Details about Giovanni Forchini

Access statistics for papers by Giovanni Forchini.

Last updated 2023-10-09. Update your information in the RePEc Author Service.

Short-id: pfo66

Working Papers

2022

1. Data needs for integrated economic-epidemiological models of pandemic mitigation policies
   Papers, arXiv.org

2020

2. Seasonal and regional fluctuations in the demand for Accident and Emergency care in English hospitals
   Umeå Economic Studies, Umeå University, Department of Economics

2015

3. Common Shocks in panels with Endogenous Regressors
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
4. Consistent Estimation in Large Heterogeneous Panels with Multifactor Structure Endogeneity
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
5. Consistent Estimation in Large Heterogeneous Panels with Multifactor Structure and Endogeneity
   School of Economics Discussion Papers, School of Economics, University of Surrey View citations (3)

2014

6. A General Result on Observational Equivalence in a Class of Nonparametric Structural Equations Models
   School of Economics Discussion Papers, School of Economics, University of Surrey
7. Consistent Estimation of Panel Data Models with a Multifactor Error Structure when the Cross Section Dimension is Large
   Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney View citations (1)

2012

8. Consistent Estimation of Panel Data Models with a Multi-factor Error Structure
   School of Economics Discussion Papers, School of Economics, University of Surrey
9. Structural Equations and Invariance
   School of Economics Discussion Papers, School of Economics, University of Surrey

2006

10. Tests for Over-identifying Restrictions in Partially Identified Linear Structural Equations
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
11. The Asymptotic distribution of the LIML Estimator in a Partially Identified Structural Equation
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    See also Journal Article THE ASYMPTOTIC DISTRIBUTION OF THE LIML ESTIMATOR IN A PARTIALLY IDENTIFIED STRUCTURAL EQUATION, Econometric Theory, Cambridge University Press (2010) (2010)

2005

12. Ill-conditioned problems, Fisher information and weak instruments
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
13. On the Bimodality of the Exact Distribution of the TSLS Estimator
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
    See also Journal Article ON THE BIMODALITY OF THE EXACT DISTRIBUTION OF THE TSLS ESTIMATOR, Econometric Theory, Cambridge University Press (2006) View citations (7) (2006)
14. Some Properties of Tests for Possibly Unidentified Parameters
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
15. Weighted Average Power Similar Tests for Structural Change for the Gaussian Linear Regression Model
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

2004

16. Ill-posed Problems and Instruments' Weakness
    Econometric Society 2004 Australasian Meetings, Econometric Society

Undated

17. Exact Inference for the Unit Root Hypothesis
    Discussion Papers, Department of Economics, University of York View citations (3)
18. On Diagnostic Tests
    Discussion Papers, Department of Economics, University of York View citations (1)
19. The Density of the Sufficient Statistics for a Gaussian AR(1) Model in Terms of Generalized Functions
    Discussion Papers, Department of Economics, University of York View citations (1)
    See also Journal Article The density of the sufficient statistics for a Gaussian AR(1) model in terms of generalized functions, Statistics & Probability Letters, Elsevier (2000) View citations (1) (2000)
20. The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables
    Discussion Papers, Department of Economics, University of York View citations (2)
21. The Exact Cumulative Distribution Function of a Ratio of Quadratic Forms in Normal Variables with Application to the AR(1) Model
    Discussion Papers, Department of Economics, University of York View citations (7)
    See also Journal Article THE EXACT CUMULATIVE DISTRIBUTION FUNCTION OF A RATIO OF QUADRATIC FORMS IN NORMAL VARIABLES, WITH APPLICATION TO THE AR(1) MODEL, Econometric Theory, Cambridge University Press (2002) View citations (13) (2002)
22. The Geometry of Similar Tests for Structural Change
    Discussion Papers, Department of Economics, University of York

Journal Articles

2023

1. Optimal Hospital Care Scheduling During the SARS-CoV-2 Pandemic
   Management Science, 2023, 69, (10), 5923-5947
2. Semi-parametric modelling of inefficiencies in stochastic frontier analysis
   Journal of Productivity Analysis, 2023, 59, (2), 135-152

