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 0 2 6 89
A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters 1 15 18 18 3 8 12 12
A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters 0 6 6 6 5 5 5 5
A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters 1 2 2 2 5 7 7 7
A simple and effective misspecification test for the double-hurdle model 0 0 0 93 2 4 17 198
Analytic Score for Multivariate GARCH Models 0 0 0 142 1 1 10 328
BAYESIAN MODEL AVERAGING FOR PROPENSITY SCORE MATCHING IN TAX REBATE 0 0 4 56 4 6 19 120
Banks' Inefficiency and Economic Growth A Micro-Macro Approach 0 0 0 112 2 3 14 337
Banks' inefficiency and economic growth: a micro-macro approach 0 0 0 884 1 6 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 2 4 7 169
Choice of solutions to the initial-conditions problem in dynamic panel probit models 0 0 1 33 2 5 14 65
Companion form representation of cointegrating VARs 0 0 0 18 0 2 3 259
Computer, Wages and Working Hours in Italy 0 0 0 125 1 3 11 1,247
Conditional Moment Tests for Normality in Bivariate Limited Dependent Variable Models: a Monte Carlo Study 0 0 0 65 1 3 10 285
DPB: Dynamic Panel Binary data models in Gretl 0 0 1 295 3 7 40 910
Depopulation in the Apennines in the 20th century: an empirical investigation 0 0 1 57 6 7 23 169
Dynamic Factor Models in gretl. The DFM package 0 2 10 312 2 7 36 639
Dynamic panel probit: finite-sample performance of alternative random-effects estimators 0 0 1 130 2 5 23 200
Efficienza del sistema bancario e crescita economica nelle regioni italiane 0 0 0 214 2 3 10 826
Endogeneity and sample selection in a model for remittances 0 0 0 114 5 5 16 374
Factors Affecting the Adoption of ICTs Among SMEs: Evidence From an Italian Survey 0 0 0 172 2 2 10 676
Financial development and remittances: micro-econometric evidence 0 0 1 121 4 9 18 320
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 2 2 6 191
Identification of Covariance Structures 0 0 0 130 1 2 12 371
Income, consumption and remittances: Evidence from immigrants to Australia 0 0 0 38 3 3 13 184
Income, consumption and remittances: evidence from immigrants to Australia 0 0 1 192 4 9 23 612
Inconsistency Of Naive GMM Estimation For QR Models With Endogenous Regressors 0 0 0 54 4 4 16 287
Intertemporal Remittance Behaviour by Immigrants in Germany 0 0 0 31 2 2 6 108
Intertemporal remittance behaviour by immigrants in Germany 0 0 0 30 7 11 21 173
Intertemporal remittance behaviour by immigrants in Germany 0 0 0 54 2 3 11 152
Interval Regression Models with;Endogenous Explanatory Variables 0 0 3 295 1 2 13 1,027
Kernel-based Time-Varying IV estimation: handle with care 0 0 0 61 1 4 18 62
Measures of variance for smoothed disturbances in linear state-space models: a clarification 0 0 1 124 4 5 20 247
Modelli in differenze con errori di misura 0 0 0 4 2 2 5 124
Monetization, wars, and the Italian fiscal multiplier 0 1 3 32 2 8 20 116
Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity 0 0 1 89 2 5 15 304
Occupazione, Disoccupazione, Intattivita': determinanti della mobilita' tra stati in Italia 0 1 1 13 4 5 11 273
Orario di lavoro e occupazione: un approccio teorico con una applicazione alla grande industria italiana 0 0 0 7 2 4 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 4 5 18 61
Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices 0 0 0 5 3 3 9 28
Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices 0 0 0 27 1 4 15 58
Reconciling TEV and VaR in Active Portfolio Management: A New Frontier 0 0 4 42 5 9 31 123
State dependence and unobserved heterogeneity in a double hurdle model for remittances: evidence from immigrants to Germany 0 0 0 53 1 7 24 162
Steady streams and sudden bursts: persistence patterns in remittance decisions 0 0 1 62 3 4 21 197
Structure-Based SVAR Identification 0 0 1 85 0 0 7 172
