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 4 10 93
A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters 0 0 2 2 0 2 9 9
A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters 1 1 7 7 1 3 8 8
A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters 0 0 18 18 0 1 13 13
A simple and effective misspecification test for the double-hurdle model 0 0 0 93 0 1 18 199
Analytic Score for Multivariate GARCH Models 0 0 0 142 0 0 10 328
BAYESIAN MODEL AVERAGING FOR PROPENSITY SCORE MATCHING IN TAX REBATE 0 0 1 56 0 2 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 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 0 7 169
Choice of solutions to the initial-conditions problem in dynamic panel probit models 0 0 0 33 1 3 16 68
Companion form representation of cointegrating VARs 0 0 0 18 0 1 4 260
Computer, Wages and Working Hours in Italy 0 0 0 125 1 3 14 1,250
Conditional Moment Tests for Normality in Bivariate Limited Dependent Variable Models: a Monte Carlo Study 0 0 0 65 0 1 11 286
DPB: Dynamic Panel Binary data models in Gretl 0 0 1 295 1 5 37 915
Depopulation in the Apennines in the 20th century: an empirical investigation 0 0 1 57 0 2 23 171
Dynamic Factor Models in gretl. The DFM package 0 2 12 314 3 7 38 646
Dynamic panel probit: finite-sample performance of alternative random-effects estimators 0 0 1 130 0 0 23 200
Efficienza del sistema bancario e crescita economica nelle regioni italiane 0 0 0 214 0 1 11 827
Endogeneity and sample selection in a model for remittances 0 0 0 114 0 0 14 374
Factors Affecting the Adoption of ICTs Among SMEs: Evidence From an Italian Survey 0 0 0 172 0 1 11 677
Financial development and remittances: micro-econometric evidence 0 0 1 121 1 2 20 322
Forecasting US bond yields at weekly frequency 0 0 1 232 0 0 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 0 6 191
Identification of Covariance Structures 0 0 0 130 0 1 12 372
Income, consumption and remittances: Evidence from immigrants to Australia 0 0 0 38 0 2 15 186
Income, consumption and remittances: evidence from immigrants to Australia 0 0 1 192 0 1 23 613
Inconsistency Of Naive GMM Estimation For QR Models With Endogenous Regressors 0 0 0 54 0 2 18 289
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 54 0 0 11 152
Intertemporal remittance behaviour by immigrants in Germany 0 0 0 30 1 3 24 176
Interval Regression Models with;Endogenous Explanatory Variables 0 0 1 295 0 1 12 1,028
Kernel-based Time-Varying IV estimation: handle with care 0 0 0 61 0 2 20 64
Measures of variance for smoothed disturbances in linear state-space models: a clarification 0 0 1 124 0 1 19 248
Modelli in differenze con errori di misura 1 1 1 5 1 2 7 126
Monetization, wars, and the Italian fiscal multiplier 0 0 2 32 0 1 18 117
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 1 12 274
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 0 0 8 123
ParMA: Parallelised Bayesian Model Averaging for Generalised Linear Models 0 0 0 16 1 2 19 63
Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices 0 0 0 5 0 2 10 30
Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices 0 0 0 27 1 1 16 59
Reconciling TEV and VaR in Active Portfolio Management: A New Frontier 0 0 3 42 0 2 25 125
State dependence and unobserved heterogeneity in a double hurdle model for remittances: evidence from immigrants to Germany 0 0 0 53 0 7 30 169
Steady streams and sudden bursts: persistence patterns in remittance decisions 0 0 1 62 0 2 22 199
Structure-Based SVAR Identification 0 0 0 85 0 0 6 172
The Enemy of my Enemy 0 0 0 1 1 6 16 22
The GNU/Linux Platform and Freedom Respecting Software for Economists 0 0 2 69 0 2 12 249
The SVAR addon for gretl 1 4 21 479 1 6 44 1,108
Winning Competitive Grants For Regional Development in Albania: The Role of Local Leaders 0 0 0 48 0 2 9 146
Total Working Papers 3 8 81 5,432 14 88 800 17,229
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 0 1 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 0 3 22 65
A simple and effective misspecification test for the double-hurdle model 0 0 0 36 0 1 13 155
A test for bivariate normality with applications in microeconometric models 0 0 0 20 2 2 12 108
An improved density approximation for the Zivot–Andrews test 0 0 1 1 1 1 7 7
Analytical Gradients of Dynamic Conditional Correlation Models 0 0 0 12 1 1 9 72
Analytical Score for Multivariate GARCH Models 0 0 0 152 0 1 9 402
Artificial regression testing in the GARCH-in-mean model 0 0 0 111 0 1 9 465
Aspetti economici della depurazione delle acque reflue 0 0 0 3 0 1 5 81
Banks’ Inefficiency and Economic Growth: A Micro‐Macro Approach 0 0 0 219 0 2 13 675
Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs 0 1 1 13 0 4 14 72
Computers, Wages and Working Hours in Italy 0 0 0 35 0 1 6 358
Correction to: The Spherical Parametrisation for Correlation Matrices and its Computational Advantages 0 0 0 0 1 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 1 1 5 73
DPB: Dynamic Panel Binary Data Models in gretl 0 0 0 10 1 1 20 181
Depopulation in the Central Apennines in the Twentieth Century: An Empirical Investigation 0 2 3 3 0 7 16 16
Endogeneity and sample selection in a model for remittances 0 0 1 158 0 1 18 475
Financial development and remittances: Micro-econometric evidence 0 1 2 72 0 2 11 228
IDENTIFICATION OF COVARIANCE STRUCTURES 0 0 0 47 0 1 10 181
Inconsistency of naive GMM estimation for QR models with endogenous regressors 0 0 0 38 0 1 17 172
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 2 10 0 0 17 38
Monetization and the Fiscal Multiplier 0 0 3 3 1 2 22 24
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 1 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 1 8 26
Reconciling Tracking Error Volatility and Value-at-Risk in Active Portfolio Management: A New Frontier 0 0 0 0 2 2 3 3
State Space Methods in gretl 0 0 1 52 0 0 13 204
Steady streams and sudden bursts: persistence patterns in remittance decisions 0 0 2 16 0 1 22 120
Steady streams and sudden bursts: persistence patterns in remittance decisions 0 0 0 6 2 5 15 88
Testing distributional assumptions in CUB models for the analysis of rating data 0 0 1 1 0 0 15 23
The Adoption of ICT among SMEs: Evidence from an Italian Survey 0 0 0 262 1 1 10 792
The GNU|Linux platform and freedom respecting software for economists 0 0 1 175 0 0 20 565
The Spherical Parametrisation for Correlation Matrices and its Computational Advantages 0 0 0 0 1 2 11 14
The role of local leaders in regional development funding: Evidence from an elite survey 0 0 0 6 0 1 8 33
Total Journal Articles 0 4 21 1,605 15 50 448 6,328


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 0 1 14 591
Who uses gretl? An Analysis of the SourceForge Download Data 1 1 1 170 1 2 17 513
Total Chapters 1 1 3 398 1 3 31 1,104


Statistics updated 2026-08-07