Curriculum Vitae - Stefano FACHIN
Present position: Full Professor of Economic Statistics, University of Rome "La Sapienza" (Italy) Education: Phd (Cambridge, UK) Main publications: “Long-Run Trends in Internal Migrations in Italy a Study in Panel Cointegration with Dependent Units” Journal of Applied Econometrics vol. 22, 2007, pp. 401–428. DOI: 10.1002/jae.907 "Boostrapping and Bartlett correction in the cointegrated VAR model” Econometric Reviews, vol. 25, 2006, n. 1, pp. 41-60 (with P. Omtzigt). “Maximum Likelihood Estimation of Input Demand Models With Fixed Costs Of Adjustment” Statistical Models and Applications vol. 15, 2006, pp. 129–13 (with Francesca Di Iorio). "Models of labour demand with fixed costs of adjustment: a generalised tobit approach," Economics Bulletin, Vol. 3, 2004, n. 31 pp. 1-8 (with Francesca Di Iorio) “Bootstrap inference on Fully Modified Estimates of Cointegrating Coefficients: A Comment” Economics Bulletin, Vol. 3, 2004, no. 13 pp. 1-8. “A simulation study of some functionals of random walk” Working paper, Department of Statistics and Operations Research, University of Copenhagen, 2002 (with Soren Johansen and Henrik Hansen). "Exploring 3D Datasets: a Factorial Matrix Analysis of the US Manufacturing Industry in the 1980s" Applied Economics, vol. 34, 2002, pp. 295-304 (with D.G. Shea e M. Vichi). "Testing economic geography: Italy, 1951-1991" Economics Bulletin, Vol. 18, 2001, pp.1-7 (with A. Brugnoli). "Bootstrap and asymptotic tests of long-run relationships in cointegrated systems" Oxford Bulletin of Economics and Statistics, vol. 62, 2000, pp. 577-585. "Disaggregated Import Demand Functions for the Italian Economy" in P. Kriesler e C. Sardoni (ed.), “Keynes, Post Keynesianism and Political Economy. Essays in honor of G.C. Harcourt” Routldege, London, 1999 (with G. Cubadda e F. Nucci). “Grana Padano cheese: thermoanalytical techniques applied to the study of ripening” Food Chemistry, vol 66, 1999, pp 375-380 (con S. de Angelis Curtis, R. Curini, G. D'Ascenzo, F. Sagone, A. Bocca) "Bootstrapping Unit Root Tests" Applied Economics vol. 29, 1997, pp. 1155-1161 (with D. De Angelis e G.A. Young). "Asymptotic normal and bootstrap inference in structural VAR analysis" Journal of Forecasting, vol. 15, 1996, pp. 329-341 (with L. Bravetti). "The Finnish demand for money revisited: an application of Box-Tiao cointegration analysis and bootstrap tests". Applied Economics Letters, vol. 2, 1995, pp. 308-310. "On the power of Variable Addition tests for parameter stability" Oxford Bulletin of Economics and Statistics, vol. 56, 1994, p. 77-87. "Is the employment equation structurally unstable? An empirical test: Italian Manufacturing Industry, 1970-84" Labour, vol. 5, 1991, pp. 175-214.