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 1 42 0 1 10 94
A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters 0 0 2 2 0 0 9 9
A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters 0 0 18 18 3 4 17 17
A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters 0 1 7 7 0 3 10 10
A simple and effective misspecification test for the double-hurdle model 0 0 0 93 0 1 19 200
Analytic Score for Multivariate GARCH Models 0 0 0 142 2 2 12 330
BAYESIAN MODEL AVERAGING FOR PROPENSITY SCORE MATCHING IN TAX REBATE 0 0 1 56 0 0 14 122
Banks' Inefficiency and Economic Growth A Micro-Macro Approach 0 0 0 112 0 0 13 337
Banks' inefficiency and economic growth: a micro-macro approach 0 0 0 884 0 0 17 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 77 83 246
Choice of solutions to the initial-conditions problem in dynamic panel probit models 1 1 1 34 2 3 18 70
Companion form representation of cointegrating VARs 0 0 0 18 0 1 5 261
Computer, Wages and Working Hours in Italy 0 0 0 125 0 1 14 1,250
Conditional Moment Tests for Normality in Bivariate Limited Dependent Variable Models: a Monte Carlo Study 0 0 0 65 1 2 13 288
DPB: Dynamic Panel Binary data models in Gretl 0 0 1 295 0 1 33 915
Depopulation in the Apennines in the 20th century: an empirical investigation 0 1 2 58 1 3 24 174
Dynamic Factor Models in gretl. The DFM package 1 1 10 315 1 5 35 648
Dynamic panel probit: finite-sample performance of alternative random-effects estimators 0 0 1 130 0 0 22 200
Efficienza del sistema bancario e crescita economica nelle regioni italiane 0 0 0 214 1 1 12 828
Endogeneity and sample selection in a model for remittances 0 0 0 114 2 2 15 376
Factors Affecting the Adoption of ICTs Among SMEs: Evidence From an Italian Survey 0 0 0 172 1 1 12 678
Financial development and remittances: micro-econometric evidence 0 0 1 121 0 3 22 324
Forecasting US bond yields at weekly frequency 0 0 1 232 1 2 15 603
Grandi e piccole imprese nel Centro-Nord e nel Mezzogiorno: un modello empirico dell'impatto occupazionale nel lungo periodo 0 0 0 41 0 0 6 191
Identification of Covariance Structures 0 0 0 130 1 1 13 373
Income, consumption and remittances: Evidence from immigrants to Australia 0 0 0 38 2 4 18 190
Income, consumption and remittances: evidence from immigrants to Australia 0 0 0 192 1 2 24 615
Inconsistency Of Naive GMM Estimation For QR Models With Endogenous Regressors 0 0 0 54 1 2 19 291
Intertemporal Remittance Behaviour by Immigrants in Germany 0 0 0 31 0 0 6 108
Intertemporal remittance behaviour by immigrants in Germany 0 0 0 30 0 1 24 176
Intertemporal remittance behaviour by immigrants in Germany 0 0 0 54 1 1 11 153
Interval Regression Models with;Endogenous Explanatory Variables 0 0 0 295 1 3 14 1,031
Kernel-based Time-Varying IV estimation: handle with care 0 0 0 61 1 2 22 66
Measures of variance for smoothed disturbances in linear state-space models: a clarification 0 0 1 124 1 1 19 249
Modelli in differenze con errori di misura 0 1 1 5 0 1 7 126
Monetization, wars, and the Italian fiscal multiplier 0 0 2 32 1 3 20 120
Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity 0 0 1 89 0 0 15 304
Occupazione, Disoccupazione, Intattivita': determinanti della mobilita' tra stati in Italia 0 0 1 13 0 0 11 274
Orario di lavoro e occupazione: un approccio teorico con una applicazione alla grande industria italiana 0 0 0 7 0 0 9 155
Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy 0 0 0 8 1 1 9 124
ParMA: Parallelised Bayesian Model Averaging for Generalised Linear Models 0 0 0 16 0 1 17 63
Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices 0 0 0 27 0 10 25 68
Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices 0 0 0 5 1 3 12 33
Reconciling TEV and VaR in Active Portfolio Management: A New Frontier 0 0 1 42 2 4 25 129
State dependence and unobserved heterogeneity in a double hurdle model for remittances: evidence from immigrants to Germany 0 0 0 53 1 2 31 171
