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