Details about Giovanni Forchini
Access statistics for papers by Giovanni Forchini.
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Shortid: pfo66
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Working Papers
2020
 Seasonal and regional fluctuations in the demand for Accident and Emergency care in English hospitals
Umeå Economic Studies, Umeå University, Department of Economics
2015
 Common Shocks in panels with Endogenous Regressors
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (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 (1)
 Consistent Estimation in Large Heterogeneous Panels with Multifactor Structure and Endogeneity
School of Economics Discussion Papers, School of Economics, University of Surrey View citations (1)
2014
 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
 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
 Consistent Estimation of Panel Data Models with a Multifactor Error Structure
School of Economics Discussion Papers, School of Economics, University of Surrey
 Structural Equations and Invariance
School of Economics Discussion Papers, School of Economics, University of Surrey
2006
 Tests for Overidentifying Restrictions in Partially Identified Linear Structural Equations
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
 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
2005
 Illconditioned problems, Fisher information and weak instruments
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
 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 in Econometric Theory (2006)
 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)
 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
 Illposed Problems and Instruments' Weakness
Econometric Society 2004 Australasian Meetings, Econometric Society
Undated
 Exact Inference for the Unit Root Hypothesis
Discussion Papers, Department of Economics, University of York View citations (3)
 On Diagnostic Tests
Discussion Papers, Department of Economics, University of York View citations (1)
 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 in Statistics & Probability Letters (2000)
 The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables
Discussion Papers, Department of Economics, University of York View citations (2)
 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 in Econometric Theory (2002)
 The Geometry of Similar Tests for Structural Change
Discussion Papers, Department of Economics, University of York
Journal Articles
2020
 Instrumental Variables Estimation in Large Heterogeneous Panels with Multifactor Structure
Journal of Econometric Methods, 2020, 9, (1), 22
2019
 Fragility of identification in panel binary response models
Econometrics Journal, 2019, 22, (3), 282291
 The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model
Econometric Reviews, 2019, 38, (2), 208247
2018
 TSLS and LIML Estimators in Panels with Unobserved Shocks
Econometrics, 2018, 6, (2), 112
2016
 A Conditional Approach to Panel Data Models with Common Shocks
Econometrics, 2016, 4, (1), 112 View citations (3)
2009
 The asymptotic distribution of Nagar's biasadjusted TSLS estimator under partial identification
Economics Letters, 2009, 105, (1), 4952
2008
 A characterization of invariant tests for identification in linear structural equations
Economics Letters, 2008, 98, (2), 185193
 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), 205208
 WEIGHTED AVERAGE POWER SIMILAR TESTS FOR STRUCTURAL CHANGE IN THE GAUSSIAN LINEAR REGRESSION MODEL
Econometric Theory, 2008, 24, (5), 12771290
2007
 The exact distribution of the TSLS estimator for a nonGaussian justidentified linear structural equation
Economics Letters, 2007, 95, (1), 117123
2006
 ON THE BIMODALITY OF THE EXACT DISTRIBUTION OF THE TSLS ESTIMATOR
Econometric Theory, 2006, 22, (5), 932946 View citations (7)
See also Working Paper (2005)
2005
 Optimal weighted average power similar tests for the covariance structure in the linear regression model
Journal of Econometrics, 2005, 124, (2), 253267 View citations (1)
 Similar tests for covariance structures in multivariate linear models
Journal of Multivariate Analysis, 2005, 93, (2), 223237
2003
 CONDITIONAL INFERENCE FOR POSSIBLY UNIDENTIFIED STRUCTURAL EQUATIONS
Econometric Theory, 2003, 19, (5), 707743 View citations (14)
2002
 OPTIMAL SIMILAR TESTS FOR STRUCTURAL CHANGE FOR THE LINEAR REGRESSION MODEL
Econometric Theory, 2002, 18, (4), 853867 View citations (4)
 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), 823852 View citations (2)
See also Working Paper
2000
 The density of the sufficient statistics for a Gaussian AR(1) model in terms of generalized functions
Statistics & Probability Letters, 2000, 50, (3), 237243 View citations (1)
See also Working Paper

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