A Note on the Estimation of Long-Run Relationships in Panel Equations with Cross-Section Linkages

by Francesca Di Iorio, Stefano Fachin
Published 2012-01-01

Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test

by Francesca Di Iorio, Umberto Triacca
Published 2014-12-01

Residual diagnostics for interpreting CUB models

by Francesca Di Iorio, Maria Iannario
Published 2013-05-01

Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle

by Francesca Di Iorio, Stefano Fachin
Published 2007-12-01

A Note on the Estimation of Long-Run Relationships in Panel Equations with Cross-Section Linkages

by Francesca Di Iorio, Stefano Fachin
Published 2012-06-01

Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle

by Francesca Di Iorio, Stefano Fachin
Published 2007-08-01