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- CONTROL VARIATES FOR VARIANCE REDUCTION IN INDIRECT INFERENCE: INTEREST RATE MODELS IN CONTINUOUS TIME |
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0 |
0 |
17 |
0 |
0 |
0 |
80 |

A Simulation Study on FIML Covariance Matrix |
0 |
0 |
0 |
5 |
0 |
1 |
2 |
53 |

A manageable support for the O.E.C.D. data on foreign trade by commodities |
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0 |
0 |
5 |
0 |
0 |
1 |
34 |

A package for analytic simulation of econometric models |
0 |
0 |
2 |
23 |
0 |
0 |
4 |
70 |

A powerful test of mean stationarity in dynamic models for panel data: Monte Carlo evidence |
0 |
0 |
1 |
73 |
0 |
1 |
5 |
103 |

A simulation approach to some dynamic properties of econometric models |
0 |
0 |
2 |
28 |
0 |
0 |
2 |
80 |

A tobit model with garch errors |
0 |
0 |
2 |
105 |
1 |
1 |
10 |
295 |

A trade-off criterion for evaluating effectiveness and reliability of alternative policy actions |
0 |
0 |
0 |
5 |
0 |
1 |
4 |
75 |

Aggiornamento del modello al 1974 e nuove simulazioni |
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0 |
0 |
6 |
0 |
0 |
2 |
36 |

Alternative Simulation-Based Estimators of Logit Models with Random Effects |
0 |
0 |
1 |
29 |
5 |
7 |
9 |
127 |

Alternative estimates of the Klein-I model |
0 |
1 |
1 |
42 |
0 |
2 |
2 |
100 |

Alternative estimating procedures for multiple membership logit models with mixed effects: indirect inference and data cloning |
1 |
1 |
4 |
77 |
2 |
2 |
12 |
94 |

Alternative estimators of the covariance matrix in GARCH models |
0 |
0 |
0 |
32 |
0 |
0 |
2 |
167 |

Analisi e simulazione stocastica di un modello aggregato dell'economia italiana 1952-1971 |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
69 |

Analyse et mesure de l'incertitude en prevision d'un modele econometrique. Application au modele mini-DMS |
0 |
0 |
0 |
5 |
0 |
2 |
5 |
133 |

Analysis and measurement of the uncertainty in Mini-Dms model for the French economy |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
41 |

Analytic Derivatives and the Computation of GARCH Estimates |
0 |
0 |
0 |
0 |
2 |
4 |
4 |
4 |

Analytic Derivatives and the Computation of Garch Estimates |
0 |
0 |
0 |
5 |
1 |
5 |
10 |
1,228 |

Asymptotic properties of dynamic multipliers in nonlinear econometric models |
0 |
0 |
1 |
15 |
0 |
0 |
2 |
72 |

Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood |
0 |
0 |
0 |
10 |
1 |
2 |
2 |
79 |

CONSTRAINED EMM AND INDIRECT INFERENCE ESTIMATION |
0 |
0 |
0 |
21 |
2 |
3 |
4 |
79 |

Coherent Forecast with Nonlinear Econometric Models |
0 |
0 |
1 |
5 |
0 |
0 |
2 |
32 |

Coherent optimal prediction with large nonlinear systems: an example based on a French model |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
24 |

Condensed version of the OECD foreign trade by commodities tapes |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
33 |

Conditional heteroskedasticity in nonlinear simultaneous equations |
0 |
0 |
0 |
12 |
0 |
1 |
3 |
75 |

Confidence intervals of forecasts from nonlinear econometric models |
0 |
1 |
1 |
11 |
1 |
2 |
2 |
48 |

Constrained EMM and Indirect Inference Estimation |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
399 |

Constrained EMM and Indirect Inference Estimation. Versión Revisada |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
2 |

Control variates for variance reduction in indirect inference: interest rate models in continuous time |
0 |
0 |
1 |
13 |
0 |
0 |
6 |
100 |

DMS/2: un sistema per la soluzione e simulazione interattiva di modelli econometrici |
0 |
0 |
0 |
1 |
0 |
3 |
4 |
59 |

Divergences in the results of stochastic and deterministic simulation of an Italian non linear econometric model |
0 |
0 |
1 |
15 |
0 |
2 |
4 |
95 |

