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 7 7 1 1 20 20
-A TOBIT MODEL WITH GARCH ERRORS 4 7 17 18 8 14 49 55
Analytic Derivatives and the Computation of Garch Estimates 0 0 5 5 5 21 88 774
CONSTRAINED EMM AND INDIRECT INFERENCE ESTIMATION 0 0 4 4 1 1 9 10
Constrained EMM and Indirect Inference Estimation 0 0 0 0 1 2 17 272
Control Variates for Variance Reduction in Indirect Inference: Interest Rate Models in Continuous Time 0 0 0 0 2 12 29 769
INDIRECT ESTIMATION OF CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS 1 8 24 139 4 22 64 371
Indirect estimation of alpha-stable distributions and processes 2 6 27 113 7 19 54 221
Indirect estimation of alpha-stable stochastic volatility models 2 9 43 67 4 23 109 155
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 4 36 36 2 6 28 28
THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY 0 0 5 6 1 3 16 20
The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality 0 0 1 1 2 10 28 404
Total Working Papers 9 34 169 396 38 134 511 3,099

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Monte Carlo approach to compute the asymptotic standard errors of dynamic multipliers 0 1 5 5 0 1 8 11
A Note on the Numerical Results by Goldberger, Nagar, and Odeh 0 0 0 7 1 2 13 100
A Note on the Variance of Ex-Post Forecasts in Econometric Models 0 0 5 13 1 4 22 64
A Program for Stochastic Simulation of Econometric Models 0 1 4 24 0 2 14 100
A tobit model with garch errors 4 8 14 14 5 14 40 40
Alternative Estimators of FIML Covariance Matrix: A Monte Carlo Stud y 0 0 1 17 0 2 7 83
Alternative Specifications of the Error Process in the Stochastic Simulation of Econometric Models 0 0 2 9 0 0 9 102
Alternative covariance estimators of the standard Tobit model 0 0 2 8 0 2 7 31
Analytic Derivatives and the Computation of GARCH Estimates 2 12 48 392 6 19 71 812
Antithetic variates to estimate the simulation bias in non-linear models 1 4 9 16 6 19 40 68
Asymptotic distribution of power spectra and peak frequencies in the stochastic response of econometric models 1 1 1 2 1 2 3 7
Asymptotic standard errors of point elasticities calculated from simultaneous equation systems 0 0 2 2 0 2 7 10
Computational efficiency of FIML estimation 0 0 1 1 0 0 4 8
Constrained Indirect Estimation 0 0 11 37 4 9 35 124
Control Variates to Estimate the Reduced Form Variances in Econometric Models 0 0 2 13 0 0 4 75
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 1 4 42 745
Discontinuities in indirect estimation: An application to EAR models 0 0 2 4 2 4 9 14
Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models 0 0 3 5 0 0 8 14
Forecast Variance in Dynamic Simulation of Simultaneous Equation Models 2 4 9 43 6 10 35 177
Indirect Estimation of α-Stable Distributions and Processes 1 2 3 3 3 9 10 10
Indirect inference and variance reduction using control variates 0 0 8 31 0 3 16 81
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 0 0 4 4 11 40 167 424
Measuring forecast uncertainty: A review with evaluation based on a macro model of the French economy 0 0 4 7 0 0 11 17
Mode predictors in nonlinear systems with identities 0 0 1 3 0 0 4 17
On the stability of the Klein-I model 0 0 3 6 0 0 7 13
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models 2 4 20 184 6 40 140 1,068
The One-Period Forecast Errors in Nonlinear Econometric Models 1 1 3 8 1 3 7 40
Total Journal Articles 14 38 167 858 54 191 740 4,255

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Statistics updated 2008-08-03