Access Statistics for Riccardo (Jack) Lucchetti

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 replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012) 0 0 0 41 3 3 5 87
A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters 3 3 3 3 4 4 4 4
A simple and effective misspecification test for the double-hurdle model 0 0 0 93 7 12 13 194
Analytic Score for Multivariate GARCH Models 0 0 0 142 5 9 9 327
BAYESIAN MODEL AVERAGING FOR PROPENSITY SCORE MATCHING IN TAX REBATE 0 1 5 56 4 6 14 114
Banks' Inefficiency and Economic Growth A Micro-Macro Approach 0 0 0 112 7 9 12 334
Banks' inefficiency and economic growth: a micro-macro approach 0 0 0 884 6 10 14 2,480
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs 0 0 0 95 2 2 4 165
Choice of solutions to the initial-conditions problem in dynamic panel probit models 0 0 1 33 5 8 9 60
Companion form representation of cointegrating VARs 0 0 0 18 1 1 2 257
Computer, Wages and Working Hours in Italy 0 0 0 125 5 7 8 1,244
Conditional Moment Tests for Normality in Bivariate Limited Dependent Variable Models: a Monte Carlo Study 0 0 0 65 1 6 8 282
DPB: Dynamic Panel Binary data models in Gretl 0 1 1 295 6 15 41 903
Depopulation in the Apennines in the 20th century: an empirical investigation 0 1 2 57 6 11 27 162
Dynamic Factor Models in gretl. The DFM package 1 5 13 310 6 17 41 632
Dynamic panel probit: finite-sample performance of alternative random-effects estimators 0 0 1 130 12 16 18 195
Efficienza del sistema bancario e crescita economica nelle regioni italiane 0 0 1 214 7 7 9 823
Endogeneity and sample selection in a model for remittances 0 0 0 114 4 6 11 369
Factors Affecting the Adoption of ICTs Among SMEs: Evidence From an Italian Survey 0 0 0 172 1 5 8 674
Financial development and remittances: micro-econometric evidence 0 0 1 121 2 8 9 311
Forecasting US bond yields at weekly frequency 1 1 1 232 4 9 10 598
Grandi e piccole imprese nel Centro-Nord e nel Mezzogiorno: un modello empirico dell'impatto occupazionale nel lungo periodo 0 0 0 41 3 4 4 189
Identification of Covariance Structures 0 0 0 130 7 9 11 369
Income, consumption and remittances: Evidence from immigrants to Australia 0 0 1 38 4 7 13 181
Income, consumption and remittances: evidence from immigrants to Australia 0 0 1 192 6 9 16 603
Inconsistency Of Naive GMM Estimation For QR Models With Endogenous Regressors 0 0 0 54 6 11 14 283
Intertemporal Remittance Behaviour by Immigrants in Germany 0 0 0 31 1 4 4 106
Intertemporal remittance behaviour by immigrants in Germany 0 0 0 54 3 6 8 149
Intertemporal remittance behaviour by immigrants in Germany 0 0 0 30 3 10 11 162
Interval Regression Models with;Endogenous Explanatory Variables 0 0 4 295 2 6 12 1,025
Kernel-based Time-Varying IV estimation: handle with care 0 0 0 61 4 13 14 58
Measures of variance for smoothed disturbances in linear state-space models: a clarification 1 1 3 124 3 11 27 242
Modelli in differenze con errori di misura 0 0 0 4 2 3 4 122
Monetization, wars, and the Italian fiscal multiplier 0 1 4 31 5 6 17 108
Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity 0 1 1 89 5 10 18 299
Occupazione, Disoccupazione, Intattivita': determinanti della mobilita' tra stati in Italia 0 0 0 12 4 4 6 268
Orario di lavoro e occupazione: un approccio teorico con una applicazione alla grande industria italiana 0 0 0 7 4 5 5 151
Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy 0 0 0 8 7 8 8 123
ParMA: Parallelised Bayesian Model Averaging for Generalised Linear Models 0 0 0 16 5 8 13 56
Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices 0 0 0 5 1 4 7 25
Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices 0 0 0 27 4 9 12 54
Reconciling TEV and VaR in Active Portfolio Management: A New Frontier 0 0 4 42 3 7 25 114
State dependence and unobserved heterogeneity in a double hurdle model for remittances: evidence from immigrants to Germany 0 0 0 53 8 14 20 155
