Details about Francesca Di Iorio

Access statistics for papers by Francesca Di Iorio.

Last updated 2009-09-09. Update your information in the RePEc Author Service.

Short-id: pdi74

Working Papers

2008

1. A note on the estimation of long-run relationships in dependent cointegrated panels
   MPRA Paper, University Library of Munich, Germany
2. Testing for cointegration in dependent panels via residual-based bootstrap methods
   MPRA Paper, University Library of Munich, Germany View citations

2007

3. Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle
   Economics Discussion Papers, Kiel Institute for the World Economy View citations
   See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007)

2006

4. Testing for breaks in cointegrated panels
   MPRA Paper, University Library of Munich, Germany View citations

1998

5. - CONTROL VARIATES FOR VARIANCE REDUCTION IN INDIRECT INFERENCE: INTEREST RATE MODELS IN CONTINUOUS TIME
   Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)
   See also Journal Article in Econometrics Journal (1998)

Journal Articles

2007

1. Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle
   Economics - The Open-Access, Open-Assessment E-Journal, 2007, 1, (14), 1-23 View citations
   See also Working Paper (2007)

2006

2. Discontinuities in indirect estimation: An application to EAR models
   Computational Statistics & Data Analysis, 2006, 50, (8), 2124-2136
3. Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment
   Statistical Methods and Applications, 2006, 15, (1), 129-137

2004

4. Models of labour demand with fixed costs of adjustment: a generalised tobit approach
   Economics Bulletin, 2004, 3, (31), 1-8

1998

5. Control variates for variance reduction in indirect inference: Interest rate models in continuous time
   Econometrics Journal, 1998, 1, (ConferenceIssue), C100-C112 View citations
   See also Working Paper (1998)