Stefano Fachin
Names
| first: |
Stefano |
| last: |
Fachin |
Identifer
Contact
| phone: |
+39-06-49910834 |
| postal address: |
Dip. di Scienze Statistiche Università di Roma "La Sapienza" - P.le A. Moro 5 - 00185 Roma Italy |
Research profile
author of:
- Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs (RePEc:anc:wpaper:395)
by Francesca DI IORIO & Stefano FACHIN & Riccardo LUCCHETTI - Regional Growth with Spatial Dependence: a Case Study on Early Italian Industrialization (RePEc:bdi:workqs:qse_35)
by Carlo Ciccarelli & Stefano Fachin - On the Power of Variable Addition Tests for Parameter Stability (RePEc:bla:obuest:v:56:y:1994:i:1:p:77-85)
by Fachin, Stefano - Bootstrap and Asymptotic Tests of Long‐run Relationships in Cointegrated Systems (RePEc:bla:obuest:v:62:y:2000:i:4:p:543-551)
by Stefano Fachin - The long-run relationship between savings and investment in oil-exporting developing countries: a case study of the Gulf Arab states (RePEc:bla:opecrv:v:37:y:2013:i:4:p:429-446)
by Syed Abul Basher & Stefano Fachin - Regional growth with spatial dependence: A case study on early Italian industrialization (RePEc:bla:presci:v:96:y:2017:i:4:p:675-695)
by Carlo Ciccarelli & Stefano Fachin - Testing economic geography: Italy, 1951-1991 (RePEc:ebl:ecbull:eb-01r10001)
by Stefano Fachin & Alberto Brugnoli - Bootstrap inference on Fully Modified Estimates of Cointegrating Coefficients: A Comment (RePEc:ebl:ecbull:eb-04c20015)
by Stefano Fachin - Models of labour demand with fixed costs of adjustment: a generalised tobit approach (RePEc:ebl:ecbull:eb-04c50002)
by Francesca Di Iorio & Stefano Fachin - A residual-based bootstrap test for panel cointegration (RePEc:ebl:ecbull:eb-09-00560)
by Francesca Di Iorio & Stefano Fachin - Do foreigners replace native immigrants? A panel cointegration analysis of internal migration in Italy (RePEc:eee:ecmode:v:28:y:2011:i:3:p:1078-1089)
by Brücker, Herbert & Fachin, Stefano & Venturini, Alessandra - Savings and investments in the OECD, 1970–2007: A test of panel cointegration with regime changes (RePEc:eee:ecofin:v:28:y:2014:i:c:p:59-76)
by Iorio, Francesca Di & Fachin, Stefano - A simple sieve bootstrap range test for poolability in dependent cointegrated panels (RePEc:eee:ecolet:v:116:y:2012:i:2:p:154-156)
by Di Iorio, Francesca & Fachin, Stefano - The Prebish–Singer hypothesis in the post-colonial era: Evidence from panel cointegration (RePEc:eee:ecolet:v:166:y:2018:i:c:p:86-89)
by Di Iorio, Francesca & Fachin, Stefano - Evaluating restricted common factor models for non-stationary data (RePEc:eee:ecosta:v:17:y:2021:i:c:p:64-75)
by Di Iorio, Francesca & Fachin, Stefano - Time series analysis of financial stability of banks: Evidence from Saudi Arabia (RePEc:eee:revfin:v:31:y:2016:i:c:p:3-17)
by Ghassan, Hassan B. & Fachin, Stefano - Trends of labour productivity in Italy: a study with panel co‐integration methods (RePEc:eme:ijmpps:v:31:y:2010:i:7:p:755-769)
by Stefano Fachin & Andrea Gavosto - Concentrazione e diffusione: la geografia industriale italiana 1981-1991 (RePEc:fan:polipo:v:html10.3280/poli2000-107008)
by Alberto Brugnoli & Stefano Fachin - Bootstrapping and Bartlett corrections in the cointegrated VAR model (RePEc:ins:quaeco:qf0212)
by Omtzigt Pieter & Fachin Stefano - Do Foreigners Replace Native Immigrants? Evidence from a Panel Cointegration Analysis (RePEc:iza:izadps:dp4438)
by Brücker, Herbert & Fachin, Stefano & Venturini, Alessandra - Long-run trends in internal migrations in italy: a study in panel cointegration with dependent units (RePEc:jae:japmet:v:22:y:2007:i:2:p:401-428)
by Stefano Fachin - A note on the estimation of long-run relationships in dependent cointegrated panels (RePEc:pra:mprapa:12053)
by Di Iorio, Francesca & Fachin, Stefano - A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 (RePEc:pra:mprapa:25873)
by Di Iorio, Francesca & Fachin, Stefano - The long-run relationship between savings and investment in oil-exporting developing countries: A case study of the Gulf Arab States (RePEc:pra:mprapa:29077)
by Basher, Syed Abul & Fachin, Stefano - The decline in Italian productivity: a study in estimation of long-Run trends in Total Factor Productivity with panel cointegration methods (RePEc:pra:mprapa:3112)
by Fachin, Stefano & Gavosto, Andrea - Cointegration testing in dependent panels with breaks (RePEc:pra:mprapa:3139)
by Di Iorio, Francesca & Fachin, Stefano - Testing for breaks in cointegrated panels (RePEc:pra:mprapa:3280)
by Di Iorio, Francesca & Fachin, Stefano - The long-term decline of internal migration in Canada – Ontario as a case study (RePEc:pra:mprapa:6685)
by Basher, Syed A. & Fachin, Stefano - Time Series Analysis of Financial stability of banks: Evidence from Saudi Arabia (RePEc:pra:mprapa:71930)
