Giovanni Forchini

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The distribution of the sum of a normal and a \(t\) random variable with arbitrary degrees of freedom Metron	2019-07-12	Paper
Conditional inference for possibly unidentified structural equations Econometric Theory	2018-12-14	Paper
Modified first-difference estimator in a panel data model with unobservable factors both in the errors and the regressors when the time dimension is small Communications in Statistics: Theory and Methods	2018-03-07	Paper
Optimal weighted average power similar tests for the covariance structure in the linear regression model Journal of Econometrics	2016-03-24	Paper
A characterization of invariant tests for identification in linear structural equations Economics Letters	2013-01-29	Paper
The exact distribution of the TSLS estimator for a non-Gaussian just-identified linear structural equation Economics Letters	2013-01-28	Paper
The asymptotic distribution of the LIML estimator in a partially identified structural equation Econometric Theory	2010-07-23	Paper
The asymptotic distribution of Nagar's bias-adjusted TSLS estimator under partial identifica\-tion Economics Letters	2009-12-21	Paper
Some properties of tests for parameters that can be arbitrarily close to being unidentified Journal of Statistical Planning and Inference	2009-07-22	Paper
WEIGHTED AVERAGE POWER SIMILAR TESTS FOR STRUCTURAL CHANGE IN THE GAUSSIAN LINEAR REGRESSION MODEL Econometric Theory	2009-06-11	Paper
ON THE BIMODALITY OF THE EXACT DISTRIBUTION OF THE TSLS ESTIMATOR Econometric Theory	2006-11-14	Paper
The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables Communications in Statistics: Theory and Methods	2005-06-14	Paper
A note on the continuity of projection matrices with application to the asymptotic distribution of quadratic forms Applicationes Mathematicae	2005-05-20	Paper
Similar tests for covariance structures in multivariate linear models Journal of Multivariate Analysis	2005-05-12	Paper
OPTIMAL SIMILAR TESTS FOR STRUCTURAL CHANGE FOR THE LINEAR REGRESSION MODEL Econometric Theory	2003-05-18	Paper
THE EXACT CUMULATIVE DISTRIBUTION FUNCTION OF A RATIO OF QUADRATIC FORMS IN NORMAL VARIABLES, WITH APPLICATION TO THE AR(1) MODEL Econometric Theory	2003-05-18	Paper
The density of the sufficient statistics for a Gaussian AR(1) model in terms of generalized functions Statistics & Probability Letters	2000-01-01	Paper

Research outcomes over time

This page was built for person: Giovanni Forchini