DI IORIO, FRANCESCA
DI IORIO, FRANCESCA
DIPARTIMENTO DI SCIENZE POLITICHE
Detecting contemporaneous mean co-breaking via ART
2010 Cappelli, Carmela; DI IORIO, Francesca
Model for labour demand with fixed costs of adjustement: a generalized Tobit approch
2004 DI IORIO, Francesca; Fachin, S.
A study in panel cointegration and poolability: Long-run money demand equations for Gulf Cooperation Council countries
2012 S., Basher; DI IORIO, Francesca; S., Fachin
Testing for cointegration in dependent panels via residual-based bootstrap methods
2010 DI IORIO, Francesca; S., Fachin
Generalized residuals in CUB models
2009 DI IORIO, Francesca; Piccolo, Domenico
Dealing with unobservable common trends in small samples: a panel cointegration approach
2015 DI IORIO, Francesca; Fachin, S.
Simulazione di indici a catena (1986-1995) per un confronto numerico con gli indici a base fissa
1998 Quaranta, V.; DI IORIO, Francesca
A simple sieve bootstrap range test for poolability in dependent cointegrated panels
2012 DI IORIO, Francesca; Fachin, S.
Export impact on industrial production during the crisis
2010 F., Bacchini; DI IORIO, Francesca; R., Iannaccone
Testing for Cointegration in Dependent Panels via Residual-based Bootstrap Methods
2009 DI IORIO, Francesca; S., Fachin
Regression trees to deal with structural breaks:applications, simulations and new perspectives
2009 Cappelli, Carmela; DI IORIO, Francesca
Indirect inference and variance reduction using control variates
2001 Calzolari, G.; DI IORIO, Francesca; Fiorentini, G.
Discontinuities in indirect estimation: An application to EAR models
2006 DI IORIO, Francesca; Calzolari, G.
Testing for a set of linear restrictions in varma models using autoregressive metric: An application to granger causality test
2014 DI IORIO, Francesca; U., Triacca
Maximum likelihood estimation of input demand models with fixed costs of adjustment
2006 DI IORIO, Francesca; Fachin, S.
A residual-based bootstrap test for panel cointegration
2009 DI IORIO, Francesca; S., Fachin
Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs
2015 DI IORIO, Francesca; Fachin, S.; Lucchetti, R.
Control Variates for Variance Reduction in Indirect Inference: Interest Rates Models in Continuous Time
1998 Calzolari, G; DI IORIO, Francesca; Fiorentini, G.
GMM and Continuous Time Markov Processes: a Monte Carlo Study
1998 DI IORIO, Francesca
Multiple structural change model analysis via theoretical regression trees
2011 Cappelli, Carmela; DI IORIO, Francesca; P. P., D'Urso