Testing for breaks in cointegrated panels− with an application to the Feldstein-Horioka Puzzle F Di Iorio, S Fachin Economics 1 (1), 20070014, 2007 | 37 | 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 | 36 | 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 | 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 |
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 |
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 | 14 | 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 | 12 | 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 |
Testing for Granger non-causality using the autoregressive metric F Di Iorio, U Triacca Economic Modelling 33, 120-125, 2013 | 9 | 2013 |
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 |
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 | 7 | 2021 |