Francesca Di Iorio

Available identifiers

Publication	Date of Publication	Type
Testing distributional assumptions in CUB models for the analysis of rating data	2024-12-05	Paper
Estimate of a volatility's common component in ARSV models: a simulation study	2023-09-19	Paper
Control variates for variance reduction in indirect inference: Interest rate models in continuous time	2023-07-07	Paper
A comparison between VAR processes jointly modeling GDP and unemployment rate in France and Germany	2022-10-04	Paper
Atheoretical regression trees for classifying risky financial institutions	2021-11-08	Paper
Residual diagnostics for interpreting CUB models	2021-02-04	Paper
The Prebish-Singer hypothesis in the post-colonial era: evidence from panel cointegration	2018-10-05	Paper
Change point analysis of imprecise time series	2014-04-14	Paper
A simple sieve bootstrap range test for poolability in dependent cointegrated panels	2012-12-18	Paper
Maximum likelihood estimation of input demand models with fixed costs of adjustment	2009-11-23	Paper
Discontinuities in indirect estimation: an application to EAR models	2008-12-11	Paper
Indirect inference and variance reduction using control variates	2002-07-29	Paper
https://portal.mardi4nfdi.de/entity/Q4259411	1998-01-01	Paper

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