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 1 1 42 4 6 10 93
A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters 0 6 6 6 1 6 6 6
A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters 0 1 2 2 1 7 8 8
A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters 0 4 18 18 0 5 12 12
A simple and effective misspecification test for the double-hurdle model 0 0 0 93 1 4 18 199
Analytic Score for Multivariate GARCH Models 0 0 0 142 0 1 10 328
BAYESIAN MODEL AVERAGING FOR PROPENSITY SCORE MATCHING IN TAX REBATE 0 0 2 56 1 6 16 121
Banks' Inefficiency and Economic Growth A Micro-Macro Approach 0 0 0 112 0 2 14 337
Banks' inefficiency and economic growth: a micro-macro approach 0 0 0 884 0 2 19 2,486
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 0 2 7 169
Choice of solutions to the initial-conditions problem in dynamic panel probit models 0 0 0 33 1 4 14 66
Companion form representation of cointegrating VARs 0 0 0 18 0 0 3 259
Computer, Wages and Working Hours in Italy 0 0 0 125 1 2 12 1,248
Conditional Moment Tests for Normality in Bivariate Limited Dependent Variable Models: a Monte Carlo Study 0 0 0 65 1 4 11 286
DPB: Dynamic Panel Binary data models in Gretl 0 0 1 295 4 9 44 914
Depopulation in the Apennines in the 20th century: an empirical investigation 0 0 1 57 2 8 24 171
Dynamic Factor Models in gretl. The DFM package 1 2 11 313 2 7 37 641
Dynamic panel probit: finite-sample performance of alternative random-effects estimators 0 0 1 130 0 2 23 200
Efficienza del sistema bancario e crescita economica nelle regioni italiane 0 0 0 214 1 3 11 827
Endogeneity and sample selection in a model for remittances 0 0 0 114 0 5 14 374
Factors Affecting the Adoption of ICTs Among SMEs: Evidence From an Italian Survey 0 0 0 172 0 2 10 676
Financial development and remittances: micro-econometric evidence 0 0 1 121 1 6 19 321
Forecasting US bond yields at weekly frequency 0 0 1 232 0 3 13 601
Grandi e piccole imprese nel Centro-Nord e nel Mezzogiorno: un modello empirico dell'impatto occupazionale nel lungo periodo 0 0 0 41 0 2 6 191
Identification of Covariance Structures 0 0 0 130 1 2 13 372
Income, consumption and remittances: Evidence from immigrants to Australia 0 0 0 38 1 4 14 185
Income, consumption and remittances: evidence from immigrants to Australia 0 0 1 192 1 5 23 613
Inconsistency Of Naive GMM Estimation For QR Models With Endogenous Regressors 0 0 0 54 2 6 18 289
Intertemporal Remittance Behaviour by Immigrants in Germany 0 0 0 31 0 2 6 108
Intertemporal remittance behaviour by immigrants in Germany 0 0 0 54 0 3 11 152
Intertemporal remittance behaviour by immigrants in Germany 0 0 0 30 2 10 23 175
Interval Regression Models with;Endogenous Explanatory Variables 0 0 2 295 0 2 12 1,027
Kernel-based Time-Varying IV estimation: handle with care 0 0 0 61 0 2 18 62
Measures of variance for smoothed disturbances in linear state-space models: a clarification 0 0 1 124 1 5 20 248
Modelli in differenze con errori di misura 0 0 0 4 1 3 6 125
Monetization, wars, and the Italian fiscal multiplier 0 1 2 32 1 5 20 117
Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity 0 0 1 89 0 4 15 304
Occupazione, Disoccupazione, Intattivita': determinanti della mobilita' tra stati in Italia 0 0 1 13 1 5 12 274
Orario di lavoro e occupazione: un approccio teorico con una applicazione alla grande industria italiana 0 0 0 7 0 2 9 155
Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy 0 0 0 8 0 0 8 123
ParMA: Parallelised Bayesian Model Averaging for Generalised Linear Models 0 0 0 16 0 4 18 61
Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices 0 0 0 27 0 1 15 58
Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices 0 0 0 5 2 5 10 30
Reconciling TEV and VaR in Active Portfolio Management: A New Frontier 0 0 3 42 2 9 28 125
State dependence and unobserved heterogeneity in a double hurdle model for remittances: evidence from immigrants to Germany 0 0 0 53 6 10 30 168
