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francesca di iorio
francesca di iorio
Dipartimento di Scienze Politiche, UniversitÓ di Napoli Federico II
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Titolo
Citata da
Citata da
Anno
Testing for breaks in cointegrated panels− with an application to the Feldstein-Horioka Puzzle
F Di Iorio, S Fachin
Economics 1 (1), 2007
342007
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
311998
Alternative error term specifications in the log-Tobit model1
RB Papalia, F Di Iorio
Advances in classification and data analysis, 185-192, 2001
282001
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
252020
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
212015
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
202014
Change point analysis of imprecise time series
C Cappelli, P D’Urso, F Di Iorio
Fuzzy Sets and Systems 225, 23-38, 2013
182013
A note on the estimation of long-run relationships in dependent cointegrated panels
F Di Iorio, S Fachin
182008
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
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
112021
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
112019
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
102012
Residual diagnostics for interpreting CUB models
F Di Iorio, M Iannario
Statistica 72 (2), 163-172, 2012
102012
Testing for Granger non-causality using the autoregressive metric
F Di Iorio, U Triacca
Economic Modelling 33, 120-125, 2013
92013
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
82014
D. PICCOLO, Generalized residuals in CUB models
F Di Iorio
Quaderni di Statistica 11, 80-95, 2009
82009
D. PICCOLO, Generalized residuals in CUB models
F Di Iorio
Quaderni di Statistica 11, 80-95, 2009
82009
Fiscal reaction functions for the advanced economies revisited
FD Iorio, S Fachin
Empirical Economics, 1-27, 2022
72022
Modelling marginal ranking distributions: the uncertainty tree
R Simone, C Cappelli, F Di Iorio
Pattern Recognition Letters 125, 278-288, 2019
72019
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
72016
Il sistema al momento non pu˛ eseguire l'operazione. Riprova pi¨ tardi.
Articoli 1–20