# Giovanni Forchini

## Personal Details

First Name: | Giovanni |

Middle Name: | |

Last Name: | Forchini |

Suffix: | |

RePEc Short-ID: | pfo66 |

[This author has chosen not to make the email address public] | |

## Affiliation

### School of Economics

University of Surrey

Guildford, United Kingdomhttp://www.surrey.ac.uk/school-economics

: (01483) 259380

(01483) 259548

Guildford, Surrey GU2 5XH

RePEc:edi:desuruk (more details at EDIRC)

## Research output

Jump to: Working papers Articles### Working papers

- G. Forchini & Bin Jiang & Bin Peng, 2015.
"
**Consistent Estimation in Large Heterogeneous Panels with Multifactor Structure Endogeneity**," Monash Econometrics and Business Statistics Working Papers 14/15, Monash University, Department of Econometrics and Business Statistics. - G. Forchini & Bin Jiang & Bin Peng, 2015.
"
**Common Shocks in panels with Endogenous Regressors**," Monash Econometrics and Business Statistics Working Papers 8/15, Monash University, Department of Econometrics and Business Statistics. - Giovanni Forchini & Bin Jiang & Bin Peng, 2015.
"
**Consistent Estimation in Large Heterogeneous Panels with Multifactor Structure and Endogeneity**," School of Economics Discussion Papers 0315, School of Economics, University of Surrey. - 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 Equations and 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.

- Forchini, Giovanni, 2010.
"
- 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. - 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. - 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.

- Forchini, G., 2006.
"
- 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.

- Forchini, Giovanni & Hillier, Grant, 2003.
"
- 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, "undated".
"
**On Diagnostic Tests**," Discussion Papers 00/53, Department of Economics, University of York. - Giovanni Forchini, "undated".
"
**The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables**," Discussion Papers 01/12, Department of Economics, University of York. - Giovanni Forchini & Patrick Marsh, "undated".
"
**Exact Inference for the Unit Root Hypothesis**," Discussion Papers 00/54, Department of Economics, University of York. - Giovanni Forchini, "undated".
"
**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.

- Forchini, G., 2002.
"
- Giovanni Forchini, "undated".
"
**The Geometry of Similar Tests for Structural Change**," Discussion Papers 00/55, Department of Economics, University of York. - Giovanni Forchini, "undated".
"
**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.

- Forchini, G., 2000.
"

### Articles

- Giovanni Forchini & Bin Peng, 2016.
"
**A Conditional Approach to Panel Data Models with Common Shocks**," Econometrics, MDPI, Open Access Journal, vol. 4(1), pages 1-12, January. - 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.

- Giovanni Forchini, 2006.
"
- 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. - 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. - 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, 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.

- Giovanni Forchini, 2005.
"
- 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, 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, 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. & Hillier, G.H., 1999.
"
- 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, "undated".
"
**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.

- Giovanni Forchini, "undated".
"
- 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, "undated".
"
**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.

- Giovanni Forchini, "undated".
"

## Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.### Working papers

- G. Forchini & Bin Jiang & Bin Peng, 2015.
"
**Common Shocks in panels with Endogenous Regressors**," Monash Econometrics and Business Statistics Working Papers 8/15, Monash University, Department of Econometrics and Business Statistics.Cited by:

- G. Forchini & Bin Jiang & Bin Peng, 2015.
"
**Consistent Estimation in Large Heterogeneous Panels with Multifactor Structure Endogeneity**," Monash Econometrics and Business Statistics Working Papers 14/15, Monash University, Department of Econometrics and Business Statistics. - Giovanni Forchini & Bin Jiang & Bin Peng, 2015.
"
**Consistent Estimation in Large Heterogeneous Panels with Multifactor Structure and Endogeneity**," School of Economics Discussion Papers 0315, School of Economics, University of Surrey. - Giovanni Forchini & Bin Peng, 2016.
"
**A Conditional Approach to Panel Data Models with Common Shocks**," Econometrics, MDPI, Open Access Journal, vol. 4(1), pages 1-12, January.

