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 2 6 49
A Specification Test For Nonparametric Instrumental Variable Regression 0 0 0 64 0 7 7 204
A diagnostic criterion for approximate factor structure 0 0 0 20 1 7 12 60
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 24 2 5 10 142
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 120 2 7 10 371
Approximate Derivative Pricing for Large Classes of Homogeneous Assets with Systematic Risk 0 0 0 34 1 5 5 146
Constrained Nonparametric Copulas 0 0 0 30 1 1 5 55
Correlated Risks vs Contagion in Stochastic Transition Models 0 0 0 64 3 6 9 169
Duration Time Series Models with Proportional Hazard 0 0 0 25 0 2 4 69
Efficiency in Large Dynamic Panel Models with Common Factor 0 0 0 28 1 6 7 134
Efficiency in Large Dynamic Panel Models with Common Factor 0 0 0 63 2 10 13 202
Efficient Derivative Pricing By The Extended Method of Moments 0 0 0 42 1 4 9 142
Efficient Derivative Pricing by Extended Method of Moments 0 0 0 183 1 7 9 489
Efficient Derivative Pricing by Extended Method of Moments 0 0 1 18 0 3 5 92
Efficient Derivative Pricing by Extended Method of Moments 0 0 0 6 2 6 7 74
Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models Using MIDAS Regressions and ARCH Models 0 0 1 60 0 6 10 61
Is Industrial Production Still the Dominant Factor for the US Economy? 0 0 1 79 0 10 21 136
Is Industrial Production Still the Dominant Factor for the US Economy? 0 0 1 23 0 3 8 80
Microinformation, Nonlinear Filtering and Granularity 0 0 0 24 0 0 4 125
Nonparametric Instrumental Variable Estimators of Structural Quantile Effects 0 0 0 60 4 5 8 177
On the Informational Content of Changing Risk for Dynamic Asset Allocation 0 0 0 17 0 4 4 116
Stochastic Migration Models with Application to Corporate Risk 1 1 2 27 1 6 8 95
Survival of Hedge Funds: Frailty vs Contagion 0 0 0 0 0 1 3 22
Survival of Hedge Funds: Frailty vs Contagion 0 0 0 40 0 4 7 136
Testing Asset Pricing Model with Coskweness 0 0 0 1 0 2 4 245
Tikhonov Regularization for Functional Minimum Distance Estimators 0 0 0 109 1 6 9 424
Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets 0 0 0 17 2 6 10 106
Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets 0 1 1 18 1 12 17 140
Total Working Papers 1 2 7 1,201 26 143 231 4,261

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 3 6 7 57
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 91 1 14 19 272
An efficient nonparametric estimator for models with nonlinear dependence 0 0 0 47 0 2 4 110
Approximate Derivative Pricing for Large Classes of Homogeneous Assets with Systematic Risk 0 0 0 12 0 5 6 112
Challenges in the teaching of econometrics: the lesson of Pietro Balestra 0 0 0 34 0 1 5 91
Correlated risks vs contagion in stochastic transition models 0 0 0 12 1 4 10 108
Double instrumental variable estimation of interaction models with big data 0 0 0 26 0 6 8 121
Duration time‐series models with proportional hazard 0 0 0 62 0 2 5 147
EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS 0 0 0 11 1 5 6 89
Efficient Derivative Pricing by the Extended Method of Moments 0 0 0 0 0 3 5 244
Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models using MIDAS Regressions and ARCH Models 0 0 0 4 2 7 9 31
Microinformation, Nonlinear Filtering, and Granularity 0 0 0 5 0 2 4 81
Migration correlation: Definition and efficient estimation 0 0 0 89 1 4 7 356
Nonparametric Instrumental Variable Estimation of Structural Quantile Effects 0 0 0 26 1 3 6 191
Robust GMM tests for structural breaks 0 0 0 86 5 7 10 246
Semi-parametric estimation of American option prices 0 0 0 27 0 10 13 163
Spread Term Structure and Default Correlation 0 0 0 12 0 2 2 58
Stochastic Migration Models with Application to Corporate Risk 2 2 2 78 2 8 12 232
Testing Asset Pricing Models With Coskewness 0 0 1 89 1 7 13 213
Tikhonov regularization for nonparametric instrumental variable estimators 0 1 1 29 2 4 11 161
Time‐Varying Risk Premium in Large Cross‐Sectional Equity Data Sets 1 1 4 55 4 15 27 210
Total Journal Articles 3 4 8 804 24 117 189 3,293

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

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Statistics updated 2026-03-04