Access Statistics for Giorgio Calzolari

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
- CONTROL VARIATES FOR VARIANCE REDUCTION IN INDIRECT INFERENCE: INTEREST RATE MODELS IN CONTINUOUS TIME 0 0 2 11 2 2 10 33
-A TOBIT MODEL WITH GARCH ERRORS 4 6 20 45 4 7 41 107
Analytic Derivatives and the Computation of Garch Estimates 0 0 0 5 7 31 112 916
CONSTRAINED EMM AND INDIRECT INFERENCE ESTIMATION 0 0 5 10 0 0 9 23
Constrained EMM and Indirect Inference Estimation 0 0 0 0 3 5 27 308
INDIRECT ESTIMATION OF CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS 0 2 23 169 1 6 53 448
Indirect estimation of alpha-stable distributions and processes 2 3 16 134 4 13 46 290
Indirect estimation of alpha-stable stochastic volatility models 0 1 22 93 3 9 75 264
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 3 12 60 0 5 28 83
Poor identification and estimation problems in panel data models with random effects and autocorrelated errors 2 12 56 56 4 26 88 88
THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY 0 0 2 12 0 0 7 34
The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality 0 0 0 1 7 10 37 449
Total Working Papers 8 27 158 596 35 114 533 3,043

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Curious Result on Exact FIML and Instrumental Variables 0 0 3 3 0 1 10 10
A Monte Carlo approach to compute the asymptotic standard errors of dynamic multipliers 0 0 1 6 0 1 3 17
A Note on the Numerical Results by Goldberger, Nagar, and Odeh 0 0 0 7 0 0 5 108
A Note on the Variance of Ex-Post Forecasts in Econometric Models 0 0 2 16 5 6 19 87
A Program for Stochastic Simulation of Econometric Models 0 2 5 31 2 6 19 124
A tobit model with garch errors 4 7 26 43 10 14 82 135
Alternative Estimators of FIML Covariance Matrix: A Monte Carlo Stud y 0 0 0 18 0 2 6 92
Alternative Specifications of the Error Process in the Stochastic Simulation of Econometric Models 0 0 1 10 2 3 6 110
Alternative covariance estimators of the standard Tobit model 0 0 4 13 0 1 9 44
Analytic Derivatives and the Computation of GARCH Estimates 4 18 59 472 9 27 83 928
Antithetic variates to estimate the simulation bias in non-linear models 0 0 8 27 1 4 50 149
Asymptotic distribution of power spectra and peak frequencies in the stochastic response of econometric models 0 0 0 2 0 3 5 14
Asymptotic standard errors of point elasticities calculated from simultaneous equation systems 0 0 0 2 0 1 3 14
Computational efficiency of FIML estimation 0 1 2 3 0 1 3 12
Constrained Indirect Estimation 0 2 11 51 4 7 28 160
Control Variates to Estimate the Reduced Form Variances in Econometric Models 0 0 0 13 1 1 8 86
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 4 8 27 785
Discontinuities in indirect estimation: An application to EAR models 0 0 1 5 0 1 6 23
Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models 0 0 2 7 1 1 8 23
Forecast Variance in Dynamic Simulation of Simultaneous Equation Models 0 0 4 53 0 3 33 230
Indirect Estimation of α-Stable Distributions and Processes 2 5 12 19 4 12 39 58
Indirect estimation of [alpha]-stable stochastic volatility models 4 9 11 11 7 25 36 36
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 2 5 5 0 4 19 19
Indirect inference and variance reduction using control variates 1 2 7 41 8 13 30 121
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 0 0 0 4 8 22 103 559
Measuring forecast uncertainty: A review with evaluation based on a macro model of the French economy 0 0 1 10 0 0 3 24
Mode predictors in nonlinear systems with identities 0 0 1 5 0 0 2 21
On the stability of the Klein-I model 0 0 4 10 0 0 8 23
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models 0 0 4 193 0 1 22 1,112
The One-Period Forecast Errors in Nonlinear Econometric Models 0 0 2 12 2 2 8 54
Total Journal Articles 15 48 176 1,092 68 170 683 5,178

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Statistics updated 2009-12-07