- G. Forchini & Bin Jiang & Bin Peng, 2015.
"
- 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.Cited by:

- G. Forchini & Bin Jiang & Bin Peng, 2015.
"
**Common Shocks in panels with Endogenous Regressors**," Monash Econometrics and Business Statistics Working Papers 8/15, Monash University, Department of Econometrics and Business Statistics.

- G. Forchini & Bin Jiang & Bin Peng, 2015.
"
- 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.Cited by:

- Sriananthakumar, Sivagowry, 2015.
"
**Approximate Non-Similar critical values based tests vs Maximized Monte Carlo tests**," Economic Modelling, Elsevier, vol. 49(C), pages 387-394. - Sriananthakumar, Sivagowry, 2013.
"
**Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors: A point optimal testing approach**," Economic Modelling, Elsevier, vol. 33(C), pages 126-136.

- Sriananthakumar, Sivagowry, 2015.
"
- 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.

Cited by:

- M.C. Medeiros & E. Mendes & Les Oxley, 2010.
"
**A Note on Nonlinear Cointegration, Misspecification and Bimodality**," Working Papers in Economics 10/01, University of Canterbury, Department of Economics and Finance.- Marcelo C. Medeiros & Eduardo Mendes & Les Oxley, 2014.
"
**A Note on Nonlinear Cointegration, Misspecification, and Bimodality**," Econometric Reviews, Taylor & Francis Journals, vol. 33(7), pages 713-731, October.

- Marcelo C. Medeiros & Eduardo Mendes & Les Oxley, 2014.
"
- Poskitt, D.S. & Skeels, C.L., 2007.
"
**Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small**," Journal of Econometrics, Elsevier, vol. 139(1), pages 217-236, July. - Peter C. B. Phillips, 2005.
"
**A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation**," Cowles Foundation Discussion Papers 1540, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 2006.
"
**A Remark On Bimodality And Weak Instrumentation In Structural Equation Estimation**," Econometric Theory, Cambridge University Press, vol. 22(05), pages 947-960, October.

- Phillips, Peter C.B., 2006.
"
- Simon A. Broda & Raymond Kan, 2013.
"
**On Distributions of Ratios**," UvA-Econometrics Working Papers 13-10, Universiteit van Amsterdam, Dept. of Econometrics.- Simon A. Broda & Raymond Kan, 2014.
"
**On Distributions of Ratios**," Tinbergen Institute Discussion Papers 13-211/III, Tinbergen Institute. - Simon A. Broda & Raymond Kan, 2016.
"
**On distributions of ratios**," Biometrika, Biometrika Trust, vol. 103(1), pages 205-218.

- Simon A. Broda & Raymond Kan, 2014.
"
- Jan F. Kiviet, 2013.
"
**Identification and inference in a simultaneous equation under alternative information sets and sampling schemes**," Econometrics Journal, Royal Economic Society, vol. 16(1), pages 24-59, February.- Jan F. Kiviet, 2012.
"
**Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes**," Tinbergen Institute Discussion Papers 12-128/III, Tinbergen Institute. - Jan F. KIVIET, 2012.
"
**Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes**," Economic Growth Centre Working Paper Series 1207, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.

- Jan F. Kiviet, 2012.
"
- 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. - Jan F. KIVIET & Jerzy NIEMCZYK, 2013.
"
**On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous**," Economic Growth Centre Working Paper Series 1311, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.- Jan F. Kiviet & Jerzy Niemczyk, 2014.
"
**On the Limiting and Empirical Distributions of IV Estimators When Some of the Instruments are Actually Endogenous**," Advances in Econometrics,in: Essays in Honor of Peter C. B. Phillips, volume 33, pages 425-490 Emerald Publishing Ltd.

