Narrow and Wide Replication of Chalfin and McCrary (REStat, 2018) (.pdf, 2023, with A. Moharir). Forthcoming Journal of Applied Econometrics. Replication files: https://github.com/advaitmoharir/cm-replication.
Blockwise Euclidean Likelihood for Spatio-Temporal Covariance Models (latest version .pdf, with M. Bevilacqua and V. Morales), 2021, 20, 176-201, Econometrics and Statistics. Replication files: https://github.com/vmoprojs/STBEU.
Family Ties and Child Obesity in Italy (latest version .pdf, with L. Neri and S. Tiezzi), 2021, Economics and Human Biology, 40, 100951.
Inference in Instrumental Variables Models with Heteroskedasticity and Many Instruments (.pdf, latest version .pdf, with G. Mellace and Z. Sándor), 2021, 37, 281-310, Econometric Theory.
Bilinear Form Test Statistics for Extremum Estimation (.pdf, latest version .pdf, with F. Osorio), 2020, Economics Letters, 187, 108885. Replication files: https://github.com/faosorios/BF_EE.
Z-Estimators and Auxiliary Information with Strong Mixing Processes (with E. Porcu), 2019, Stochastic Environmental Research and Risk Assessment, 33, 1-11.
Innovation and Cost Efficiency in the Banking Industry: the Role of Electronic Payments (with G. Ardizzi and C. Petraglia), 2019, Economic Notes, 48, 12121.
On the Finite Sample Properties of Conditional Empirical Likelihood Estimators (with Z. Sándor), 2017, Communications in Statistics – Simulation and Computation, 46, 1520-1545.
Combining Euclidean and Composite Likelihood for Binary Spatial Data Estimation (.pdf, with M. Bevilacqua and E. Porcu), 2015, Stochastic Environmental Research and Risk Assessment, 29, 335-346.
Jackknife Instrumental Variable Estimation with Heteroskedasticity (.pdf, with P. A. Bekker), 2015, Journal of Econometrics, 185, 332-342.
Efficient Bootstrap with Weakly Dependent Processes (.pdf and WP .pdf, with F. Bravo), 2012, Computational Statistics and Data Analysis, 56, 3444-3458.