Francis DiTraglia

University of Pennsylvania

Lecturer in Economics

3718 Locust Walk

Philadelphia, PA 19104

United States

http://www.ditraglia.com

  • University of Pennsylvania

    • Email
    • Tel: 215-898-1506
SCHOLARLY PAPERS

8

DOWNLOADS

868

TOTAL CITATIONS
Rank 43,664

SSRN RANKINGS

Top 43,664

in Total Papers Citations

21

Scholarly Papers (8)

Actions:
Email selected abstracts
1.

Portfolio Selection: An Extreme Value Approach

Number of pages: 53 Posted: 18 Sep 2011 Last Revised: 27 Jul 2012
Francis DiTraglia and Jeffrey R. Gerlach
University of Pennsylvania and Federal Reserve Bank of Richmond
Downloads 409 (151,892)
Citation 2

Abstract:

Loading...

Portfolio selection, Extreme value theory, Tail dependence

2.

Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version

Downloads 114 (508,024)
Citation 7

Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version

PIER Working Paper No. 15-027
Number of pages: 62 Posted: 14 Aug 2015
Francis DiTraglia
University of Pennsylvania
Downloads 70 (700,803)
Citation 3

Abstract:

Loading...

Moment selection, GMM estimation, Model averaging, Focused Information Criterion, Post-selection estimators

Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version

PIER Working Paper No. 14-045
Number of pages: 57 Posted: 11 Dec 2014
Francis DiTraglia
University of Pennsylvania
Downloads 44 (879,866)
Citation 4

Abstract:

Loading...

Moment selection, GMM estimation, Model averaging, Focused Information Criterion, Post-selection estimators

3.

A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models, Second Version

PIER Working Paper No. 15-028
Number of pages: 41 Posted: 04 Sep 2015
Francis DiTraglia and Camilo Garcia-Jimeno
University of Pennsylvania and University of Pennsylvania - Department of Economics
Downloads 109 (525,121)
Citation 1

Abstract:

Loading...

Partial identification, Beliefs, Instrumental variables, Measurement error, Bayesian econometrics

4.

On Mis-Measured Binary Regressors: New Results and Some Comments on the Literature

PIER Working Paper No. 15-037
Number of pages: 25 Posted: 08 Nov 2015 Last Revised: 02 Dec 2015
Francis DiTraglia and Camilo Garcia-Jimeno
University of Pennsylvania and University of Pennsylvania - Department of Economics
Downloads 104 (543,440)

Abstract:

Loading...

Instrumental variables, Measurement error, Endogeneity, Binary regressor, Partial Identification

5.

Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM

PIER Working Paper No. 14-037
Number of pages: 58 Posted: 29 Oct 2014
Francis DiTraglia
University of Pennsylvania
Downloads 52 (797,975)
Citation 8

Abstract:

Loading...

Moment selection, GMM estimation, Model averaging, Focused Information Criterion, Post-selection estimators

6.

A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models, Third Version

PIER Working Paper No. 15-030
Number of pages: 42 Posted: 15 Sep 2015
Francis DiTraglia and Camilo Garcia-Jimeno
University of Pennsylvania and University of Pennsylvania - Department of Economics
Downloads 44 (858,834)

Abstract:

Loading...

Partial identification, Beliefs, Instrumental variables, Measurement error, Bayesian econometrics

7.

Mis-Classified, Binary, Endogenous Regressors: Identification and Inference

NBER Working Paper No. w23814
Number of pages: 90 Posted: 18 Sep 2017 Last Revised: 26 Jan 2023
Francis DiTraglia and Camilo Garcia-Jimeno
University of Pennsylvania and University of Pennsylvania - Department of Economics
Downloads 21 (1,094,928)
Citation 1

Abstract:

Loading...

8.

A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models

NBER Working Paper No. w22621
Number of pages: 67 Posted: 12 Sep 2016 Last Revised: 24 Apr 2022
Francis DiTraglia and Camilo Garcia-Jimeno
University of Pennsylvania and University of Pennsylvania - Department of Economics
Downloads 15 (1,171,469)
Citation 2

Abstract:

Loading...