- Jan F. Kiviet & Jerzy Niemczyk, 2014.
"

- Forchini, G., 2006.
"
- 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.

Cited by:

- 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.

- Giovanni Forchini, 2005.
"
- Frank Kleibergen & Eric Zivot, 2003.
"
**Bayesian and Classical Approaches to Instrumental Variable Regression**," Working Papers UWEC-2002-21-P, University of Washington, Department of Economics.- Kleibergen, Frank & Zivot, Eric, 2003.
"
**Bayesian and classical approaches to instrumental variable regression**," Journal of Econometrics, Elsevier, vol. 114(1), pages 29-72, May. - Frank Kleibergen & Eric Zivot, 1998.
"
**Bayesian and Classical Approaches to Instrumental Variable Regression**," Discussion Papers in Economics at the University of Washington 0063, Department of Economics at the University of Washington. - Kleibergen, F.R. & Zivot, E., 1998.
"
**Bayesian and classical approaches to instrumental variable regression**," Econometric Institute Research Papers EI 9835, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Frank Kleibergen & Eric Zivot, 1998.
"
**Bayesian and Classical Approaches to Instrumental Variables Regression**," Econometrics 9812002, EconWPA. - Frank Kleibergen & Eric Zivot, 1998.
"
**Bayesian and Classical Approaches to Instrumental Variable Regression**," Working Papers 0063, University of Washington, Department of Economics.

- Kleibergen, Frank & Zivot, Eric, 2003.
"
- Grant Hillier & Giovanni Forchini, 2004.
"
**Ill-posed Problems and Instruments' Weakness**," Econometric Society 2004 Australasian Meetings 357, Econometric Society. - Russell Davidson & James G. Mackinnon, 2014.
"
**Confidence Sets Based on Inverting Anderson-Rubin Tests**," Post-Print hal-01463107, HAL.- Russell Davidson & James G. MacKinnon, 2014.
"
**Confidence sets based on inverting Anderson–Rubin tests**," Econometrics Journal, Royal Economic Society, vol. 17(2), pages 39-58, June. - Russell Davidson & James G. MacKinnon, 2011.
"
**Confidence Sets Based on Inverting Anderson-Rubin Tests**," Working Papers 1257, Queen's University, Department of Economics.

- Russell Davidson & James G. MacKinnon, 2014.
"
- D.S. Poskitt & C.L. Skeels, 2002.
"
**Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory**," Department of Economics - Working Papers Series 862, The University of Melbourne. - John Chao & Norman R. Swanson, 2003.
"
**Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction**," Cowles Foundation Discussion Papers 1418, Cowles Foundation for Research in Economics, Yale University.- John Chao & Norman Swanson, 2003.
"
**Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction**," Departmental Working Papers 200315, Rutgers University, Department of Economics. - John C. Chao & Norman Rasmus Swanson, 2004.
"
**Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction**," Yale School of Management Working Papers ysm375, Yale School of Management. - Chao, John & Swanson, Norman R., 2007.
"
**Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction**," Journal of Econometrics, Elsevier, vol. 137(2), pages 515-555, April.

- John Chao & Norman Swanson, 2003.
"
- C.L. Skeels, 2007.
"
**Conceptual Frameworks and Experimental Design in Simultaneous Equations**," Department of Economics - Working Papers Series 1020, The University of Melbourne.- Poskitt, D.S. & Skeels, C.L., 2008.
"
**Conceptual frameworks and experimental design in simultaneous equations**," Economics Letters, Elsevier, vol. 100(1), pages 138-142, July.

