IDEAS home Printed from https://ideas.repec.org/e/pfu17.html
   My authors  Follow this author

Marilena Furno

Personal Details

First Name:Marilena
Middle Name:
Last Name:Furno
Suffix:
RePEc Short-ID:pfu17
Via Orazio 27D 80122 Napoli Italy
Terminal Degree:1988 Department of Economics; Boston College (from RePEc Genealogy)

Affiliation

Dipartimento di Economia e Politica Agraria
Università degli Studi di Napoli - "Federico II"

Napoli, Italy
http://www.depa.unina.it/

: 081 - 5972311
081 - 7755143
Via Universita no. 96 - 80055 Portici (NA)
RePEc:edi:danapit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Marilena Furno, 2008. "Quantile regressions analysis of the Italian school system," Working Papers 2008-06, Universita' di Cassino, Dipartimento di Scienze Economiche.

Articles

  1. Francesco Caracciolo & Marilena Furno, 2017. "Quantile treatment effect and double robust estimators: An appraisal on the Italian labor market," Journal of Economic Studies, Emerald Group Publishing, vol. 44(4), pages 585-604, September.
  2. Marilena Furno, 2016. "Decomposition and wage inequality," International Review of Applied Economics, Taylor & Francis Journals, vol. 30(2), pages 188-209, March.
  3. Marilena Furno, 2014. "Quantile regression estimates and the analysis of structural breaks," Quantitative Finance, Taylor & Francis Journals, vol. 14(12), pages 2185-2192, December.
  4. Marilena Furno, 2014. "Sign tests for unit root and change in persistence," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 4(3/4), pages 269-287.
  5. Marilena Furno, 2014. "Returns to education and gender gap," International Review of Applied Economics, Taylor & Francis Journals, vol. 28(5), pages 628-649, September.
  6. Furno, Marilena, 2013. "Quantile regression and structural change in the Italian wage equation," Economic Modelling, Elsevier, vol. 30(C), pages 420-434.
  7. Marilena Furno, 2012. "Tests for structural break in quantile regressions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(4), pages 493-515, October.
  8. Marilena Furno, 2010. "A robust test of specification based on order statistics," Computational Statistics, Springer, vol. 25(4), pages 707-723, December.
  9. Furno, Marilena, 2001. "LAD estimation with random coefficient autocorrelated errors," Computational Statistics & Data Analysis, Elsevier, vol. 36(4), pages 511-523, June.
  10. Furno, Marilena, 2000. "Lm Tests In The Presence Of Non-Normal Error Distributions," Econometric Theory, Cambridge University Press, vol. 16(02), pages 249-261, April.
  11. Furno, Marilena, 1998. "Estimating the variance of the LAD regression coefficients," Computational Statistics & Data Analysis, Elsevier, vol. 27(1), pages 11-26, March.
  12. D'Esposito, Maria Rosaria & Furno, Marilena, 1996. "Robust Procedures in Multiple Regression: P-Subsets and a Computational Proposal," Computational Economics, Springer;Society for Computational Economics, vol. 9(2), pages 129-147, May.
  13. Furno, Marilena, 1993. "Monetary policy and interest rates : An adaptive estimator approach," Journal of Economic Dynamics and Control, Elsevier, vol. 17(4), pages 571-588, July.
  14. D'Esposito, Maria Rosaria & Furno, Marilena, 1992. "Location of Outliers in Multiple Regression Using Resampled Values," Computer Science in Economics & Management, Kluwer;Society for Computational Economics, vol. 5(3), pages 171-182, August.
  15. Furno, Marilena, 1991. "Estimation of a Small Macro-model under the Assumption of Contaminated Distributions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 53(3), pages 313-330, August.
  16. Baum, Christopher F & Furno, Marilena, 1990. "Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 22(4), pages 465-477, November.
  17. Furno, Marilena, 1987. "Bounded-influence instrumental variables estimator : An extension," Economics Letters, Elsevier, vol. 25(3), pages 239-242.

Software components

  1. D'Esposito, Maria Rosaria & Furno, Marilena, 2001. "ROBUSTPSUBSETS: RATS module for simulation of robust p-subsets in regression," Computational Economics Software Archive CE09.129, Kluwer Academic Publishers.

