Access Statistics for Paolo Foschi

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
A recursive algorithm for solving SUR models 0 0 0 0 1 3 27 454
Calibration of the Hobson&Rogers model: empirical tests 0 0 7 37 0 3 21 143
Conjugate Gradient methods for solving sparse Simultaneous Equations Models 0 0 0 0 2 13 68 417
Estimating regressions and seemingly unrelated regressions with error component disturbances 5 16 53 116 16 52 169 339
NUMERICAL SOLUTION OF SURE MODELS DERIVING FROM VAR(P) PROCESSES 0 0 0 0 1 5 25 130
Non-constant volatility models a comparison 0 0 0 0 8 29 83 250
Parametrix approximations for non constant coefficient parabolic PDEs 0 0 7 17 3 10 41 98
Path dependent volatility 3 8 20 58 7 16 69 158
Total Working Papers 8 24 87 228 38 131 503 1,989


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparative study of algorithms for solving seemingly unrelated regressions models 0 0 6 25 0 0 15 56
Calibration of a path-dependent volatility model: Empirical tests 1 3 3 3 2 6 6 6
Estimating seemingly unrelated regression models with vector autoregressive disturbances 0 2 16 85 0 5 34 248
Estimation of VAR Models Computational Aspects 1 5 12 49 1 7 25 127
Estimation of VAR Models: Computational Aspects 1 1 10 105 1 2 18 272
Path dependent volatility 0 2 11 15 0 2 26 35
Seemingly unrelated regression model with unequal size observations: computational aspects 2 3 13 25 2 6 23 48
Total Journal Articles 5 16 71 307 6 28 147 792


Statistics updated 2009-07-03