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 2 4 47
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 0 2 6 53
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 120 0 0 3 364
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 24 2 5 5 137
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 1 3 5 54
Correlated Risks vs Contagion in Stochastic Transition Models 0 0 0 64 2 2 5 163
Duration Time Series Models with Proportional Hazard 0 0 0 25 0 0 2 67
Efficiency in Large Dynamic Panel Models with Common Factor 0 0 0 63 3 3 6 192
Efficiency in Large Dynamic Panel Models with Common Factor 0 0 0 28 1 1 3 128
Efficient Derivative Pricing By The Extended Method of Moments 0 0 0 42 2 3 5 138
Efficient Derivative Pricing by Extended Method of Moments 0 0 0 183 1 1 2 482
Efficient Derivative Pricing by Extended Method of Moments 0 0 0 6 1 1 1 68
Efficient Derivative Pricing by Extended Method of Moments 0 0 1 18 0 1 2 89
Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models Using MIDAS Regressions and ARCH Models 1 1 1 60 1 3 4 55
Is Industrial Production Still the Dominant Factor for the US Economy? 0 0 1 23 0 1 5 77
Is Industrial Production Still the Dominant Factor for the US Economy? 0 0 3 79 2 3 15 126
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 2 2 3 172
On the Informational Content of Changing Risk for Dynamic Asset Allocation 0 0 0 17 0 0 1 112
Stochastic Migration Models with Application to Corporate Risk 0 1 1 26 1 2 3 89
Survival of Hedge Funds: Frailty vs Contagion 0 0 0 40 1 3 3 132
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 2 243
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 3 4 7 128
Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets 0 0 0 17 1 1 6 100
Total Working Papers 1 2 8 1,199 26 49 111 4,118

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 1 1 51
Ambiguity Aversion and the Term Structure of Interest Rates 0 0 0 91 3 4 7 258
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 0 1 2 107
Challenges in the teaching of econometrics: the lesson of Pietro Balestra 0 0 0 34 1 3 4 90
Correlated risks vs contagion in stochastic transition models 0 0 0 12 2 6 7 104
Double instrumental variable estimation of interaction models with big data 0 0 0 26 0 0 2 115
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 1 2 2 241
Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models using MIDAS Regressions and ARCH Models 0 0 0 4 0 2 2 24
Microinformation, Nonlinear Filtering, and Granularity 0 0 0 5 1 2 3 79
Migration correlation: Definition and efficient estimation 0 0 0 89 1 3 3 352
Nonparametric Instrumental Variable Estimation of Structural Quantile Effects 0 0 0 26 2 3 4 188
Robust GMM tests for structural breaks 0 0 0 86 1 2 4 239
Semi-parametric estimation of American option prices 0 0 0 27 1 1 3 153
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 0 2 4 224
Testing Asset Pricing Models With Coskewness 0 0 1 89 2 3 7 206
Tikhonov regularization for nonparametric instrumental variable estimators 0 0 0 28 3 5 7 157
Time‐Varying Risk Premium in Large Cross‐Sectional Equity Data Sets 0 0 5 54 2 4 14 195
Total Journal Articles 0 0 6 800 21 47 85 3,176

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

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Statistics updated 2025-12-06