francesca di iorio
francesca di iorio
Dipartimento di Scienze Politiche, UniversitÓ di Napoli Federico II
Verified email at unina.it
Title
Cited by
Cited by
Year
Testing for Breaks in Cointegrated Panels− with an Application to the Feldstein-Horioka Puzzle
F Di Iorio, S Fachin
Economics 1 (1), 2007
332007
Control variates for variance reduction in indirect inference: interest rate models in continuous time
G Calzolari, F Di Iorio, G Fiorentini
The Econometrics Journal 1 (1), 100-112, 1998
301998
Alternative error term specifications in the log-Tobit model1
RB Papalia, F Di Iorio
Advances in classification and data analysis, 185-192, 2001
252001
Regime change analysis of interval-valued time series with an application to PM10
C Cappelli, P D'Urso, F Di Iorio
Chemometrics and Intelligent Laboratory Systems 146, 337-346, 2015
202015
Change point analysis of imprecise time series
C Cappelli, P D’Urso, F Di Iorio
Fuzzy Sets and Systems 225, 23-38, 2013
172013
Savings and investments in the OECD: a panel cointegration study with a new bootstrap test
F Di Iorio, S Fachin
Empirical Economics 46 (4), 1271-1300, 2014
162014
A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007
F Di Iorio, S Fachin
Government of the Italian Republic (Italy), Ministry of Economy and Financeá…, 2011
162011
A note on the estimation of long-run relationships in dependent cointegrated panels
F Di Iorio, S Fachin
132008
Residual diagnostics for interpreting CUB models
F Di Iorio, M Iannario
Statistica 72 (2), 163-172, 2012
102012
A note on the estimation of long-run relationships in panel equations with cross-section linkages
F Di Iorio, S Fachin
Economics 6 (1), 2012
92012
Testing for Granger non-causality using the autoregressive metric
F Di Iorio, U Triacca
Economic Modelling 33, 120-125, 2013
82013
Generalized Residuals in CUB Models.
F Di Iorio, D Piccolo
Generalized Residuals in CUB Models., 73-88, 2009
82009
Generalized Residuals in CUB Models.
F Di Iorio, D Piccolo
Generalized Residuals in CUB Models., 73-88, 2009
82009
Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models
M Marchese, I Kyriakou, M Tamvakis, F Di Iorio
Energy Economics 88, 104757, 2020
72020
Savings and investments in the OECD, 1970–2007: A test of panel cointegration with regime changes
F Di Iorio, S Fachin
The North American Journal of Economics and Finance 28, 59-76, 2014
72014
cubremot: A tool for building model-based trees for ordinal responses
C Cappelli, R Simone, F Di Iorio
Expert systems with applications 124, 39-49, 2019
62019
Indirect estimation of just-identified models with control variates
G Calzolari, F Di Iorio, G Fiorentini
Univ. degli studi di firenze, 1999
61999
Can you do the wrong thing and still be right? Hypothesis testing in I (2) and near-I (2) cointegrated VARs
F Di Iorio, S Fachin, R Lucchetti
Applied Economics 48 (38), 3665-3678, 2016
52016
A simple sieve bootstrap range test for poolability in dependent cointegrated panels
F Di Iorio, S Fachin
Economics Letters 116 (2), 154-156, 2012
52012
Savings and Investments in the OECD, 1970-2007: a Panel Cointegration test with breaks
F Di Iorio, S Fachin
University of Rome” La Sapienza”, 2010
52010
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Articles 1–20