Francesca Rossi

CFDPs

CFDP 2256 Jungyoon Lee, Peter C. B. Phillips, Francesca Rossi, "Consistent Misspecification Testing in Spatial Autoregressive Models," (August 2020) [58pp, Abstract]
CFDP 2208 Maria Kyriacou, Peter C. B. Phillips, Francesca Rossi, "Continuously Updated Indirect Inference in Heteroskedastic Spatial Models," (December 2019) [41pp, Abstract]

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CFPs

CFP 1561 Maria Kyriacou, Peter C. B. Phillips, Francesca Rossi, "Indirect Inference in Spatial Autoregression," Econometrics Journal, (June 2017), 20(2): 168-189