DI IORIO, FRANCESCA
DI IORIO, FRANCESCA
DIPARTIMENTO DI SCIENZE POLITICHE
Structural breaks vs long memory, a simulation study
2007 Cappelli, Carmela; DI IORIO, Francesca
Regression trees for regime changes analysis
2008 Cappelli, Carmela; DI IORIO, Francesca
Testing for Breaks in Cointegrated Panels − with an Application to the Feldstein-Horioka Puzzle
2007 DI IORIO, Francesca; Fachin, S.
Indirect inference and variance reduction using control variates
2001 Calzolari, G.; DI IORIO, Francesca; Fiorentini, G.
GMM and Continuous Time Markov Processes: a Monte Carlo Study
1998 DI IORIO, Francesca
Discontinuities in indirect estimation: An application to EAR models
2006 DI IORIO, Francesca; Calzolari, G.
Dimensionality problem in testing for non causality between time series. A partial solution
2004 DI IORIO, Francesca; Triacca, U.
Control Variates for Variance Reduction in Indirect Inference: Interest Rates Models in Continuous Time
1998 Calzolari, G; DI IORIO, Francesca; Fiorentini, G.
Stima mediante Inferenza Indiretta per Modelli ARFIMA
2002 DI IORIO, Francesca
Il Data Warehouse Come Ambiente per la Sperimentazione e il Controllo del Processo di Produzione dei Dati Statistici. Il Caso dell’indice dei Prezzi al Consumo
2000 DI IORIO, Francesca; Marliani, G.; Martelli, C.
Testing for Cointegration in Dependent Panels via Residual-based Bootstrap Methods
2009 DI IORIO, Francesca; S., Fachin
A note on the estimation of long-run relationships in dependent cointegrated panels
2008 DI IORIO, Francesca; Fachin, S.
Regression trees for regime changes analysis
2008 Cappelli, Carmela; DI IORIO, Francesca
Regression trees to deal with structural breaks:applications, simulations and new perspectives
2009 Cappelli, Carmela; DI IORIO, Francesca
Testing hypothesis in VARs with I(2) and near-I(2) latent stochastic trends
2013 DI IORIO, Francesca; S., Fachin; R., Lucchetti
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
Estimating unobservable common trends in small samples using panel cointegration methods
2014 DI IORIO, Francesca; S., Fachin
Testing for Cointegration inDependent Panels via Residual-based Bootstrap Methods
2008 DI IORIO, Francesca; S., Fachin
A sieve bootstrap range test for poolability in dependent cointegrated panels
2011 DI IORIO, Francesca; S., Fachin
A sieve bootstrap range test for poolability in dependent cointegrated panels
2011 DI IORIO, Francesca; Fachin, S.