francesca di iorio

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Stefano FachinProfessore Ordinario di Statistica Economica, Sapienza Università di RomaVerified email at uniroma1.it
Carmela CappelliProfessore, Università di Napoli Federico IIVerified email at unina.it
Umberto TriaccaFull Professor of Econometrics, University of L'AquilaVerified email at univaq.it
Pierpaolo D'UrsoProfessor of Statistics, Sapienza University of RomeVerified email at uniroma1.it
Giorgio Calzolariprofessor of econometrics, Universita' di Firenze,ItalyVerified email at ds.unifi.it
Rosaria SimoneRicercatore in Statistica, Università degli Studi di Napoli Federico IIVerified email at unina.it
Gabriele FiorentiniUniversity of FlorenceVerified email at disia.unifi.it
Ioannis KyriakouProfessor of Actuarial Finance, Bayes Business School (formerly Cass), City, University of LondonVerified email at city.ac.uk
Michael TamvakisProfessor of Commodity Economics and Finance, Bayes Business School, City University LondonVerified email at city.ac.uk
Stefania CapecchiDepartment of Political Sciences, Università di Napoli Federico IIVerified email at unina.it
Riccardo Jack LucchettiDISES, Univ. Politecnica delle Marche at AnconaVerified email at univpm.it
Maria IannarioProfessore Associato in Statistica, Università degli Studi di Napoli Federico IIVerified email at unina.it
Salvatore StrozzaProfessore ordinario di Demografia, Università di Napoli Federico IIVerified email at unina.it
Angela MaddaloniECBVerified email at ecb.int
Domenico PiccoloFull Professor of StatisticsVerified email at unina.it

francesca di iorio

Dipartimento di Scienze Politiche, Università di Napoli Federico II

Verified email at unina.it

Econometrics Time Series


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Testing for breaks in cointegrated panels− with an application to the Feldstein-Horioka Puzzle F Di Iorio, S Fachin Economics 1 (1), 20070014, 2007	36	2007
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	31	2020
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	31	1998
Alternative error term specifications in the log-Tobit model1 RB Papalia, F Di Iorio Advances in classification and data analysis, 185-192, 2001	24	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
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	20	2014
A note on the estimation of long-run relationships in dependent cointegrated panels F Di Iorio, S Fachin	20	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
Change point analysis of imprecise time series C Cappelli, P D’Urso, F Di Iorio Fuzzy Sets and Systems 225, 23-38, 2013	18	2013
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	17	2021
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	13	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
Fiscal reaction functions for the advanced economies revisited FD Iorio, S Fachin Empirical Economics, 1-27, 2022	11	2022
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
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
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
Modelling marginal ranking distributions: the uncertainty tree R Simone, C Cappelli, F Di Iorio Pattern Recognition Letters 125, 278-288, 2019	7	2019

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