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Details about Francesca Di Iorio

Workplace:Università degli Studi di Napoli Federico II, Dipartimento di Scienze Politiche

Access statistics for papers by Francesca Di Iorio.

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

Short-id: pdi74


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Working Papers

2021

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

2020

  1. 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 Downloads
  2. 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 Downloads

2019

  1. 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 Downloads
    See also Journal Article Fiscal reaction functions for the advanced economies revisited, Empirical Economics, Springer (2022) Downloads View citations (4) (2022)
  2. 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 Downloads
    See also Journal Article Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector, Industry and Innovation, Taylor & Francis Journals (2020) Downloads View citations (1) (2020)

2018

  1. 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 Downloads View citations (4)
    See also Journal Article The Prebish–Singer hypothesis in the post-colonial era: Evidence from panel cointegration, Economics Letters, Elsevier (2018) Downloads View citations (4) (2018)
  2. 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 Downloads

2017

  1. 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 Downloads
  2. 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 Downloads
  3. 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 Downloads
    See also Journal Article Evaluating restricted common factor models for non-stationary data, Econometrics and Statistics, Elsevier (2021) Downloads (2021)

2014

  1. 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 Downloads

2013

  1. 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 Downloads 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) Downloads View citations (5) (2016)

2012

  1. 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) Downloads 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) Downloads View citations (10) (2012)
  2. 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 Downloads 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) Downloads View citations (11) (2014)

2011

  1. 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 Downloads View citations (2)
  2. Testing for non-causality by using the Autoregressive Metric
    MPRA Paper, University Library of Munich, Germany Downloads

2010

  1. 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 Downloads View citations (1)

2008

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

2007

  1. Cointegration testing in dependent panels with breaks
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  2. 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) Downloads 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) Downloads View citations (16) (2007)

2006

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

2005

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

1999

  1. 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" Downloads View citations (5)

1998

  1. - 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) Downloads View citations (10)
    Also in MPRA Paper, University Library of Munich, Germany (1996) Downloads 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 Downloads
  2. Regional income dynamics in Bangladesh
    Empirical Economics, 2024, 66, (3), 1125-1159 Downloads

2022

  1. A comparison between VAR processes jointly modeling GDP and Unemployment rate in France and Germany
    Statistical Methods & Applications, 2022, 31, (3), 617-635 Downloads
  2. 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 Downloads
  3. Fiscal reaction functions for the advanced economies revisited
    Empirical Economics, 2022, 62, (6), 2865-2891 Downloads View citations (4)
    See also Working Paper Fiscal reaction functions for the advanced economies revisited, DSS Empirical Economics and Econometrics Working Papers Series (2019) Downloads (2019)
  4. Fitting mixture models for feeling and uncertainty for rating data analysis
    Stata Journal, 2022, 22, (1), 195-223 Downloads View citations (2)

2021

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

2020

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

2018

  1. The Prebish–Singer hypothesis in the post-colonial era: Evidence from panel cointegration
    Economics Letters, 2018, 166, (C), 86-89 Downloads 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) Downloads View citations (4) (2018)

2016

  1. 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 Downloads 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) Downloads View citations (1) (2013)

2014

  1. Savings and investments in the OECD: a panel cointegration study with a new bootstrap test
    Empirical Economics, 2014, 46, (4), 1271-1300 Downloads 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) Downloads View citations (4) (2012)
  2. 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 Downloads

2013

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

2012

  1. 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 Downloads 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) Downloads View citations (10) (2012)
  2. A simple sieve bootstrap range test for poolability in dependent cointegrated panels
    Economics Letters, 2012, 116, (2), 154-156 Downloads View citations (2)
  3. Residual diagnostics for interpreting CUB models
    Statistica, 2012, 72, (2), 163-172 View citations (2)

2009

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

2007

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

2006

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

2004

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

2001

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

1998

  1. 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) Downloads View citations (10) (1998)
 
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