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Giovanni Forchini

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

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

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Working papers

  1. 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.
  2. 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.
  3. Giovanni Forchini, 2012. "Structural  Equations  and  Invariance," School of Economics Discussion Papers 0312, School of Economics, University of Surrey.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. Grant Hillier & Giovanni Forchini, 2004. "Ill-posed Problems and Instruments' Weakness," Econometric Society 2004 Australasian Meetings 357, Econometric Society.
  12. 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.
  13. 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.
  14. Giovanni Forchini, . "On Diagnostic Tests," Discussion Papers 00/53, Department of Economics, University of York.
  15. Giovanni Forchini, . "The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables," Discussion Papers 01/12, Department of Economics, University of York.
  16. 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.
  17. Giovanni Forchini, . "The Geometry of Similar Tests for Structural Change," Discussion Papers 00/55, Department of Economics, University of York.
  18. Giovanni Forchini & Patrick Marsh, . "Exact Inference for the Unit Root Hypothesis," Discussion Papers 00/54, Department of Economics, University of York.
  19. 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.

Articles

  1. 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.
  2. 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.
  3. Forchini, Giovanni, 2008. "A characterization of invariant tests for identification in linear structural equations," Economics Letters, Elsevier, vol. 98(2), pages 185-193, February.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. Forchini, G., 2005. "Similar tests for covariance structures in multivariate linear models," Journal of Multivariate Analysis, Elsevier, vol. 93(2), pages 223-237, April.
  10. Forchini, Giovanni & Hillier, Grant, 2003. "Conditional Inference For Possibly Unidentified Structural Equations," Econometric Theory, Cambridge University Press, vol. 19(05), pages 707-743, October.
  11. 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.
  12. 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.
  13. 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.

NEP Fields

14 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (13) 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. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2000-03-06 2001-02-21

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