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 2 2 7 52
A Specification Test For Nonparametric Instrumental Variable Regression 0 0 0 64 2 2 13 210
A diagnostic criterion for approximate factor structure 0 0 1 21 1 1 16 67
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 120 1 3 16 380
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 24 2 2 12 144
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 2 69
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 5 5 20 209
Efficient Derivative Pricing By The Extended Method of Moments 0 0 0 42 1 1 9 144
Efficient Derivative Pricing by Extended Method of Moments 0 0 0 18 1 1 5 93
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 0 183 2 5 19 500
Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models Using MIDAS Regressions and ARCH Models 0 0 1 60 1 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 0 1 15 138
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 1 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 2 27 2 2 12 99
Survival of Hedge Funds: Frailty vs Contagion 0 0 0 0 0 0 5 25
Survival of Hedge Funds: Frailty vs Contagion 0 0 0 40 1 2 11 140
Testing Asset Pricing Model with Coskweness 0 0 0 1 0 0 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 1 18 0 4 26 150
Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets 0 0 0 17 1 1 9 108
Total Working Papers 0 0 6 1,203 23 35 314 4,383

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 1 2 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 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 3 10 125
Duration time‐series models with proportional hazard 0 0 0 62 1 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 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 0 1 9 86
Migration correlation: Definition and efficient estimation 0 0 0 89 56 57 65 414
Nonparametric Instrumental Variable Estimation of Structural Quantile Effects 0 0 0 26 0 1 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 17 169
Spread Term Structure and Default Correlation 0 1 1 13 1 2 8 64
Stochastic Migration Models with Application to Corporate Risk 1 2 5 81 1 3 15 237
Testing Asset Pricing Models With Coskewness 0 0 0 89 1 2 16 219
Tikhonov regularization for nonparametric instrumental variable estimators 0 0 1 29 1 1 13 165
Time‐Varying Risk Premium in Large Cross‐Sectional Equity Data Sets 0 1 2 56 0 2 38 229
Total Journal Articles 1 5 10 810 64 80 321 3,450

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

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10