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Information about:
Stefano Fachin

Personal Details | Affiliation | Works
This is information that was supplied by Stefano Fachin in registering through RePEc. If you are Stefano Fachin , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Stefano
Middle Name:
Last Name: Fachin
Suffix:

RePEc Short-ID: pfa11

Email:
Homepage: http://w3.uniroma1.it/dcnaps/fachin/
Postal Address: DCNAPS-Facoltà di Scienze Statistiche Università di Roma "La Sapienza" box 83 - RM 62 P.le A. Moro 5 - 00185 Roma Italy
Phone: +39-06-49910834

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Di Iorio, Francesca & Fachin, Stefano, 2008. "A note on the estimation of long-run relationships in dependent cointegrated panels," MPRA Paper 12053, University Library of Munich, Germany. [Downloadable!]

  2. Basher, Syed A. & Fachin, Stefano, 2008. "The long-term decline of internal migration in Canada – Ontario as a case study," MPRA Paper 6685, University Library of Munich, Germany. [Downloadable!]

  3. Fachin, Stefano & Gavosto, Andrea, 2007. "The decline in Italian productivity: a study in estimation of Total Factor Productivity with panel cointegration methods," MPRA Paper 3112, University Library of Munich, Germany, revised 11 Dec 2008. [Downloadable!]

  4. Di Iorio, Francesca & Fachin, Stefano, 2007. "Testing for cointegration in dependent panels via residual-based bootstrap methods," MPRA Paper 3139, University Library of Munich, Germany, revised 11 Dec 2008. [Downloadable!]

  5. Di Iorio, Francesca & Fachin, Stefano, 2007. "Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle," Economics Discussion Papers 2007-39, Kiel Institute for the World Economy. [Downloadable!]
    Published as:

  6. Di Iorio, Francesca & Fachin, Stefano, 2006. "Testing for breaks in cointegrated panels," MPRA Paper 3280, University Library of Munich, Germany. [Downloadable!]

  7. Stefano Fachin, 2005. "Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units," Econometrics 0507002, EconWPA. [Downloadable!]
    Published as:

  8. Omtzigt Pieter & Fachin Stefano, 2002. "Bootstrapping and Bartlett corrections in the cointegrated VAR model," Economics and Quantitative Methods qf0212, Department of Economics, University of Insubria. [Downloadable!]

Articles

  1. Stefano Fachin, 2007. "Long-run trends in internal migrations in italy: a study in panel cointegration with dependent units," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 401-428. [Downloadable!]
    Other versions:

  2. Di Iorio, Francesca & Fachin, Stefano, 2007. "Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 1(14). [Downloadable!]
    Other versions:

  3. Francesca Iorio & Stefano Fachin, 2006. "Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment," Statistical Methods and Applications, Springer, vol. 15(1), pages 129-137, May. [Downloadable!] (restricted)

  4. Stefano Fachin, 2004. "Bootstrap inference on Fully Modified Estimates of Cointegrating Coefficients: A Comment," Economics Bulletin, Economics Bulletin, vol. 3(13), pages 1-8. [Downloadable!]

  5. Francesca Di Iorio & Stefano Fachin, 2004. "Models of labour demand with fixed costs of adjustment: a generalised tobit approach," Economics Bulletin, Economics Bulletin, vol. 3(31), pages 1-8. [Downloadable!]

  6. Fachin, Stefano & Shea, Dennis G & Vichi, Maurizio, 2002. "Exploring 3D Datasets: A Factorial Matrices Analysis of the US Industry in the 1980's," Applied Economics, Taylor and Francis Journals, vol. 34(3), pages 295-304, February. [Downloadable!] (restricted)

  7. Alberto Brugnoli & Stefano Fachin, 2001. "Testing economic geography: Italy, 1951-1991," Economics Bulletin, Economics Bulletin, vol. 18, pages 1-7. [Downloadable!]

  8. Fachin, Stefano, 2000. " Bootstrap and Asymptotic Tests of Long-Run Relationships in Cointegrated Systems," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(4), pages 543-51, September. [Downloadable!] (restricted)

  9. De Angelis, Daniela & Fachin, Stefano & Young, G Alastair, 1997. "Bootstrapping Unit Root Tests," Applied Economics, Taylor and Francis Journals, vol. 29(9), pages 1155-61, September. [Downloadable!] (restricted)
    Published as:

  10. Fachin, Stefano, 1995. "The Finnish Demand for Money Revisited: An Application of Box-Tiao Cointegration Analysis and Bootstrap Tests," Applied Economics Letters, Taylor and Francis Journals, vol. 2(9), pages 308-10, September. [Downloadable!] (restricted)

  11. Fachin, Stefano, 1994. "On the Power of Variable Addition Tests for Parameter Stability," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 56(1), pages 77-85, February.

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (1) 2003-05-15
  2. NEP-ECM: Econometrics (5) 2003-05-16 2007-05-12 2007-05-26 2007-10-20 2008-12-14 Author is listed
  3. NEP-EFF: Efficiency & Productivity (1) 2007-05-12
  4. NEP-ETS: Econometric Time Series (5) 2003-05-15 2007-05-12 2007-05-26 2007-10-20 2008-12-14 Author is listed
  5. NEP-MIG: Economics of Human Migration (1) 2008-01-19
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This page was last updated on 2009-1-8.

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