Giovanni Forchini
Personal Details
First Name: Giovanni
Middle Name:
Last Name: Forchini
Suffix:
RePEc Short-ID: pfo66
Email: [This author has chosen not to make the email address public]
Homepage:
http://www.surrey.ac.uk/economics/people/giovanni_forchini/
Postal Address: Faculty of Arts and Human Sciences Ground Floor AD Building University of Surrey Guildford, Surrey, GU2 7XH United Kingdom
Phone:
Affiliation
- School of Economics
University of Surrey - Location: Guildford, United Kingdom
Homepage: http://www.econ.surrey.ac.uk/
Email:
Phone: (01483) 259380
Fax: (01483) 259548
Postal: Guildford, Surrey GU2 5XH
Handle: RePEc:edi:desuruk (more details at EDIRC)
Works
Working papers
- Bin Peng & Giovanni Forchini, 2014. "Consistent Estimation of Panel Data Models with a Multifactor Error Structure when the Cross Section Dimension is Large," Working Paper Series 20, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Giovanni Forchini, 2014. "A General Result on Observational Equivalence in a Class of Nonparametric Structural Equations Models," School of Economics Discussion Papers 0114, School of Economics, University of Surrey.
- Bin Peng & Giovanni Forchini, 2012. "Consistent Estimation of Panel Data Models with a Multi-factor Error Structure," School of Economics Discussion Papers 0112, School of Economics, University of Surrey.
- Giovanni Forchini, 2012. "Structural Â Equations Â and Â Invariance," School of Economics Discussion Papers 0312, School of Economics, University of Surrey.
- Giovanni Forchini, 2006.
"The Asymptotic distribution of the LIML Estimator in a Partially Identified Structural Equation,"
Monash Econometrics and Business Statistics Working Papers
1/06, Monash University, Department of Econometrics and Business Statistics.
- Forchini, Giovanni, 2010. "The Asymptotic Distribution Of The Liml Estimator In A Partially Identified Structural Equation," Econometric Theory, Cambridge University Press, vol. 26(03), pages 917-930, June.
- Giovanni Forchini, 2006. "Tests for Over-identifying Restrictions in Partially Identified Linear Structural Equations," Monash Econometrics and Business Statistics Working Papers 20/06, Monash University, Department of Econometrics and Business Statistics.
- G. Forchini, 2005. "Some Properties of Tests for Possibly Unidentified Parameters," Monash Econometrics and Business Statistics Working Papers 21/05, Monash University, Department of Econometrics and Business Statistics.
- Giovanni Forchini, 2005.
"On the Bimodality of the Exact Distribution of the TSLS Estimator,"
Monash Econometrics and Business Statistics Working Papers
14/05, Monash University, Department of Econometrics and Business Statistics.
- Forchini, G., 2006. "On The Bimodality Of The Exact Distribution Of The Tsls Estimator," Econometric Theory, Cambridge University Press, vol. 22(05), pages 932-946, October.
- Giovanni Forchini & Grant Hillier, 2005. "Ill-conditioned problems, Fisher information and weak instruments," CeMMAP working papers CWP04/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Giovanni Forchini, 2005. "Weighted Average Power Similar Tests for Structural Change for the Gaussian Linear Regression Model," Monash Econometrics and Business Statistics Working Papers 20/05, Monash University, Department of Econometrics and Business Statistics.
- Grant Hillier & Giovanni Forchini, 2004. "Ill-posed Problems and Instruments' Weakness," Econometric Society 2004 Australasian Meetings 357, Econometric Society.
- Forchini, G. & Hillier, G.H., 1999.
"Conditional inference for possibly unidentified structural equations,"
Discussion Paper Series In Economics And Econometrics
9906, Economics Division, School of Social Sciences, University of Southampton.
- Forchini, Giovanni & Hillier, Grant, 2003. "Conditional Inference For Possibly Unidentified Structural Equations," Econometric Theory, Cambridge University Press, vol. 19(05), pages 707-743, October.
- Hillier, G. & Forchini, G., 1995. "Some exact distribution theory for the Gaussian AR(1) model. I: joint density of the minimal sufficient statistics," Discussion Paper Series In Economics And Econometrics 9511, Economics Division, School of Social Sciences, University of Southampton.
- Giovanni Forchini & Patrick Marsh, . "Exact Inference for the Unit Root Hypothesis," Discussion Papers 00/54, Department of Economics, University of York.
- Giovanni Forchini, . "On Diagnostic Tests," Discussion Papers 00/53, Department of Economics, University of York.
- Giovanni Forchini, .
"The Exact Cumulative Distribution Function of a Ratio of Quadratic Forms in Normal Variables with Application to the AR(1) Model,"
Discussion Papers
01/02, Department of Economics, University of York.
- Forchini, G., 2002. "The Exact Cumulative Distribution Function Of A Ratio Of Quadratic Forms In Normal Variables, With Application To The Ar(1) Model," Econometric Theory, Cambridge University Press, vol. 18(04), pages 823-852, August.
- Giovanni Forchini, . "The Geometry of Similar Tests for Structural Change," Discussion Papers 00/55, Department of Economics, University of York.
- Giovanni Forchini, .