- Poskitt, D.S. & Skeels, C.L., 2008.
"
- Dufour, Jean-Marie & Taamouti, Mohamed, 2007.
"
**Further results on projection-based inference in IV regressions with weak, collinear or missing instruments**," Journal of Econometrics, Elsevier, vol. 139(1), pages 133-153, July. - Davy Paindaveine & Julien Remy & Thomas Verdebout, 2017.
"
**Testing for Principal Component Directions under Weak Identifiability**," Working Papers ECARES ECARES 2017-37, ULB -- Universite Libre de Bruxelles. - Peter C.B. Phillips, 2003.
"
**Vision and Influence in Econometrics: John Denis Sargan**," Cowles Foundation Discussion Papers 1393, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 2003.
"
**Vision And Influence In Econometrics: John Denis Sargan**," Econometric Theory, Cambridge University Press, vol. 19(03), pages 495-511, June.

- Phillips, Peter C.B., 2003.
"
- Peter C.B. Phillips, 2003.
"
**Laws and Limits of Econometrics**," Cowles Foundation Discussion Papers 1397, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips, 2003.
"
**Laws and Limits of Econometrics**," Economic Journal, Royal Economic Society, vol. 113(486), pages 26-52, March.

- Peter C. B. Phillips, 2003.
"
- Adrian Pagan, 2007.
"
**Weak Instruments: A Guide to the Literature**," NCER Working Paper Series 13, National Centre for Econometric Research.

- Forchini, Giovanni & Hillier, Grant, 2003.
"
- Giovanni Forchini, "undated".
"
**On Diagnostic Tests**," Discussion Papers 00/53, Department of Economics, University of York.Cited by:

- Giovanni Forchini, "undated".
"
**The Geometry of Similar Tests for Structural Change**," Discussion Papers 00/55, Department of Economics, University of York.

- Giovanni Forchini, "undated".
"
- Giovanni Forchini, "undated".
"
**The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables**," Discussion Papers 01/12, Department of Economics, University of York.Cited by:

- Salcedo, Gladys E. & Porto, Rogério F. & Morettin, Pedro A., 2012.
"
**Comparing non-stationary and irregularly spaced time series**," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 3921-3934. - Grant Hillier & Federico Martellosio, 2013.
"
**Properties of the maximum likelihood estimator in spatial autoregressive models**," CeMMAP working papers CWP44/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

- Salcedo, Gladys E. & Porto, Rogério F. & Morettin, Pedro A., 2012.
"
- Giovanni Forchini & Patrick Marsh, "undated".
"
**Exact Inference for the Unit Root Hypothesis**," Discussion Papers 00/54, Department of Economics, University of York.Cited by:

- Patrick Marsh, "undated".
"
**The Available Information for Invariant Tests of a Unit Root**," Discussion Papers 05/03, Department of Economics, University of York. - Patrick Marsh, 2006.
"
**Constructing Optimal Tests on a Lagged Dependent Variable**," Discussion Papers 06/19, Department of Economics, University of York.

- Patrick Marsh, "undated".
"
- Giovanni Forchini, "undated".
"
**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.

Cited by:

- Robinson, Peter M. & Rossi, Francesca, 2012.
"
**Improved tests for spatial correlation**," MPRA Paper 41835, University Library of Munich, Germany.- Peter M Robinson & Francesca Rossi, 2013.
"
**Improved Tests for Spatial Correlation**," STICERD - Econometrics Paper Series 565, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. - Robinson, Peter M. & Rossi, Francesca, 2013.
"
**Improved tests for spatial correlation**," LSE Research Online Documents on Economics 58092, London School of Economics and Political Science, LSE Library.

- Peter M Robinson & Francesca Rossi, 2013.
"
- Patrick Marsh, "undated".
"
**A Measure of Distance for the Unit Root Hypothesis**," Discussion Papers 05/02, Department of Economics, University of York. - Grant Hillier & Federico Martellosio, 2013.
"
**Properties of the maximum likelihood estimator in spatial autoregressive models**," CeMMAP working papers CWP44/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. - Vougas, Dimitrios V., 2006.
"
**Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression**," Statistics & Probability Letters, Elsevier, vol. 76(1), pages 27-34, January. - Grant Hillier & Raymond Kan & Xiaolu Wang, 2008.
"
**Computationally efficient recursions for top-order invariant polynomials with applications**," CeMMAP working papers CWP07/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.- Hillier, Grant & Kan, Raymond & Wang, Xiaolu, 2009.
"
**Computationally Efficient Recursions For Top-Order Invariant Polynomials With Applications**," Econometric Theory, Cambridge University Press, vol. 25(01), pages 211-242, February.

