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Models of labour demand with fixed costs of adjustment: a generalised tobit approach

Di Iorio, Francesca (contributor); … - In: Economics bulletin : EB (2004)

Persistent link: https://www.econbiz.de/10003075147

A note on the estimation of long-run relationships in panel equations with cross-section linkages

Di Iorio, Francesca; Fachin, Stefano - 2012

We address the issue of estimation and inference in dependent non-stationary panels of small cross-section dimensions. The main conclusion is that the best results are obtained applying bootstrap inference to single-equation estimators, such as FM-OLS and DOLS. SUR estimators perform badly, or...

Persistent link: https://www.econbiz.de/10009409345

A simple sieve bootstrap range test for poolability in dependent cointegrated panels

Di Iorio, Francesca; Fachin, Stefano - In: Economics letters 116 (2012) 2, pp. 154-156

Persistent link: https://www.econbiz.de/10009674514

A note on the estimation of long-run relationships in panel equations with cross-section linkages

Di Iorio, Francesca; Fachin, Stefano - 2012

The authors address the issue of estimation and inference in dependent non-stationary panels of small cross-section dimensions. The main conclusion is that the best results are obtained applying bootstrap inference to single-equation estimators, such as fully modified ordinary least squares and...

Persistent link: https://www.econbiz.de/10009544380

Maximum likelihood estimation of input demand models with fixed costs of adjustment

Di Iorio, Francesca; Fachin, Stefano - In: Statistical methods & applications : SMA ; journal of … 15 (2006) 1, pp. 129-137

Persistent link: https://www.econbiz.de/10003358701

Control variates for variance reduction in indirect inference : interest rate models in continuous time

Calzolari, Giorgio; Di Iorio, Francesca; Fiorentini, … - In: The econometrics journal 1 (1998) 1, pp. 100-112

Persistent link: https://www.econbiz.de/10001443683

Control variates for variance reduction in indirect inference : interest rate models in continuous time

Calzolari, Giorgio; Di Iorio, Francesca; Fiorentini, … - 1998 - 1. ed

Persistent link: https://www.econbiz.de/10000985961

Searching for a trend break and testing for a unit root with trend breaks at unknown points

Fachin, Stefano - In: Giornale degli economisti e annali di economia 53 (1995) 1, pp. 135-151

Persistent link: https://www.econbiz.de/10001185050

On the power of variable addition tests for parameter stability

Fachin, Stefano - In: Oxford bulletin of economics and statistics 56 (1994) 1, pp. 77-85

Persistent link: https://www.econbiz.de/10001154038

Is the employment function structurally unstable? : an empirical test ; Italian manufacturing industry, 1970 - 1984

Fachin, Stefano - In: Labour : review of labour economics and industrial relations 5 (1991) 1, pp. 175-214

Persistent link: https://www.econbiz.de/10001126627