The Enemy of my Enemy 0 0 0 1 3 4 11 16
The GNU/Linux Platform and Freedom Respecting Software for Economists 0 1 2 69 0 4 10 247
The SVAR addon for gretl 1 4 20 475 6 11 43 1,102
Winning Competitive Grants For Regional Development in Albania: The Role of Local Leaders 0 0 0 48 1 3 9 144
Total Working Papers 3 33 85 5,424 125 232 768 17,141
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 1 3 24 7 9 22 112
A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012) 0 0 1 8 2 7 19 62
A simple and effective misspecification test for the double-hurdle model 0 0 0 36 2 5 13 154
A test for bivariate normality with applications in microeconometric models 0 0 0 20 2 3 10 106
An improved density approximation for the Zivot–Andrews test 1 1 1 1 5 6 6 6
Analytical Gradients of Dynamic Conditional Correlation Models 0 0 0 12 1 1 8 71
Analytical Score for Multivariate GARCH Models 0 0 0 152 3 6 8 401
Artificial regression testing in the GARCH-in-mean model 0 0 0 111 3 3 8 464
Aspetti economici della depurazione delle acque reflue 0 0 0 3 2 3 4 80
Banks’ Inefficiency and Economic Growth: A Micro‐Macro Approach 0 0 0 219 0 2 11 673
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 4 4 12 68
Computers, Wages and Working Hours in Italy 0 0 0 35 2 2 6 357
Correction to: The Spherical Parametrisation for Correlation Matrices and its Computational Advantages 0 0 0 0 1 2 5 5
Crescita endogena e investimenti esterni: un modello dell'impatto occupazionale di lungo periodo della grande impresa nel Mezzogiorno 0 0 0 3 2 2 4 72
DPB: Dynamic Panel Binary Data Models in gretl 0 0 0 10 3 7 20 180
Depopulation in the Central Apennines in the Twentieth Century: An Empirical Investigation 1 1 1 1 2 2 9 9
Endogeneity and sample selection in a model for remittances 0 0 1 158 3 7 19 474
Financial development and remittances: Micro-econometric evidence 0 0 2 71 1 2 11 226
IDENTIFICATION OF COVARIANCE STRUCTURES 0 0 0 47 0 1 10 180
Inconsistency of naive GMM estimation for QR models with endogenous regressors 0 0 0 38 2 9 16 171
Interval regression models with endogenous explanatory variables 0 0 1 32 1 1 15 158
Kernel-based time-varying IV estimation: handle with care 0 0 3 10 5 7 20 38
Monetization and the Fiscal Multiplier 0 0 3 3 3 3 22 22
No such thing as the perfect match: Bayesian Model Averaging for treatment evaluation 0 0 0 8 5 10 14 45
Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity 0 0 0 34 3 4 12 187
Occupazione, disoccupazione, inattività: determinanti della mobilità tra stati in Italia 0 0 0 31 2 3 4 102
Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices 0 0 0 4 0 0 7 25
Reconciling Tracking Error Volatility and Value-at-Risk in Active Portfolio Management: A New Frontier 0 0 0 0 1 1 1 1
State Space Methods in gretl 0 0 1 52 2 3 13 204
Steady streams and sudden bursts: persistence patterns in remittance decisions 0 0 2 16 4 8 23 119
Steady streams and sudden bursts: persistence patterns in remittance decisions 0 0 0 6 1 2 12 83
Testing distributional assumptions in CUB models for the analysis of rating data 0 0 1 1 1 4 16 23
The Adoption of ICT among SMEs: Evidence from an Italian Survey 0 0 0 262 0 1 10 791
The GNU|Linux platform and freedom respecting software for economists 0 1 1 175 2 5 21 565
The Spherical Parametrisation for Correlation Matrices and its Computational Advantages 0 0 0 0 2 2 10 12
The role of local leaders in regional development funding: Evidence from an elite survey 0 0 0 6 0 3 8 32
Total Journal Articles 2 4 21 1,601 79 140 429 6,278


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Instrumental Variable Interval Regression 1 1 3 228 6 6 15 590
Who uses gretl? An Analysis of the SourceForge Download Data 0 0 0 169 4 7 15 511
Total Chapters 1 1 3 397 10 13 30 1,101


Statistics updated 2026-05-06