Econometric notes |
0 |
2 |
26 |
294 |
13 |
30 |
115 |
555 |

Econometric notes |
0 |
2 |
20 |
103 |
1 |
6 |
30 |
145 |

Effectiveness versus reliability of policy actions under government budget constraint: the case of France |
0 |
0 |
0 |
4 |
0 |
0 |
3 |
46 |

Estimating Stable Factor Models By Indirect Inference |
0 |
0 |
2 |
76 |
1 |
2 |
9 |
69 |

Estimating variances and covariances in a censored regression model |
0 |
1 |
2 |
28 |
0 |
2 |
7 |
89 |

Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix |
0 |
0 |
0 |
6 |
2 |
2 |
3 |
39 |

Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
60 |

Finite sample performance of the robust Wald test in simultaneous equation systems |
0 |
0 |
0 |
30 |
2 |
2 |
3 |
171 |

Forecast variance in simultaneous equation models: analytic and Monte Carlo methods |
0 |
0 |
0 |
52 |
0 |
1 |
2 |
174 |

Forecasts and constraints on policy actions: the reliability of alternative instruments |
0 |
0 |
0 |
3 |
1 |
2 |
2 |
35 |

Generation and testing of pseudo-random numbers to be used in the stochastic simulation of econometric models |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
60 |

Gradient methods in FIML estimation of econometric models |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
75 |

Hessian and approximated Hessian matrices in maximum likelihood estimation: a Monte Carlo study |
0 |
0 |
0 |
33 |
1 |
1 |
1 |
234 |

IMTS: un linguaggio per la gestione dell'archivio delle serie storiche |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
21 |

Identification of linear panel data models when instruments are not available |
0 |
0 |
0 |
59 |
0 |
1 |
5 |
145 |

Il problema della coerenza delle previsioni nei modelli econometrici non lineari |
0 |
0 |
0 |
2 |
1 |
2 |
4 |
43 |

Improving GMM efficiency in dynamic models for panel data with mean stationarity |
0 |
0 |
1 |
77 |
2 |
4 |
9 |
95 |

Imputation of continuous variables missing at random using the method of simulated scores |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
77 |

Indirect Estimation of Conditionally Heteroskedastic Factor Models |
0 |
0 |
1 |
194 |
0 |
0 |
3 |
553 |

Indirect Estimation of Just-Identified Models with Control Variates |
1 |
1 |
1 |
21 |
2 |
2 |
6 |
136 |

Indirect Estimation of α-Stable Garch Models |
0 |
1 |
1 |
79 |
0 |
3 |
7 |
151 |

Indirect estimation and econometrics exams: how to live a round life |
0 |
1 |
1 |
31 |
0 |
1 |
8 |
89 |

Indirect estimation of Markov switching models with endogenous switching |
0 |
0 |
1 |
36 |
0 |
3 |
6 |
114 |

Indirect estimation of alpha-stable distributions and processes |
0 |
1 |
1 |
185 |
4 |
5 |
8 |
426 |

Indirect estimation of alpha-stable stochastic volatility models |
0 |
0 |
0 |
175 |
0 |
0 |
2 |
478 |

Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
16 |

Individual wage and reservation wage: efficient estimation of a simultaneous equation model with endogenous limited dependent variables |
0 |
0 |
0 |
43 |
0 |
1 |
7 |
164 |

Instrumental variables interpretations of FIML and nonlinear FIML |
0 |
1 |
1 |
9 |
2 |
4 |
7 |
55 |

Interactive management for time series |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
47 |

Interactive management of time series |
0 |
0 |
0 |
4 |
0 |
0 |
3 |
49 |

Interactive management of time series |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
56 |

La varianza dell'errore di previsione nei modelli econometrici: applicazione ad un modello nonlineare dell'economia italiana |
0 |
0 |
0 |
5 |
0 |
1 |
3 |
62 |

La varianza delle previsioni nei modelli econometrici |
0 |
0 |
0 |
16 |
0 |
2 |
3 |
107 |

Mode predictors in nonlinear systems with identities |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
35 |

Moment Conditions and Neglected Endogeneity in Panel Data Models |
0 |
0 |
0 |
49 |
4 |
5 |
7 |
119 |

Monte Carlo methods in econometrics: a package for the stochastic simulation |
0 |
0 |
1 |
24 |
0 |
0 |
2 |
74 |

