# Giovanni Forchini

### Contents:

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## Personal Details

Guildford, United Kingdom

http://www.econ.surrey.ac.uk/

: (01483) 259380

(01483) 259548

Guildford, Surrey GU2 5XH

RePEc:edi:desuruk (more details at EDIRC)

http://www.econ.surrey.ac.uk/

: (01483) 259380

(01483) 259548

Guildford, Surrey GU2 5XH

RePEc:edi:desuruk (more details at EDIRC)

- G. Forchini & Bin Jiang & Bin Peng, 2015.
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**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.
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**Consistent Estimation in Large Heterogeneous Panels with Multifactor Structure and Endogeneity**," School of Economics Discussion Papers 0315, School of Economics, University of Surrey. - G. Forchini & Bin Jiang & Bin Peng, 2015.
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**Common Shocks in panels with Endogenous Regressors**," Monash Econometrics and Business Statistics Working Papers 8/15, Monash University, Department of Econometrics and Business Statistics. - Bin Peng & Giovanni Forchini, 2014.
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**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.
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**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.
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**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.
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**Structural Â Equations Â and Â Invariance**," School of Economics Discussion Papers 0312, School of Economics, University of Surrey. - Giovanni Forchini, 2006.
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**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, 2006.
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**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.
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**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.
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- G. Forchini, 2005.
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**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.
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**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.
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**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.
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- Giovanni Forchini & Grant Hillier, 2005.
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**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.
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**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.
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**Ill-posed Problems and Instruments' Weakness**," Econometric Society 2004 Australasian Meetings 357, Econometric Society. - Forchini, G. & Hillier, G.H., 1999.
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**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.
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**Conditional Inference For Possibly Unidentified Structural Equations**," Econometric Theory, Cambridge University Press, vol. 19(05), pages 707-743, October.

- Forchini, Giovanni & Hillier, Grant, 2003.
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- Hillier, G. & Forchini, G., 1995.
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**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, .
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**Exact Inference for the Unit Root Hypothesis**," Discussion Papers 00/54, Department of Economics, University of York. - Giovanni Forchini, .
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**On Diagnostic Tests**," Discussion Papers 00/53, Department of Economics, University of York. - Giovanni Forchini, .
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**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.
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**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.
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- Giovanni Forchini, .
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**The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables**," Discussion Papers 01/12, Department of Economics, University of York. - Giovanni Forchini, .
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**The Geometry of Similar Tests for Structural Change**," Discussion Papers 00/55, Department of Economics, University of York. - Giovanni Forchini, .
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**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.
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**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.
"

- 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.
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- Forchini, Giovanni, 2009.
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**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.
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**A characterization of invariant tests for identification in linear structural equations**," Economics Letters, Elsevier, vol. 98(2), pages 185-193, February. - G. Forchini, 2008.
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**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.
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**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.
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**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.
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- Forchini, Giovanni, 2005.
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**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.
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**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.
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**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, .
"
**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, .
"
- 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.

RePEc:gam:jecnmx:v:4:y:2016:i:1:p:-:d:62057 is not listed on IDEAS - Giovanni Forchini, .
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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

#### Most cited item

- Forchini, G. & Hillier, G.H., 1999.
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**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 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.

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