"The Density of the Sufficient Statistics for a Gaussian AR(1) Model in Terms of Generalized Functions,"
Discussion Papers
00/06, Department of Economics, University of York.
- Forchini, G., 2000. "The density of the sufficient statistics for a Gaussian AR(1) model in terms of generalized functions," Statistics & Probability Letters, Elsevier, vol. 50(3), pages 237-243, November.
- Giovanni Forchini, . "The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables," Discussion Papers 01/12, Department of Economics, University of York.
Articles
- Forchini, Giovanni, 2010.
"The Asymptotic Distribution Of The Liml Estimator In A Partially Identified Structural Equation,"
Econometric Theory,
Cambridge University Press, vol. 26(03), pages 917-930, June.
- Giovanni Forchini, 2006. "The Asymptotic distribution of the LIML Estimator in a Partially Identified Structural Equation," Monash Econometrics and Business Statistics Working Papers 1/06, Monash University, Department of Econometrics and Business Statistics.
- Forchini, Giovanni, 2009. "The asymptotic distribution of Nagar's bias-adjusted TSLS estimator under partial identification," Economics Letters, Elsevier, vol. 105(1), pages 49-52, October.
- G. Forchini, 2008. "The distribution of the sum of a normal and a t random variable with arbitrary degrees of freedom," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 205-208.
- Forchini, Giovanni, 2008. "A characterization of invariant tests for identification in linear structural equations," Economics Letters, Elsevier, vol. 98(2), pages 185-193, February.
- Forchini, Giovanni, 2008. "Weighted Average Power Similar Tests For Structural Change In The Gaussian Linear Regression Model," Econometric Theory, Cambridge University Press, vol. 24(05), pages 1277-1290, October.
- Forchini, Giovanni, 2007. "The exact distribution of the TSLS estimator for a non-Gaussian just-identified linear structural equation," Economics Letters, Elsevier, vol. 95(1), pages 117-123, April.
- Forchini, G., 2006.
"On The Bimodality Of The Exact Distribution Of The Tsls Estimator,"
Econometric Theory,
Cambridge University Press, vol. 22(05), pages 932-946, October.
- Giovanni Forchini, 2005. "On the Bimodality of the Exact Distribution of the TSLS Estimator," Monash Econometrics and Business Statistics Working Papers 14/05, Monash University, Department of Econometrics and Business Statistics.
- Forchini, Giovanni, 2005. "Optimal weighted average power similar tests for the covariance structure in the linear regression model," Journal of Econometrics, Elsevier, vol. 124(2), pages 253-267, February.
- Forchini, G., 2005. "Similar tests for covariance structures in multivariate linear models," Journal of Multivariate Analysis, Elsevier, vol. 93(2), pages 223-237, April.
- Forchini, Giovanni & Hillier, Grant, 2003.
"Conditional Inference For Possibly Unidentified Structural Equations,"
Econometric Theory,
Cambridge University Press, vol. 19(05), pages 707-743, October.
- Forchini, G. & Hillier, G.H., 1999. "Conditional inference for possibly unidentified structural equations," Discussion Paper Series In Economics And Econometrics 9906, Economics Division, School of Social Sciences, University of Southampton.
- Forchini, G., 2002.
"The Exact Cumulative Distribution Function Of A Ratio Of Quadratic Forms In Normal Variables, With Application To The Ar(1) Model,"
Econometric Theory,
Cambridge University Press, vol. 18(04), pages 823-852, August.
- Giovanni Forchini, . "The Exact Cumulative Distribution Function of a Ratio of Quadratic Forms in Normal Variables with Application to the AR(1) Model," Discussion Papers 01/02, Department of Economics, University of York.
- Forchini, G., 2002. "Optimal Similar Tests For Structural Change For The Linear Regression Model," Econometric Theory, Cambridge University Press, vol. 18(04), pages 853-867, August.
- Forchini, G., 2000.
"The density of the sufficient statistics for a Gaussian AR(1) model in terms of generalized functions,"
Statistics & Probability Letters,
Elsevier, vol. 50(3), pages 237-243, November.
- Giovanni Forchini, . "The Density of the Sufficient Statistics for a Gaussian AR(1) Model in Terms of Generalized Functions," Discussion Papers 00/06, Department of Economics, University of York.
NEP Fields
14 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-ECM: Econometrics (14) 2000-03-06 2000-12-19 2000-12-19 2000-12-19 2001-10-22 2004-04-11 2004-10-30 2005-06-05 2005-09-11 2005-09-29 2006-02-12 2006-12-01 2014-03-30 2014-07-13. Author is listed
- NEP-ETS: Econometric Time Series (2) 2000-03-06 2001-02-21
Statistics
Most cited item
- Forchini, G. & Hillier, G.H., 1999. "Conditional inference for possibly unidentified structural equations," Discussion Paper Series In Economics And Econometrics 9906, Economics Division, School of Social Sciences, University of Southampton.
Most downloaded item (past 12 months)
- Giovanni Forchini, . "The Exact Cumulative Distribution Function of a Ratio of Quadratic Forms in Normal Variables with Application to the AR(1) Model," Discussion Papers 01/02, Department of Economics, University of York.
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Co-authorship network on CollEc
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