- Hillier, Grant & Kan, Raymond & Wang, Xiaolu, 2009.
"
- Giovanni Forchini, "undated".
"
**The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables**," Discussion Papers 01/12, Department of Economics, University of York.

- Forchini, G., 2002.
"
- Giovanni Forchini, "undated".
"
**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.

Cited by:

- Amo-Salas, M. & LÃ³pez-Fidalgo, J. & Pedregal, D.J., 2015.
"
**Experimental designs for autoregressive models applied to industrial maintenance**," Reliability Engineering and System Safety, Elsevier, vol. 133(C), pages 87-94.

- Forchini, G., 2000.
"

### Articles

- Giovanni Forchini & Bin Peng, 2016.
"
**A Conditional Approach to Panel Data Models with Common Shocks**," Econometrics, MDPI, Open Access Journal, vol. 4(1), pages 1-12, January.Cited by:

- Eduardo A. Souza-Rodrigues, 2016.
"
**Nonparametric Regression with Common Shocks**," Econometrics, MDPI, Open Access Journal, vol. 4(3), pages 1-17, September.

- Eduardo A. Souza-Rodrigues, 2016.
"
- 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.See citations under working paper version above.- 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.

- Giovanni Forchini, 2005.
"
- 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.Cited by:

- Patrick Marsh, 2006.
"
**Constructing Optimal Tests on a Lagged Dependent Variable**," Discussion Papers 06/19, Department of Economics, University of York.

- Patrick Marsh, 2006.
"
- Forchini, Giovanni & Hillier, Grant, 2003.
"
**Conditional Inference For Possibly Unidentified Structural Equations**," Econometric Theory, Cambridge University Press, vol. 19(05), pages 707-743, October.See citations under working paper version above.- 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. & Hillier, G.H., 1999.
"
- Forchini, G., 2002.
"See citations under working paper version above.
- Giovanni Forchini, "undated".
"

- Giovanni Forchini, "undated".
"
- 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.Cited by:

- 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. - Elliott, Graham & Muller, Ulrich K., 2004.
"
**Confidence Sets for the Date of a Single Break in Linear Time Series Regressions**," University of California at San Diego, Economics Working Paper Series qt9hf4j4c2, Department of Economics, UC San Diego.- Elliott, Graham & Muller, Ulrich K., 2007.
"
**Confidence sets for the date of a single break in linear time series regressions**," Journal of Econometrics, Elsevier, vol. 141(2), pages 1196-1218, December.

- Elliott, Graham & Muller, Ulrich K., 2007.
"
- Elliott, Graham & Mueller, Ulrich K., 2004.
"
**Optimally Testing General Breaking Processes in Linear Time Series Models**," University of California at San Diego, Economics Working Paper Series qt58n33447, Department of Economics, UC San Diego. - Marine Carrasco, 2004.
"
**Chi-square Tests for Parameter Stability**," RCER Working Papers 508, University of Rochester - Center for Economic Research (RCER).

- Giovanni Forchini, 2005.
"
- Forchini, G., 2000.
"See citations under working paper version above.
- Giovanni Forchini, "undated".
"

- Giovanni Forchini, "undated".
"

## More information

Research fields, statistics, top rankings, if available.### Statistics

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### Co-authorship network on CollEc

### NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 16 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM:
**Econometrics**(17) 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 2015-04-25 2015-08-07 2015-10-10. Author is listed - NEP-ETS: Econometric Time Series (3) 2000-03-06 2001-02-21 2015-10-10

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