2020

3. Instrumental Variables Estimation in Large Heterogeneous Panels with Multifactor Structure
   Journal of Econometric Methods, 2020, 9, (1), 22

2019

4. Fragility of identification in panel binary response models
   The Econometrics Journal, 2019, 22, (3), 282-291
5. The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model
   Econometric Reviews, 2019, 38, (2), 208-247 View citations (1)

2018

6. TSLS and LIML Estimators in Panels with Unobserved Shocks
   Econometrics, 2018, 6, (2), 1-12

2017

7. Modified first-difference estimator in a panel data model with unobservable factors both in the errors and the regressors when the time dimension is small
   Communications in Statistics - Theory and Methods, 2017, 46, (24), 12226-12239

2016

8. A Conditional Approach to Panel Data Models with Common Shocks
   Econometrics, 2016, 4, (1), 1-12 View citations (3)

2010

9. THE ASYMPTOTIC DISTRIBUTION OF THE LIML ESTIMATOR IN A PARTIALLY IDENTIFIED STRUCTURAL EQUATION
   Econometric Theory, 2010, 26, (3), 917-930
   See also Working Paper The Asymptotic distribution of the LIML Estimator in a Partially Identified Structural Equation, Monash Econometrics and Business Statistics Working Papers (2006) (2006)

2009

10. The asymptotic distribution of Nagar's bias-adjusted TSLS estimator under partial identification
    Economics Letters, 2009, 105, (1), 49-52

2008

11. A characterization of invariant tests for identification in linear structural equations
    Economics Letters, 2008, 98, (2), 185-193
12. The distribution of the sum of a normal and a t random variable with arbitrary degrees of freedom
    Metron - International Journal of Statistics, 2008, LXVI, (2), 205-208 View citations (1)
13. WEIGHTED AVERAGE POWER SIMILAR TESTS FOR STRUCTURAL CHANGE IN THE GAUSSIAN LINEAR REGRESSION MODEL
    Econometric Theory, 2008, 24, (5), 1277-1290

2007

14. The exact distribution of the TSLS estimator for a non-Gaussian just-identified linear structural equation
    Economics Letters, 2007, 95, (1), 117-123

2006

15. ON THE BIMODALITY OF THE EXACT DISTRIBUTION OF THE TSLS ESTIMATOR
    Econometric Theory, 2006, 22, (5), 932-946 View citations (7)
    See also Working Paper On the Bimodality of the Exact Distribution of the TSLS Estimator, Monash Econometrics and Business Statistics Working Papers (2005) View citations (2) (2005)

2005

16. Optimal weighted average power similar tests for the covariance structure in the linear regression model
    Journal of Econometrics, 2005, 124, (2), 253-267 View citations (1)
17. Similar tests for covariance structures in multivariate linear models
    Journal of Multivariate Analysis, 2005, 93, (2), 223-237

2003

18. CONDITIONAL INFERENCE FOR POSSIBLY UNIDENTIFIED STRUCTURAL EQUATIONS
    Econometric Theory, 2003, 19, (5), 707-743 View citations (16)

2002

19. OPTIMAL SIMILAR TESTS FOR STRUCTURAL CHANGE FOR THE LINEAR REGRESSION MODEL
    Econometric Theory, 2002, 18, (4), 853-867 View citations (4)
20. THE EXACT CUMULATIVE DISTRIBUTION FUNCTION OF A RATIO OF QUADRATIC FORMS IN NORMAL VARIABLES, WITH APPLICATION TO THE AR(1) MODEL
    Econometric Theory, 2002, 18, (4), 823-852 View citations (13)
    See also Working Paper The Exact Cumulative Distribution Function of a Ratio of Quadratic Forms in Normal Variables with Application to the AR(1) Model, Discussion Papers View citations (7)

2000

21. The density of the sufficient statistics for a Gaussian AR(1) model in terms of generalized functions
    Statistics & Probability Letters, 2000, 50, (3), 237-243 View citations (1)
    See also Working Paper The Density of the Sufficient Statistics for a Gaussian AR(1) Model in Terms of Generalized Functions, Discussion Papers View citations (1)