Steady streams and sudden bursts: persistence patterns in remittance decisions 0 0 1 62 1 2 23 201
Structure-Based SVAR Identification 0 0 0 85 0 0 6 172
The Enemy of my Enemy 0 1 1 2 0 3 17 24
The GNU/Linux Platform and Freedom Respecting Software for Economists 0 0 2 69 0 2 14 251
The SVAR addon for gretl 0 1 18 479 3 5 42 1,112
Winning Competitive Grants For Regional Development in Albania: The Role of Local Leaders 1 1 1 49 2 2 11 148
Total Working Papers 3 8 76 5,437 36 169 914 17,384
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 1 24 2 5 25 118
A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012) 0 0 0 8 0 0 21 65
A simple and effective misspecification test for the double-hurdle model 0 0 0 36 0 1 14 156
A test for bivariate normality with applications in microeconometric models 0 0 0 20 0 2 12 108
An improved density approximation for the Zivot–Andrews test 0 0 1 1 0 1 7 7
Analytical Gradients of Dynamic Conditional Correlation Models 0 0 0 12 0 2 9 73
Analytical Score for Multivariate GARCH Models 0 0 0 152 0 0 9 402
Artificial regression testing in the GARCH-in-mean model 0 0 0 111 0 0 9 465
Aspetti economici della depurazione delle acque reflue 0 0 0 3 1 1 6 82
Banks’ Inefficiency and Economic Growth: A Micro‐Macro Approach 0 0 0 219 1 1 13 676
Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs 0 0 1 13 0 1 15 73
Computers, Wages and Working Hours in Italy 0 0 0 35 0 0 6 358
Correction to: The Spherical Parametrisation for Correlation Matrices and its Computational Advantages 0 0 0 0 0 1 5 6
Crescita endogena e investimenti esterni: un modello dell'impatto occupazionale di lungo periodo della grande impresa nel Mezzogiorno 0 0 0 3 0 1 5 73
DPB: Dynamic Panel Binary Data Models in gretl 0 0 0 10 0 1 20 181
Depopulation in the Central Apennines in the Twentieth Century: An Empirical Investigation 0 0 3 3 0 0 16 16
Endogeneity and sample selection in a model for remittances 0 0 1 158 0 0 18 475
Financial development and remittances: Micro-econometric evidence 0 0 1 72 1 2 10 230
IDENTIFICATION OF COVARIANCE STRUCTURES 0 0 0 47 0 0 9 181
Inconsistency of naive GMM estimation for QR models with endogenous regressors 0 0 0 38 0 0 16 172
Interval regression models with endogenous explanatory variables 0 0 0 32 0 0 14 158
Kernel-based time-varying IV estimation: handle with care 0 0 0 10 0 0 15 38
Monetization and the Fiscal Multiplier 0 0 0 3 0 2 14 25
No such thing as the perfect match: Bayesian Model Averaging for treatment evaluation 0 0 0 8 0 0 13 45
Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity 0 0 0 34 0 1 11 188
Occupazione, disoccupazione, inattività: determinanti della mobilità tra stati in Italia 0 0 0 31 0 0 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 26
Reconciling Tracking Error Volatility and Value-at-Risk in Active Portfolio Management: A New Frontier 0 0 0 0 2 5 6 6
State Space Methods in gretl 0 0 1 52 0 0 10 204
Steady streams and sudden bursts: persistence patterns in remittance decisions 1 1 1 7 2 4 17 90
Steady streams and sudden bursts: persistence patterns in remittance decisions 0 0 2 16 2 2 24 122
Testing distributional assumptions in CUB models for the analysis of rating data 0 0 1 1 1 3 18 26
The Adoption of ICT among SMEs: Evidence from an Italian Survey 0 0 0 262 0 1 9 792
The GNU|Linux platform and freedom respecting software for economists 0 0 1 175 0 2 20 567
The Spherical Parametrisation for Correlation Matrices and its Computational Advantages 0 0 0 0 0 1 11 14
The role of local leaders in regional development funding: Evidence from an elite survey 0 0 0 6 0 0 7 33
Total Journal Articles 1 1 14 1,606 12 40 445 6,353


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 2 228 1 2 15 593
Who uses gretl? An Analysis of the SourceForge Download Data 0 1 1 170 0 2 18 514
Total Chapters 0 1 3 398 1 4 33 1,107


Statistics updated 2026-10-11