
Total Working Papers 0 0 5 1,203 17 42 327 4,400

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 10 0 1 17 67
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 91 0 0 21 275
An efficient nonparametric estimator for models with nonlinear dependence 0 0 0 47 0 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 1 1 7 94
Correlated risks vs contagion in stochastic transition models 0 0 0 12 0 0 11 112
Double instrumental variable estimation of interaction models with big data 0 0 0 26 0 2 10 125
Duration time‐series models with proportional hazard 0 0 0 62 0 1 7 150
EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS 0 0 0 11 0 1 9 93
Efficient Derivative Pricing by the Extended Method of Moments 0 0 0 0 0 0 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 0 1 9 86
Migration correlation: Definition and efficient estimation 0 0 0 89 0 57 65 414
Nonparametric Instrumental Variable Estimation of Structural Quantile Effects 0 0 0 26 0 0 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 1 2 18 170
Spread Term Structure and Default Correlation 0 0 1 13 0 1 8 64
Stochastic Migration Models with Application to Corporate Risk 0 1 5 81 1 3 15 238
Testing Asset Pricing Models With Coskewness 0 0 0 89 0 2 16 219
Tikhonov regularization for nonparametric instrumental variable estimators 0 0 1 29 1 2 14 166
Time‐Varying Risk Premium in Large Cross‐Sectional Equity Data Sets 0 1 2 56 1 2 39 230
Total Journal Articles 0 2 10 810 5 77 322 3,455

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 2026-10-11