Details about Francesca Di Iorio

Access statistics for papers by Francesca Di Iorio.

Last updated 2024-05-07. Update your information in the RePEc Author Service.

Short-id: pdi74

Working Papers

2021

1. The Stata module for CUB models for rating data analysis
   London Stata Conference 2021, Stata Users Group

2020

2. Forecasting mortality rates and life expectancy in the year of Covid-19
   DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome
3. Regional Income Dynamics in Bangladesh: The Road to a Balanced Development is in the Middle
   DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome

2019

4. Fiscal reaction functions for the advanced economies revisited
   DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome
   See also Journal Article Fiscal reaction functions for the advanced economies revisited, Empirical Economics, Springer (2022) View citations (4) (2022)
5. Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector
   DEM Working Papers Series, University of Pavia, Department of Economics and Management
   See also Journal Article Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector, Industry and Innovation, Taylor & Francis Journals (2020) View citations (1) (2020)

2018

6. The Prebish-Singer hypothesis in the post-colonial era: evidence from panel cointegration
   DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome View citations (4)
   See also Journal Article The Prebish–Singer hypothesis in the post-colonial era: Evidence from panel cointegration, Economics Letters, Elsevier (2018) View citations (4) (2018)
7. The impact of submarket concentration in the US pharmaceutical industry in 1987-1998
   DEM Working Papers Series, University of Pavia, Department of Economics and Management

2017

8. A Deeper Analysis on Pharmaceutical Submarket Concentration: the US market in 1987-1998
   Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano
9. Entry and Patents: Evidence from the US Cardiovascular Pharmaceutical Sector
   Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano
10. Evaluating Restricted Common Factor models for non-stationary data
    DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome
    See also Journal Article Evaluating restricted common factor models for non-stationary data, Econometrics and Statistics, Elsevier (2021) (2021)

2014

11. Dealing with unobservable common trends in small samples: a panel cointegration approach
    DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome

2013

12. Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (1)
    See also Journal Article Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs, Applied Economics, Taylor & Francis Journals (2016) View citations (5) (2016)

2012

13. A note on the estimation of long-run relationships in panel equations with cross-section linkages
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (10)
    See also Journal Article A note on the estimation of long-run relationships in panel equations with cross-section linkages, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2012) View citations (10) (2012)
14. Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test
    DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome View citations (4)
    See also Journal Article Savings and investments in the OECD: a panel cointegration study with a new bootstrap test, Empirical Economics, Springer (2014) View citations (11) (2014)

2011

15. A sieve bootstrap range test for poolability in dependent cointegrated panels
    DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome View citations (2)
16. Testing for non-causality by using the Autoregressive Metric
    MPRA Paper, University Library of Munich, Germany

2010

17. A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007
    MPRA Paper, University Library of Munich, Germany View citations (1)

2008

18. A note on the estimation of long-run relationships in dependent cointegrated panels
    MPRA Paper, University Library of Munich, Germany View citations (3)

2007

19. Cointegration testing in dependent panels with breaks
    MPRA Paper, University Library of Munich, Germany View citations (2)
20. Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (16)
    See also Journal Article Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2007) View citations (16) (2007)

2006

21. Testing for breaks in cointegrated panels
    MPRA Paper, University Library of Munich, Germany View citations (5)

2005

22. Indirect estimation of Markov switching models with endogenous switching
    MPRA Paper, University Library of Munich, Germany

1999

23. Indirect Estimation of Just-Identified Models with Control Variates
    Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti" View citations (5)

1998

24. - 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) View citations (10)
    Also in MPRA Paper, University Library of Munich, Germany (1996) View citations (3)
    See also Journal Article Control variates for variance reduction in indirect inference: Interest rate models in continuous time, Econometrics Journal, Royal Economic Society (1998) View citations (11) (1998)

Journal Articles

2024

1. A mixture model for self-assessed stress at work across EU 163
   RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, 2024, 78, (2), 163-174
2. Regional income dynamics in Bangladesh
   Empirical Economics, 2024, 66, (3), 1125-1159

