Personal Details
First Name: Stefano
Middle Name:
Last Name: Fachin
Suffix:
RePEc Short-ID: pfa11
Email:
Homepage:
http://w3.uniroma1.it/fachin/
Postal Address: DSPSA-Facoltà di Scienze Statistiche Università di Roma "La Sapienza" - 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,
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Working papers
- 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!]
- 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!]
- 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!]
- 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!]
- 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: - Di Iorio, Francesca & Fachin, Stefano, 2006.
"Testing for breaks in cointegrated panels,"
MPRA Paper
3280, University Library of Munich, Germany.
[Downloadable!]
- 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: - 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
- Syed Basher & S. Fachin, 2008.
"The long-term decline of internal migration in Canada: the case of Ontario,"
AStA Wirtschafts- und Sozialstatistisches Archiv,
Springer, vol. 1(2), pages 171-181, December.
[Downloadable!] (restricted)
Published as: - 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: - 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: - 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)
- 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!]
- 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!]
- 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)
- Alberto Brugnoli & Stefano Fachin, 2001.
"Testing economic geography: Italy, 1951-1991,"
Economics Bulletin,
Economics Bulletin, vol. 18, pages 1-7.
[Downloadable!]
- 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)
- 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: - 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)
- 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):
- NEP-CMP: Computational Economics (1) 2003-05-15
- NEP-ECM: Econometrics (5) 2003-05-16 2007-05-12 2007-05-26 2007-10-20 2008-12-14 Author is listed
- NEP-EFF: Efficiency & Productivity (1) 2007-05-12
- NEP-ETS: Econometric Time Series (5) 2003-05-15 2007-05-12 2007-05-26 2007-10-20 2008-12-14 Author is listed
- NEP-MIG: Economics of Human Migration (1) 2008-01-19
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