francesca di iorio

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Carmela CappelliProfessore, Università di Napoli Federico IIEmail verificata su unina.it
Umberto TriaccaFull Professor of Econometrics, University of L'AquilaEmail verificata su univaq.it
Rosaria SimoneAssociate Professor in Statistics, University of Naples Federico IIEmail verificata su unina.it
Pierpaolo D'UrsoProfessor of Statistics, Sapienza University of RomeEmail verificata su uniroma1.it
Giorgio Calzolariprofessor of econometrics, Universita' di Firenze,ItalyEmail verificata su ds.unifi.it
Ioannis KyriakouProfessor of Actuarial Finance, Bayes Business School, City St George's, University of LondonEmail verificata su city.ac.uk
Stefania CapecchiDepartment of Political Sciences, Università di Napoli Federico IIEmail verificata su unina.it
Gabriele FiorentiniUniversity of FlorenceEmail verificata su disia.unifi.it
Michael TamvakisProfessor of Commodity Economics and Finance, Bayes Business School, City University LondonEmail verificata su city.ac.uk
Riccardo Jack LucchettiDISES, Univ. Politecnica delle Marche at AnconaEmail verificata su univpm.it
Domenico PiccoloFull Professor of StatisticsEmail verificata su unina.it
Maria IannarioProfessore Associato in Statistica, Università degli Studi di Napoli Federico IIEmail verificata su unina.it
Salvatore StrozzaProfessore ordinario di Demografia, Università di Napoli Federico IIEmail verificata su unina.it
Angela MaddaloniECBEmail verificata su ecb.int

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francesca di iorio

Dipartimento di Scienze Politiche, Università di Napoli Federico II

Email verificata su unina.it

Econometrics Time Series


Titolo Ordina per citazioni Ordina per anno Ordina per titolo	Citata da Citata da	Anno
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	42	2020
Testing for breaks in cointegrated panels− with an application to the Feldstein-Horioka Puzzle F Di Iorio, S Fachin Economics 1 (1), 20070014, 2007	39	2007
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	30	1998
Alternative error term specifications in the log-Tobit model1 RB Papalia, F Di Iorio Advances in classification and data analysis, 185-192, 2001	25	2001
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	23	2015
Multiple breaks detection in financial interval-valued time series C Cappelli, R Cerqueti, P D’Urso, F Di Iorio Expert Systems with Applications 164, 113775, 2021	21	2021
Savings and investments in the OECD: A panel cointegration study with a new bootstrap test F Di Iorio, S Fachin Empirical Economics 46, 1271-1300, 2014	21	2014
Change point analysis of imprecise time series C Cappelli, P D’Urso, F Di Iorio Fuzzy Sets and Systems 225, 23-38, 2013	19	2013
A note on the estimation of long-run relationships in dependent cointegrated panels F Di Iorio, S Fachin	19	2008
Discrete model analysis of the critical current-density measurements in superconducting thin films by a single-coil inductive method M Aurino, E Di Gennaro, F Di Iorio, A Gauzzi, G Lamura, A Andreone Journal of Applied Physics 98 (12), 2005	19	2005
Fiscal reaction functions for the advanced economies revisited FD Iorio, S Fachin Empirical Economics, 1-27, 2022	15	2022
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	15	2019
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 Finance …, 2011	13	2011
A note on the estimation of long-run relationships in panel equations with cross-section linkages F Di Iorio, S Fachin Economics 6 (1), 20120020, 2012	11	2012
Residual diagnostics for interpreting CUB models F Di Iorio, M Iannario Statistica 72 (2), 163-172, 2012	10	2012
D. PICCOLO, Generalized residuals in CUB models F Di Iorio Quaderni di Statistica 11, 80-95, 2009	10	2009
Testing for Granger non-causality using the autoregressive metric F Di Iorio, U Triacca Economic Modelling 33, 120-125, 2013	9	2013
Atheoretical regression trees for classifying risky financial institutions C Cappelli, F Di Iorio, A Maddaloni, P D’Urso Annals of Operations Research 299, 1357-1377, 2021	8	2021
Modelling marginal ranking distributions: the uncertainty tree R Simone, C Cappelli, F Di Iorio Pattern Recognition Letters 125, 278-288, 2019	8	2019
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	8	2016

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