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 0 3 4 87
A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters 11 14 14 14 3 7 7 7
A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters 1 1 1 1 1 1 1 1
A simple and effective misspecification test for the double-hurdle model 0 0 0 93 1 11 14 195
Analytic Score for Multivariate GARCH Models 0 0 0 142 0 8 9 327
BAYESIAN MODEL AVERAGING FOR PROPENSITY SCORE MATCHING IN TAX REBATE 0 0 5 56 1 6 15 115
Banks' Inefficiency and Economic Growth A Micro-Macro Approach 0 0 0 112 1 9 12 335
Banks' inefficiency and economic growth: a micro-macro approach 0 0 0 884 4 14 18 2,484
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 5 167
Choice of solutions to the initial-conditions problem in dynamic panel probit models 0 0 1 33 2 10 11 62
Companion form representation of cointegrating VARs 0 0 0 18 2 3 3 259
Computer, Wages and Working Hours in Italy 0 0 0 125 2 9 10 1,246
Conditional Moment Tests for Normality in Bivariate Limited Dependent Variable Models: a Monte Carlo Study 0 0 0 65 0 5 7 282
DPB: Dynamic Panel Binary data models in Gretl 0 1 1 295 2 13 42 905
Depopulation in the Apennines in the 20th century: an empirical investigation 0 1 1 57 1 10 17 163
Dynamic Factor Models in gretl. The DFM package 1 4 13 311 2 12 39 634
Dynamic panel probit: finite-sample performance of alternative random-effects estimators 0 0 1 130 3 18 21 198
Efficienza del sistema bancario e crescita economica nelle regioni italiane 0 0 0 214 1 8 8 824
Endogeneity and sample selection in a model for remittances 0 0 0 114 0 6 11 369
Factors Affecting the Adoption of ICTs Among SMEs: Evidence From an Italian Survey 0 0 0 172 0 5 8 674
Financial development and remittances: micro-econometric evidence 0 0 1 121 4 9 13 315
Forecasting US bond yields at weekly frequency 0 1 1 232 0 4 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 0 3 4 189
Identification of Covariance Structures 0 0 0 130 1 9 11 370
Income, consumption and remittances: Evidence from immigrants to Australia 0 0 1 38 0 6 11 181
Income, consumption and remittances: evidence from immigrants to Australia 0 0 1 192 5 13 20 608
Inconsistency Of Naive GMM Estimation For QR Models With Endogenous Regressors 0 0 0 54 0 8 12 283
Intertemporal Remittance Behaviour by Immigrants in Germany 0 0 0 31 0 2 4 106
Intertemporal remittance behaviour by immigrants in Germany 0 0 0 54 0 4 8 149
Intertemporal remittance behaviour by immigrants in Germany 0 0 0 30 3 11 14 165
Interval Regression Models with;Endogenous Explanatory Variables 0 0 3 295 0 4 11 1,025
Kernel-based Time-Varying IV estimation: handle with care 0 0 0 61 2 11 16 60
Measures of variance for smoothed disturbances in linear state-space models: a clarification 0 1 3 124 1 5 27 243
Modelli in differenze con errori di misura 0 0 0 4 0 3 3 122
Monetization, wars, and the Italian fiscal multiplier 0 1 3 31 4 10 19 112
Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity 0 1 1 89 1 10 11 300
Occupazione, Disoccupazione, Intattivita': determinanti della mobilita' tra stati in Italia 1 1 1 13 1 5 7 269
Orario di lavoro e occupazione: un approccio teorico con una applicazione alla grande industria italiana 0 0 0 7 2 6 7 153
Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy 0 0 0 8 0 7 8 123
ParMA: Parallelised Bayesian Model Averaging for Generalised Linear Models 0 0 0 16 1 8 14 57
Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices 0 0 0 27 3 11 15 57
Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices 0 0 0 5 0 3 7 25
Reconciling TEV and VaR in Active Portfolio Management: A New Frontier 0 0 4 42 2 6 25 116
State dependence and unobserved heterogeneity in a double hurdle model for remittances: evidence from immigrants to Germany 0 0 0 53 3 12 22 158