Steady streams and sudden bursts: persistence patterns in remittance decisions 0 1 1 62 5 13 20 193
Structure-Based SVAR Identification 0 0 1 85 4 6 7 172
The GNU/Linux Platform and Freedom Respecting Software for Economists 0 1 1 68 2 4 8 243
The SVAR addon for gretl 2 7 24 471 7 15 49 1,091
Winning Competitive Grants For Regional Development in Albania: The Role of Local Leaders 0 0 0 48 2 4 7 141
Total Working Papers 8 24 74 5,390 208 381 636 16,897
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A dynamic double hurdle model for remittances: evidence from Germany 0 0 2 23 3 8 13 103
A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012) 0 0 1 8 4 10 14 55
A simple and effective misspecification test for the double-hurdle model 0 0 0 36 5 6 9 149
A test for bivariate normality with applications in microeconometric models 0 0 0 20 3 6 7 103
Analytical Gradients of Dynamic Conditional Correlation Models 0 0 0 12 5 6 7 70
Analytical Score for Multivariate GARCH Models 0 0 0 152 2 2 2 395
Artificial regression testing in the GARCH-in-mean model 0 0 0 111 1 5 5 461
Aspetti economici della depurazione delle acque reflue 0 0 0 3 1 1 1 77
Banks’ Inefficiency and Economic Growth: A Micro‐Macro Approach 0 0 0 219 3 7 9 671
Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs 0 0 0 12 3 3 8 64
Computers, Wages and Working Hours in Italy 0 0 0 35 3 3 5 355
Correction to: The Spherical Parametrisation for Correlation Matrices and its Computational Advantages 0 0 0 0 1 2 3 3
Crescita endogena e investimenti esterni: un modello dell'impatto occupazionale di lungo periodo della grande impresa nel Mezzogiorno 0 0 0 3 1 2 2 70
DPB: Dynamic Panel Binary Data Models in gretl 0 0 0 10 4 11 13 173
Depopulation in the Central Apennines in the Twentieth Century: An Empirical Investigation 0 0 0 0 3 6 7 7
Endogeneity and sample selection in a model for remittances 0 1 2 158 3 8 13 467
Financial development and remittances: Micro-econometric evidence 0 0 2 71 2 2 12 224
IDENTIFICATION OF COVARIANCE STRUCTURES 0 0 0 47 4 7 10 179
Inconsistency of naive GMM estimation for QR models with endogenous regressors 0 0 0 38 3 4 7 162
Interval regression models with endogenous explanatory variables 0 0 1 32 6 13 15 157
Kernel-based time-varying IV estimation: handle with care 0 0 5 10 3 8 16 31
Monetization and the Fiscal Multiplier 0 0 3 3 2 6 19 19
No such thing as the perfect match: Bayesian Model Averaging for treatment evaluation 0 0 0 8 2 3 4 35
Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity 0 0 0 34 3 5 8 183
Occupazione, disoccupazione, inattività: determinanti della mobilità tra stati in Italia 0 0 0 31 1 1 1 99
Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices 0 0 0 4 4 6 7 25
State Space Methods in gretl 0 1 1 52 1 5 11 201
Steady streams and sudden bursts: persistence patterns in remittance decisions 0 0 0 6 3 7 10 81
Steady streams and sudden bursts: persistence patterns in remittance decisions 0 2 2 16 4 12 15 111
Testing distributional assumptions in CUB models for the analysis of rating data 0 1 1 1 6 11 15 19
The Adoption of ICT among SMEs: Evidence from an Italian Survey 0 0 0 262 2 6 9 790
The GNU|Linux platform and freedom respecting software for economists 0 0 0 174 11 13 16 560
The Spherical Parametrisation for Correlation Matrices and its Computational Advantages 0 0 0 0 1 4 9 10
The role of local leaders in regional development funding: Evidence from an elite survey 0 0 0 6 1 3 6 29
Total Journal Articles 0 5 20 1,597 104 202 308 6,138


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Instrumental Variable Interval Regression 0 1 2 227 2 6 10 584
Who uses gretl? An Analysis of the SourceForge Download Data 0 0 0 169 3 5 8 504
Total Chapters 0 1 2 396 5 11 18 1,088


Statistics updated 2026-02-12