Steady streams and sudden bursts: persistence patterns in remittance decisions 0 0 1 62 1 5 22 198
Structure-Based SVAR Identification 0 0 1 85 0 0 7 172
The Enemy of my Enemy 0 0 0 1 5 9 16 21
The GNU/Linux Platform and Freedom Respecting Software for Economists 0 1 2 69 0 2 10 247
The SVAR addon for gretl 1 4 19 476 2 12 43 1,104
Winning Competitive Grants For Regional Development in Albania: The Role of Local Leaders 0 0 0 48 2 3 10 146
Total Working Papers 2 20 79 5,426 52 218 798 17,193
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 24 1 8 21 113
A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012) 0 0 1 8 1 7 20 63
A simple and effective misspecification test for the double-hurdle model 0 0 0 36 1 3 14 155
A test for bivariate normality with applications in microeconometric models 0 0 0 20 0 2 10 106
An improved density approximation for the Zivot–Andrews test 0 1 1 1 0 5 6 6
Analytical Gradients of Dynamic Conditional Correlation Models 0 0 0 12 0 1 8 71
Analytical Score for Multivariate GARCH Models 0 0 0 152 1 6 9 402
Artificial regression testing in the GARCH-in-mean model 0 0 0 111 0 3 8 464
Aspetti economici della depurazione delle acque reflue 0 0 0 3 1 4 5 81
Banks’ Inefficiency and Economic Growth: A Micro‐Macro Approach 0 0 0 219 1 2 12 674
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 0 4 12 68
Computers, Wages and Working Hours in Italy 0 0 0 35 1 3 7 358
Correction to: The Spherical Parametrisation for Correlation Matrices and its Computational Advantages 0 0 0 0 0 2 4 5
Crescita endogena e investimenti esterni: un modello dell'impatto occupazionale di lungo periodo della grande impresa nel Mezzogiorno 0 0 0 3 0 2 4 72
DPB: Dynamic Panel Binary Data Models in gretl 0 0 0 10 0 3 20 180
Depopulation in the Central Apennines in the Twentieth Century: An Empirical Investigation 0 1 1 1 1 3 10 10
Endogeneity and sample selection in a model for remittances 0 0 1 158 0 3 18 474
Financial development and remittances: Micro-econometric evidence 1 1 3 72 2 4 13 228
IDENTIFICATION OF COVARIANCE STRUCTURES 0 0 0 47 1 2 11 181
Inconsistency of naive GMM estimation for QR models with endogenous regressors 0 0 0 38 1 4 17 172
Interval regression models with endogenous explanatory variables 0 0 0 32 0 1 14 158
Kernel-based time-varying IV estimation: handle with care 0 0 3 10 0 6 20 38
Monetization and the Fiscal Multiplier 0 0 3 3 1 4 23 23
No such thing as the perfect match: Bayesian Model Averaging for treatment evaluation 0 0 0 8 0 6 14 45
Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity 0 0 0 34 0 4 12 187
Occupazione, disoccupazione, inattività: determinanti della mobilità tra stati in Italia 0 0 0 31 0 2 4 102
Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices 0 0 0 4 1 1 8 26
Reconciling Tracking Error Volatility and Value-at-Risk in Active Portfolio Management: A New Frontier 0 0 0 0 0 1 1 1
State Space Methods in gretl 0 0 1 52 0 3 13 204
Steady streams and sudden bursts: persistence patterns in remittance decisions 0 0 0 6 2 3 14 85
Steady streams and sudden bursts: persistence patterns in remittance decisions 0 0 2 16 1 6 24 120
Testing distributional assumptions in CUB models for the analysis of rating data 0 0 1 1 0 2 16 23
The Adoption of ICT among SMEs: Evidence from an Italian Survey 0 0 0 262 0 1 9 791
The GNU|Linux platform and freedom respecting software for economists 0 1 1 175 0 5 21 565
The Spherical Parametrisation for Correlation Matrices and its Computational Advantages 0 0 0 0 0 2 9 12
The role of local leaders in regional development funding: Evidence from an elite survey 0 0 0 6 1 1 9 33
Total Journal Articles 1 4 20 1,602 18 119 440 6,296


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 2 228 0 6 13 590
Who uses gretl? An Analysis of the SourceForge Download Data 0 0 0 169 1 6 16 512
Total Chapters 0 1 2 397 1 12 29 1,102


Statistics updated 2026-06-04