Steady streams and sudden bursts: persistence patterns in remittance decisions 0 0 1 62 0 7 19 193
Structure-Based SVAR Identification 0 0 1 85 0 4 7 172
The Enemy of my Enemy 0 0 0 1 0 3 8 12
The GNU/Linux Platform and Freedom Respecting Software for Economists 0 0 1 68 2 5 8 245
The SVAR addon for gretl 1 7 25 472 1 13 48 1,092
Winning Competitive Grants For Regional Development in Albania: The Role of Local Leaders 0 0 0 48 2 5 9 143
Total Working Papers 15 33 84 5,406 66 369 660 16,975
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 1 1 3 24 2 7 15 105
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 10 14 56
A simple and effective misspecification test for the double-hurdle model 0 0 0 36 3 9 11 152
A test for bivariate normality with applications in microeconometric models 0 0 0 20 1 7 8 104
An improved density approximation for the Zivot–Andrews test 0 0 0 0 1 1 1 1
Analytical Gradients of Dynamic Conditional Correlation Models 0 0 0 12 0 6 7 70
Analytical Score for Multivariate GARCH Models 0 0 0 152 1 3 3 396
Artificial regression testing in the GARCH-in-mean model 0 0 0 111 0 1 5 461
Aspetti economici della depurazione delle acque reflue 0 0 0 3 0 1 1 77
Banks’ Inefficiency and Economic Growth: A Micro‐Macro Approach 0 0 0 219 1 6 10 672
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 3 8 64
Computers, Wages and Working Hours in Italy 0 0 0 35 0 3 5 355
Correction to: The Spherical Parametrisation for Correlation Matrices and its Computational Advantages 0 0 0 0 0 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 0 1 2 70
DPB: Dynamic Panel Binary Data Models in gretl 0 0 0 10 4 11 17 177
Depopulation in the Central Apennines in the Twentieth Century: An Empirical Investigation 0 0 0 0 0 4 7 7
Endogeneity and sample selection in a model for remittances 0 0 2 158 4 9 17 471
Financial development and remittances: Micro-econometric evidence 0 0 2 71 0 2 9 224
IDENTIFICATION OF COVARIANCE STRUCTURES 0 0 0 47 0 6 10 179
Inconsistency of naive GMM estimation for QR models with endogenous regressors 0 0 0 38 6 10 13 168
Interval regression models with endogenous explanatory variables 0 0 1 32 0 10 14 157
Kernel-based time-varying IV estimation: handle with care 0 0 5 10 1 8 17 32
Monetization and the Fiscal Multiplier 0 0 3 3 0 3 19 19
No such thing as the perfect match: Bayesian Model Averaging for treatment evaluation 0 0 0 8 4 6 8 39
Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity 0 0 0 34 0 5 8 183
Occupazione, disoccupazione, inattività: determinanti della mobilità tra stati in Italia 0 0 0 31 1 2 2 100
Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices 0 0 0 4 0 5 7 25
State Space Methods in gretl 0 0 1 52 0 2 10 201
Steady streams and sudden bursts: persistence patterns in remittance decisions 0 0 2 16 3 8 18 114
Steady streams and sudden bursts: persistence patterns in remittance decisions 0 0 0 6 1 8 11 82
Testing distributional assumptions in CUB models for the analysis of rating data 0 0 1 1 2 10 16 21
The Adoption of ICT among SMEs: Evidence from an Italian Survey 0 0 0 262 0 2 9 790
The GNU|Linux platform and freedom respecting software for economists 0 0 0 174 0 11 16 560
The Spherical Parametrisation for Correlation Matrices and its Computational Advantages 0 0 0 0 0 1 9 10
The role of local leaders in regional development funding: Evidence from an elite survey 0 0 0 6 3 5 9 32
Total Journal Articles 1 1 21 1,598 39 188 339 6,177


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Instrumental Variable Interval Regression 0 0 2 227 0 5 10 584
Who uses gretl? An Analysis of the SourceForge Download Data 0 0 0 169 2 6 10 506
Total Chapters 0 0 2 396 2 11 20 1,090


Statistics updated 2026-03-04