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

  1. Marilena Furno, 2008. "Quantile regressions analysis of the Italian school system," Working Papers 2008-06, Universita' di Cassino, Dipartimento di Scienze Economiche.

    Cited by:

    1. Marilena Furno, 2012. "Tests for structural break in quantile regressions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(4), pages 493-515, October.

Articles

  1. Marilena Furno, 2014. "Quantile regression estimates and the analysis of structural breaks," Quantitative Finance, Taylor & Francis Journals, vol. 14(12), pages 2185-2192, December.

    Cited by:

    1. Harry J. Turtle & Chengping Zhang, 2015. "Structural breaks and portfolio performance in global equity markets," Quantitative Finance, Taylor & Francis Journals, vol. 15(6), pages 909-922, June.

  2. Marilena Furno, 2014. "Returns to education and gender gap," International Review of Applied Economics, Taylor & Francis Journals, vol. 28(5), pages 628-649, September.

    Cited by:

    1. Gail Pacheco & Chao Li & Bill Cochrane, 2017. "Empirical evidence of the gender pay gap in NZ," Working Papers 2017-05, Auckland University of Technology, Department of Economics.
    2. Karlis Vilerts & Olegs Krasnopjorovs & Edgars Brekis, 2015. "Does Education Affect Wages During and After Economic Crisis? Evidence from Latvia (2006–2012)," Working Papers 2015/03, Latvijas Banka.

  3. Furno, Marilena, 2013. "Quantile regression and structural change in the Italian wage equation," Economic Modelling, Elsevier, vol. 30(C), pages 420-434.

    Cited by:

    1. Li, Hua & Yao, Shunbo & Yin, Runsheng & Liu, Guangquan, 2015. "Assessing the decadal impact of China's sloping land conversion program on household income under enrollment and earning differentiation," Forest Policy and Economics, Elsevier, vol. 61(C), pages 95-103.

  4. Marilena Furno, 2012. "Tests for structural break in quantile regressions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(4), pages 493-515, October.

    Cited by:

    1. Zhou, Mi & Wang, Huixia Judy & Tang, Yanlin, 2015. "Sequential change point detection in linear quantile regression models," Statistics & Probability Letters, Elsevier, vol. 100(C), pages 98-103.

  5. Furno, Marilena, 2000. "Lm Tests In The Presence Of Non-Normal Error Distributions," Econometric Theory, Cambridge University Press, vol. 16(02), pages 249-261, April.

    Cited by:

    1. Iglesias, Emma M., 2006. "Higher-order asymptotic properties of QML in [beta]-ARCH and [mu]-ARCH models," Economics Letters, Elsevier, vol. 93(2), pages 261-266, November.
    2. Lijuan Huo & Tae-Hwan Kim & Yunmi Kim, 2013. "Testing for Autocorrelation in Quantile Regression Models," Working papers 2013rwp-54, Yonsei University, Yonsei Economics Research Institute.
    3. Furno, Marilena, 2001. "LAD estimation with random coefficient autocorrelated errors," Computational Statistics & Data Analysis, Elsevier, vol. 36(4), pages 511-523, June.

  6. Baum, Christopher F & Furno, Marilena, 1990. "Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 22(4), pages 465-477, November.

    Cited by:

    1. Coppock, Lee & Poitras, Marc, 2000. "Evaluating the Fisher effect in long-term cross-country averages," International Review of Economics & Finance, Elsevier, vol. 9(2), pages 181-192.
    2. Yash P. Mehra, 1991. "An error-correction model of U.S. M2 demand," Economic Review, Federal Reserve Bank of Richmond, issue May, pages 3-12.
    3. C. P. Barros & João Ricardo Faria & Luis A. Gil-Alana, 2017. "The demand for money in Angola," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(2), pages 408-420, April.
    4. Hueng, C. James, 1999. "Money demand in an open-economy shopping-time model: an out-of-sample-prediction application to Canada," Journal of Economics and Business, Elsevier, vol. 51(6), pages 489-503.
    5. Yash P. Mehra, 1992. "In search of a stable, short-run M1 demand function," Economic Review, Federal Reserve Bank of Richmond, issue May, pages 9-23.

Software components

    Sorry, no citations of software components recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Items authored by Boston College Economics alumni

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Marilena Furno should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.