Details about Francesco Valentini

Access statistics for papers by Francesco Valentini.

Last updated 2025-01-08. Update your information in the RePEc Author Service.

Short-id: pva895

Working Papers

2023

1. PERSISTENCE OF R&D INTENSITIES IN THE WORLD'S TOP INVESTORS IN R&D
   Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali
2. Specification testing with grouped fixed effects
   Papers, arXiv.org
   Also in MPRA Paper, University Library of Munich, Germany (2023)

2022

3. Monetization, wars, and the Italian fiscal multiplier
   Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences
4. Testing for state dependence in the fixed-effects ordered logit model
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Testing for state dependence in the fixed-effects ordered logit model, Economics Letters, Elsevier (2023) (2023)

2021

5. Conditional inference and bias reduction for partial effects estimation of fixed-effects logit models
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Conditional inference and bias reduction for partial effects estimation of fixed-effects logit models, Empirical Economics, Springer (2023) (2023)
6. Kernel-based Time-Varying IV estimation: handle with care
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Kernel-based time-varying IV estimation: handle with care, Empirical Economics, Springer (2023) (2023)
7. MCMC Conditional Maximum Likelihood for the two-way fixed-effects logit
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article MCMC conditional maximum likelihood for the two-way fixed-effects logit, Econometric Reviews, Taylor & Francis Journals (2024) (2024)

Journal Articles

2024

1. Linear models with time-varying parameters: a comparison of different approaches
   Computational Statistics, 2024, 39, (7), 3523-3545
2. MCMC conditional maximum likelihood for the two-way fixed-effects logit
   Econometric Reviews, 2024, 43, (6), 379-404
   See also Working Paper MCMC Conditional Maximum Likelihood for the two-way fixed-effects logit, MPRA Paper (2021) View citations (1) (2021)

2023

3. Conditional inference and bias reduction for partial effects estimation of fixed-effects logit models
   Empirical Economics, 2023, 64, (5), 2257-2290
   See also Working Paper Conditional inference and bias reduction for partial effects estimation of fixed-effects logit models, MPRA Paper (2021) (2021)
4. Kernel-based time-varying IV estimation: handle with care
   Empirical Economics, 2023, 65, (6), 3001-3026
   See also Working Paper Kernel-based Time-Varying IV estimation: handle with care, MPRA Paper (2021) View citations (1) (2021)
5. Recursive Computation of the Conditional Probability Function of the Quadratic Exponential Model for Binary Panel Data
   Computational Economics, 2023, 61, (2), 529-557
6. Testing for state dependence in the fixed-effects ordered logit model
   Economics Letters, 2023, 222, (C)
   See also Working Paper Testing for state dependence in the fixed-effects ordered logit model, MPRA Paper (2022) (2022)

2021

7. Do Covid-19 mobility restrictions affect economic uncertainty in Italy? Evidence from a SVAR approach
   Economics Bulletin, 2021, 41, (4), 2418-2432

Software Items

2020

1. CQUADR: Stata module to estimate Quadratic Exponential models running the cquad R package
   Statistical Software Components, Boston College Department of Economics