2022

3. A comparison between VAR processes jointly modeling GDP and Unemployment rate in France and Germany
   Statistical Methods & Applications, 2022, 31, (3), 617-635
4. Economic outcomes and immigrants self-identification
   RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, 2022, 76, (2), 4-12
5. Fiscal reaction functions for the advanced economies revisited
   Empirical Economics, 2022, 62, (6), 2865-2891 View citations (4)
   See also Working Paper Fiscal reaction functions for the advanced economies revisited, DSS Empirical Economics and Econometrics Working Papers Series (2019) (2019)
6. Fitting mixture models for feeling and uncertainty for rating data analysis
   Stata Journal, 2022, 22, (1), 195-223 View citations (3)

2021

7. Atheoretical Regression Trees for classifying risky financial institutions
   Annals of Operations Research, 2021, 299, (1), 1357-1377 View citations (1)
8. Evaluating restricted common factor models for non-stationary data
   Econometrics and Statistics, 2021, 17, (C), 64-75
   See also Working Paper Evaluating Restricted Common Factor models for non-stationary data, DSS Empirical Economics and Econometrics Working Papers Series (2017) (2017)
9. Preface
   Journal of Official Statistics, 2021, 37, (2), 257-260

2020

10. Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models
    Energy Economics, 2020, 88, (C) View citations (13)
11. Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector
    Industry and Innovation, 2020, 27, (7), 789-803 View citations (1)
    See also Working Paper Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector, DEM Working Papers Series (2019) (2019)

2018

12. The Prebish–Singer hypothesis in the post-colonial era: Evidence from panel cointegration
    Economics Letters, 2018, 166, (C), 86-89 View citations (4)
    See also Working Paper The Prebish-Singer hypothesis in the post-colonial era: evidence from panel cointegration, DSS Empirical Economics and Econometrics Working Papers Series (2018) View citations (4) (2018)

2016

13. Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs
    Applied Economics, 2016, 48, (38), 3665-3678 View citations (5)
    See also Working Paper Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs, Working Papers (2013) View citations (1) (2013)

2014

14. Savings and investments in the OECD: a panel cointegration study with a new bootstrap test
    Empirical Economics, 2014, 46, (4), 1271-1300 View citations (11)
    See also Working Paper Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test, DSS Empirical Economics and Econometrics Working Papers Series (2012) View citations (4) (2012)
15. Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test
    Econometrics, 2014, 2, (4), 1-14

2013

16. Testing for Granger non-causality using the autoregressive metric
    Economic Modelling, 2013, 33, (C), 120-125 View citations (6)

2012

17. A note on the estimation of long-run relationships in panel equations with cross-section linkages
    Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2012, 6, 1-18 View citations (10)
    See also Working Paper A note on the estimation of long-run relationships in panel equations with cross-section linkages, Economics Discussion Papers (2012) View citations (10) (2012)
18. A simple sieve bootstrap range test for poolability in dependent cointegrated panels
    Economics Letters, 2012, 116, (2), 154-156 View citations (2)
19. Residual diagnostics for interpreting CUB models
    Statistica, 2012, 72, (2), 163-172 View citations (2)

2009

20. A residual-based bootstrap test for panel cointegration
    Economics Bulletin, 2009, 29, (4), 3222-3232 View citations (6)

2007

21. Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle
    Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2007, 1, 1-23 View citations (16)
    See also Working Paper Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle, Economics Discussion Papers (2007) View citations (16) (2007)

2006

22. Discontinuities in indirect estimation: An application to EAR models
    Computational Statistics & Data Analysis, 2006, 50, (8), 2124-2136 View citations (4)
23. Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment
    Statistical Methods & Applications, 2006, 15, (1), 129-137
    Also in Statistical Methods & Applications, 2006, 15, (1), 129-137 (2006)

2004

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

2001

25. Indirect inference and variance reduction using control variates
    Metron - International Journal of Statistics, 2001, LIX, (1-2), 39-53 View citations (1)

1998

26. Control variates for variance reduction in indirect inference: Interest rate models in continuous time
    Econometrics Journal, 1998, 1, (ConferenceIssue), C100-C112 View citations (11)
    See also Working Paper - CONTROL VARIATES FOR VARIANCE REDUCTION IN INDIRECT INFERENCE: INTEREST RATE MODELS IN CONTINUOUS TIME, Working Papers. Serie AD (1998) View citations (10) (1998)