# 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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**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.
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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. - 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, 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, 2012.
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**Structural Â Equations Â and Â Invariance**," School of Economics Discussion Papers 0312, 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, 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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**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. - 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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**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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- 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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**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 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.
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- 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 Geometry of Similar Tests for Structural Change**," Discussion Papers 00/55, Department of Economics, University of York. - 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.

- 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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**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.
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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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**A characterization of invariant tests for identification in linear structural equations**," Economics Letters, Elsevier, vol. 98(2), pages 185-193, February. - 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, 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, 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, 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.
"
**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., 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., 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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16 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

- 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)

- 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.

#### Access and download statistics for all items

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