Negative variance estimates in panel data models |
0 |
0 |
3 |
71 |
2 |
6 |
18 |
348 |

On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

On the restricted reduced form of the Klein-I model: revised computations to complete "A note on the numerical results by Goldberger, Nagar and Odeh", Econometrica, 47 (1979) |
0 |
0 |
2 |
23 |
0 |
0 |
5 |
63 |

Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models |
1 |
1 |
2 |
87 |
1 |
2 |
20 |
607 |

Self-Selection and Direct Estimation of Across-Regime Correlation Parameter |
0 |
0 |
0 |
42 |
1 |
1 |
2 |
63 |

Significance of the characteristic roots of linearized econometric models |
0 |
1 |
1 |
9 |
0 |
1 |
1 |
62 |

Simulation of a nonlinear econometric model |
0 |
0 |
2 |
18 |
3 |
3 |
5 |
67 |

Simulation of interest rate options using ARCH |
0 |
0 |
1 |
42 |
0 |
0 |
3 |
160 |

Simulation properties of alternative methods of estimation: an application to a model of the Italian economy |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
35 |

Simulation-based estimation of Tobit model with random effects |
0 |
0 |
3 |
132 |
1 |
2 |
17 |
406 |

Some results on the stochastic simulation of a nonlinear model of the Italian economy |
0 |
0 |
0 |
3 |
1 |
1 |
2 |
32 |

Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy |
0 |
0 |
2 |
8 |
0 |
0 |
4 |
39 |

Standard errors of forecasts in dynamic simulation of nonlinear econometric models: some empirical results |
0 |
0 |
0 |
20 |
0 |
1 |
3 |
88 |

Standard errors of multipliers and forecasts from structural coefficients with block-diagonal covariance matrix |
0 |
1 |
1 |
8 |
0 |
1 |
4 |
64 |

Stima delle equazioni simultanee non-lineari: una rassegna |
0 |
1 |
1 |
23 |
0 |
2 |
4 |
101 |

Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana |
0 |
0 |
1 |
13 |
0 |
0 |
2 |
65 |

Stochastic simulation and dynamic properties of the new version of the Italian model |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
39 |

Stochastic simulation as a validation tool for econometric models |
0 |
0 |
2 |
49 |
0 |
0 |
4 |
127 |

Stochastic simulation experiments on Model 5 of Bonn University |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
53 |

Stochastic simulation of an aggregated model of the Italian economy: methodological and empirical aspects |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
28 |

Stochastic simulation of econometric models: installation procedures and user's instructions |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
75 |

Stochastic simulation: a package for Monte Carlo experiments on econometric models |
0 |
0 |
2 |
66 |
0 |
0 |
3 |
133 |

THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY |
0 |
0 |
0 |
17 |
0 |
0 |
3 |
94 |

The Method of Simulated Scores for Estimating Multinormal Regression Models with Missing Values |
0 |
0 |
0 |
45 |
1 |
4 |
5 |
128 |

The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality |
0 |
0 |
0 |
1 |
0 |
3 |
5 |
550 |

The Score of Conditionally Heteroskedastic Dynamic Regression Models with Student t Innovations, and an LM Test for Multivariate Normality.Versión Revisada |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |

The asymptotic distribution of impact multipliers for a non-linear structural econometric model |
0 |
0 |
1 |
9 |
0 |
0 |
1 |
56 |

The asymptotic distribution of power spectra in dynamic econometric models |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
48 |

The behavior of trust-region methods in FIML estimation |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
42 |

The deterministic simulation bias in the Klein-Goldberger model |
0 |
0 |
0 |
13 |
0 |
0 |
2 |
68 |

Uncertainty of policy recommendations for nonlinear econometric models: some empirical results |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
38 |

User defined functions and operators |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
27 |

Utilizing a program loaded into the user program area to load another module in the same user program area |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
67 |

Variance reduction with Monte Carlo estimates of error rates in multivariate classification |
0 |
0 |
0 |
2 |
0 |
0 |
4 |
17 |

Variance reduction with Monte Carlo estimates of error rates in multivariate classification |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
72 |

Ven der Giessen's reordering algorithm in the program for stochastic simulation of econometric models |
0 |
0 |
0 |
7 |
3 |
4 |
4 |
56 |

Total Working Papers |
3 |
17 |
101 |
3,052 |
65 |
153 |
520 |
12,670 |