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Details about Giovanni Forchini

Workplace:Institutionen för Nationalekonomi (Department of Economics), Umeå Universitet (University of Umea), (more information at EDIRC)

Access statistics for papers by Giovanni Forchini.

Last updated 2020-02-23. Update your information in the RePEc Author Service.

Short-id: pfo66


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Working Papers

2020

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

2015

  1. Common Shocks in panels with Endogenous Regressors
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (4)
  2. 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 Downloads View citations (1)
  3. Consistent Estimation in Large Heterogeneous Panels with Multifactor Structure and Endogeneity
    School of Economics Discussion Papers, School of Economics, University of Surrey Downloads View citations (1)

2014

  1. 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 Downloads
  2. 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 Downloads View citations (1)

2012

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

2006

  1. 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 Downloads
  2. 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 Downloads

2005

  1. Ill-conditioned problems, Fisher information and weak instruments
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
  2. 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 Downloads View citations (2)
    See also Journal Article in Econometric Theory (2006)
  3. Some Properties of Tests for Possibly Unidentified Parameters
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (2)
  4. 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 Downloads

2004

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

Undated

  1. Exact Inference for the Unit Root Hypothesis
    Discussion Papers, Department of Economics, University of York Downloads View citations (3)
  2. On Diagnostic Tests
    Discussion Papers, Department of Economics, University of York Downloads View citations (1)
  3. 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 Downloads View citations (1)
    See also Journal Article in Statistics & Probability Letters (2000)
  4. The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables
    Discussion Papers, Department of Economics, University of York Downloads View citations (2)
  5. 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 Downloads View citations (7)
    See also Journal Article in Econometric Theory (2002)
  6. The Geometry of Similar Tests for Structural Change
    Discussion Papers, Department of Economics, University of York Downloads

Journal Articles

2020

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

2019

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

2018

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

2016

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

2009

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

2008

  1. A characterization of invariant tests for identification in linear structural equations
    Economics Letters, 2008, 98, (2), 185-193 Downloads
  2. 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 Downloads
  3. WEIGHTED AVERAGE POWER SIMILAR TESTS FOR STRUCTURAL CHANGE IN THE GAUSSIAN LINEAR REGRESSION MODEL
    Econometric Theory, 2008, 24, (5), 1277-1290 Downloads

2007

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

2006

  1. ON THE BIMODALITY OF THE EXACT DISTRIBUTION OF THE TSLS ESTIMATOR
    Econometric Theory, 2006, 22, (5), 932-946 Downloads View citations (7)
    See also Working Paper (2005)

2005

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

2003

  1. CONDITIONAL INFERENCE FOR POSSIBLY UNIDENTIFIED STRUCTURAL EQUATIONS
    Econometric Theory, 2003, 19, (5), 707-743 Downloads View citations (14)

2002

  1. OPTIMAL SIMILAR TESTS FOR STRUCTURAL CHANGE FOR THE LINEAR REGRESSION MODEL
    Econometric Theory, 2002, 18, (4), 853-867 Downloads View citations (4)
  2. 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 Downloads View citations (2)
    See also Working Paper

2000

  1. 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 Downloads View citations (1)
    See also Working Paper
 
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