6
H index
3
i10 index
106
Citations
| 6 H index 3 i10 index 106 Citations RESEARCH PRODUCTION: 27 Articles 25 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Francesca Di Iorio. | Is cited by: | Cites to: |
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2024 | Forecasting the volatility of crude oil basis: Univariate models versus multivariate models. (2024). Wang, Yudong ; Geng, Qianjie. In: Energy. RePEc:eee:energy:v:295:y:2024:i:c:s0360544224007412. Full description at Econpapers || Download paper |
2024 | Oil market regulatory: An ensembled model for prediction. (2024). Li, Xiangjie ; Gu, Xiang ; Fan, Kun ; Chen, Haixin ; Liu, Yancheng. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008195. Full description at Econpapers || Download paper |
2024 | An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks: Implications for forecasting. (2024). Patra, Saswat. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400426x. Full description at Econpapers || Download paper |
2024 | The interplay between innovation, standards and regulation in a globalising economy. (2024). Munch, Florian ; Blind, Knut. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:122260. Full description at Econpapers || Download paper |
2024 | Meeting externalities: The effects of educational training on support for tourism activities. (2024). Baos, Jos Francisco ; Boto-Garca, David ; Tovar, Beatriz. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:3:p:785-805. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2013 | Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2016 | Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs.(2016) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
In: . [Full Text][Citation analysis] | paper | 0 | |
2012 | Residual diagnostics for interpreting CUB models In: Statistica. [Citation analysis] | article | 2 |
2004 | Models of labour demand with fixed costs of adjustment: a generalised tobit approach In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2009 | A residual-based bootstrap test for panel cointegration In: Economics Bulletin. [Full Text][Citation analysis] | article | 6 |
1998 | Control variates for variance reduction in indirect inference: Interest rate models in continuous time In: Econometrics Journal. [Citation analysis] | article | 9 |
1998 | - CONTROL VARIATES FOR VARIANCE REDUCTION IN INDIRECT INFERENCE: INTEREST RATE MODELS IN CONTINUOUS TIME.(1998) In: Working Papers. Serie AD. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
1996 | Control variates for variance reduction in indirect inference: interest rate models in continuous time.(1996) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2006 | Discontinuities in indirect estimation: An application to EAR models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 3 |
2013 | Testing for Granger non-causality using the autoregressive metric In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
2012 | A simple sieve bootstrap range test for poolability in dependent cointegrated panels In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
2018 | The Prebish–Singer hypothesis in the post-colonial era: Evidence from panel cointegration In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
2018 | The Prebish-Singer hypothesis in the post-colonial era: evidence from panel cointegration.(2018) In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2021 | Evaluating restricted common factor models for non-stationary data In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 0 |
2017 | Evaluating Restricted Common Factor models for non-stationary data.(2017) In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2020 | Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models In: Energy Economics. [Full Text][Citation analysis] | article | 14 |
1999 | Indirect Estimation of Just-Identified Models with Control Variates In: Econometrics Working Papers Archive. [Full Text][Citation analysis] | paper | 4 |
2014 | Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test In: Econometrics. [Full Text][Citation analysis] | article | 0 |
2022 | Economic outcomes and immigrants self-identification In: RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies. [Full Text][Citation analysis] | article | 0 |
2024 | A mixture model for self-assessed stress at work across EU 163 In: RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies. [Full Text][Citation analysis] | article | 0 |
2017 | A Deeper Analysis on Pharmaceutical Submarket Concentration: the US market in 1987-1998 In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Entry and Patents: Evidence from the US Cardiovascular Pharmaceutical Sector In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 0 |
2001 | Indirect inference and variance reduction using control variates In: Metron - International Journal of Statistics. [Full Text][Citation analysis] | article | 0 |
2018 | The impact of submarket concentration in the US pharmaceutical industry in 1987-1998 In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2019 | Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2020 | Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector.(2020) In: Industry and Innovation. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2008 | A note on the estimation of long-run relationships in dependent cointegrated panels In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2005 | Indirect estimation of Markov switching models with endogenous switching In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2010 | A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2011 | Testing for non-causality by using the Autoregressive Metric In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2007 | Cointegration testing in dependent panels with breaks In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2006 | Testing for breaks in cointegrated panels In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2011 | A sieve bootstrap range test for poolability in dependent cointegrated panels In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
2012 | Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] | paper | 12 |
2014 | Savings and investments in the OECD: a panel cointegration study with a new bootstrap test.(2014) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2014 | Dealing with unobservable common trends in small samples: a panel cointegration approach In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2019 | Fiscal reaction functions for the advanced economies revisited In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] | paper | 4 |
2022 | Fiscal reaction functions for the advanced economies revisited.(2022) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2020 | Forecasting mortality rates and life expectancy in the year of Covid-19 In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2020 | Regional Income Dynamics in Bangladesh: The Road to a Balanced Development is in the Middle In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2021 | Atheoretical Regression Trees for classifying risky financial institutions In: Annals of Operations Research. [Full Text][Citation analysis] | article | 1 |
2024 | Regional income dynamics in Bangladesh In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2006 | Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 0 |
2006 | Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment.(2006) In: Statistical Methods & Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2022 | A comparison between VAR processes jointly modeling GDP and Unemployment rate in France and Germany In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 0 |
2022 | Fitting mixture models for feeling and uncertainty for rating data analysis In: Stata Journal. [Full Text][Citation analysis] | article | 2 |
2021 | Preface In: Journal of Official Statistics. [Full Text][Citation analysis] | article | 0 |
2012 | A note on the estimation of long-run relationships in panel equations with cross-section linkages In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2012 | A note on the estimation of long-run relationships in panel equations with cross-section linkages.(2012) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2007 | Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
2007 | Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle.(2007) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team