by Hassan, Ghassan & Stefano, Fachin - Convergenza e divergenza della produttività settoriale del lavoro nelle regioni italiane, 1980-1995 (RePEc:rpo:ripoec:v:94:y:2004:i:2:p:103-128)
by Alberto Brugnoli & Stefano Fachin - DSS Empirical Economics and Econometrics Working Papers Series (RePEc:sas:wpaper)
from Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome as editor - A sieve bootstrap range test for poolability in dependent cointegrated panels (RePEc:sas:wpaper:20112)
by Francesca Di Iorio & Stefano Fachin - Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test (RePEc:sas:wpaper:20122)
by Francesca Di Iorio & Stefano Fachin - Investigating Long-Run Demand for Broad Money in the Gulf Arab Countries (RePEc:sas:wpaper:20126)
by Syed Basher & Stefano Fachin - Financial Stability of Islamic and Conventional Banks in Saudi Arabia: a Time Series Analysis (RePEc:sas:wpaper:20131)
by Hassan Ghassan & Stefano Fachin & Abdelkarim Guendouz - Dealing with unobservable common trends in small samples: a panel cointegration approach (RePEc:sas:wpaper:20145)
by Francesca Di Iorio & Stefano Fachin - Common Factors, spatial dependence, and regional growth in the Italian manufacturing industry (RePEc:sas:wpaper:20171)
by Carlo Ciccarelli & Stefano Fachin - Evaluating Restricted Common Factor models for non-stationary data (RePEc:sas:wpaper:20172)
by Francesca Di Iorio & Stefano Fachin - The Prebish-Singer hypothesis in the post-colonial era: evidence from panel cointegration (RePEc:sas:wpaper:20181)
by Francesca Di Iorio & Stefano Fachin - Fiscal reaction functions for the advanced economies revisited (RePEc:sas:wpaper:20191)
by Francesca Di Iorio & Stefano Fachin - Forecasting mortality rates and life expectancy in the year of Covid-19 (RePEc:sas:wpaper:20201)
by Francesca Di Iorio & Stefano Fachin - Regional Income Dynamics in Bangladesh: The Road to a Balanced Development is in the Middle (RePEc:sas:wpaper:20211)
by Syed Basher & Francesca Di Iorio & Stefano Fachin - Savings and investments in the OECD: a panel cointegration study with a new bootstrap test (RePEc:spr:empeco:v:46:y:2014:i:4:p:1271-1300)
by Francesca Iorio & Stefano Fachin - Fiscal reaction functions for the advanced economies revisited (RePEc:spr:empeco:v:62:y:2022:i:6:d:10.1007_s00181-021-02119-y)
by Francesca Di Iorio & Stefano Fachin - Regional income dynamics in Bangladesh (RePEc:spr:empeco:v:66:y:2024:i:3:d:10.1007_s00181-023-02495-7)
by Syed Abul Basher & Francesca Di Iorio & Stefano Fachin - The long-term decline of internal migration in Canada: the case of Ontario (RePEc:spr:lsprsc:v:1:y:2008:i:2:p:171-181)
by Syed Basher & S. Fachin - Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment (RePEc:spr:stmapp:v:15:y:2006:i:1:d:10.1007_s10260-006-0014-8)
by Francesca Di Iorio & Stefano Fachin - Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment (RePEc:spr:stmapp:v:15:y:2006:i:1:p:129-137)
by Francesca Iorio & Stefano Fachin - The Finnish demand for money revisited: an application of Box-Tiao cointegration analysis and bootstrap tests (RePEc:taf:apeclt:v:2:y:1995:i:9:p:308-310)
by Stefano Fachin - Bootstrapping unit root tests (RePEc:taf:applec:v:29:y:1997:i:9:p:1155-1161)
by Daniela De Angelis & Stefano Fachin & G. Alastair Young - Exploring 3D datasets: a factorial matrices analysis of the US industry in the 1980s (RePEc:taf:applec:v:34:y:2002:i:3:p:295-304)
by Stefano Fachin & Dennis Shea & Maurizio Vichi - Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs (RePEc:taf:applec:v:48:y:2016:i:38:p:3665-3678)
by Francesca Di Iorio & Stefano Fachin & Riccardo Lucchetti - The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors (RePEc:taf:emetrv:v:25:y:2006:i:1:p:41-60)
by Pieter Omtzigt & Stefano Fachin - Investigating long-run demand for broad money in the Gulf Arab countries (RePEc:taf:rmdjxx:v:6:y:2014:i:2:p:199-214)
by Syed Abul Basher & Stefano Fachin - Time series analysis of financial stability of banks: Evidence from Saudi Arabia (RePEc:wly:revfec:v:31:y:2016:i:1:p:3-17)
by Hassan B. Ghassan & Stefano Fachin - Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units (RePEc:wpa:wuwpem:0507002)
by Stefano Fachin - A note on the estimation of long-run relationships in panel equations with cross-section linkages (RePEc:zbw:ifwedp:20121)
by Di Iorio, Francesca & Fachin, Stefano - Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle (RePEc:zbw:ifwedp:6166)
by Di Iorio, Francesca & Fachin, Stefano - A note on the estimation of long-run relationships in panel equations with cross-section linkages (RePEc:zbw:ifweej:201220)
by Di Iorio, Francesca & Fachin, Stefano - Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle (RePEc:zbw:ifweej:6808)
by Di Iorio, Francesca & Fachin, Stefano