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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 2019-01-18. Update your information in the RePEc Author Service.

Short-id: pdi74


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Working Papers

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

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
    See also Journal Article in Economics Letters (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. 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

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
    See also Journal Article in Applied Economics (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) Downloads View citations (9)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (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 in Empirical Economics (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 (2)

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) Downloads View citations (12)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (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 (7)
    Also in MPRA Paper, University Library of Munich, Germany (1996) Downloads View citations (3)

    See also Journal Article in Econometrics Journal (1998)

Journal Articles

2018

  1. The Prebish–Singer hypothesis in the post-colonial era: Evidence from panel cointegration
    Economics Letters, 2018, 166, (C), 86-89 Downloads
    See also Working Paper (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 (3)
    See also Working Paper (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 (5)
    See also Working Paper (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 (5)

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, 2012, 6, 1-18 Downloads View citations (6)
    See also Working Paper (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, 1, 1-23 Downloads View citations (11)
    See also Working Paper (2007)

2006

  1. Discontinuities in indirect estimation: An application to EAR models
    Computational Statistics & Data Analysis, 2006, 50, (8), 2124-2136 Downloads View citations (3)
  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 (8)
    See also Working Paper (1998)
 
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