Access Statistics for Giorgio Calzolari

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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 0 20 0 0 1 89
A Simulation Study on FIML Covariance Matrix 0 0 0 5 0 6 10 73
A manageable support for the O.E.C.D. data on foreign trade by commodities 0 0 0 6 0 2 6 50
A package for analytic simulation of econometric models 0 0 0 26 0 5 7 88
A powerful test of mean stationarity in dynamic models for panel data: Monte Carlo evidence 0 0 1 77 1 8 11 127
A simulation approach to some dynamic properties of econometric models 0 0 0 29 0 5 8 92
A tobit model with garch errors 0 0 0 108 2 6 7 329
A trade-off criterion for evaluating effectiveness and reliability of alternative policy actions 0 0 0 7 0 4 6 87
Aggiornamento del modello al 1974 e nuove simulazioni 0 0 0 7 1 4 7 46
Alternative Simulation-Based Estimators of Logit Models with Random Effects 0 0 0 37 1 8 10 165
Alternative estimates of the Klein-I model 0 0 0 44 0 3 8 124
Alternative estimating procedures for multiple membership logit models with mixed effects: indirect inference and data cloning 0 0 1 83 0 4 7 129
Alternative estimators of the covariance matrix in GARCH models 0 0 0 33 0 3 7 190
Analisi e simulazione stocastica di un modello aggregato dell'economia italiana 1952-1971 0 0 0 14 0 1 3 87
Analyse et mesure de l'incertitude en prevision d'un modele econometrique. Application au modele mini-DMS 0 0 0 7 1 6 9 161
Analysis and measurement of the uncertainty in Mini-Dms model for the French economy 0 0 0 6 0 2 5 59
Analytic Derivatives and the Computation of GARCH Estimates 0 0 0 0 0 8 13 42
Analytic Derivatives and the Computation of Garch Estimates 0 0 0 5 0 49 57 1,303
Asymptotic properties of dynamic multipliers in nonlinear econometric models 0 0 0 17 0 8 12 88
Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood 0 0 0 11 0 7 8 104
CONSTRAINED EMM AND INDIRECT INFERENCE ESTIMATION 0 0 0 22 0 2 2 86
Coherent Forecast with Nonlinear Econometric Models 0 0 0 6 0 4 5 46
Coherent optimal prediction with large nonlinear systems: an example based on a French model 0 0 0 3 1 3 5 37
Condensed version of the OECD foreign trade by commodities tapes 0 0 0 2 0 2 4 40
Conditional heteroskedasticity in nonlinear simultaneous equations 0 0 0 13 1 3 6 91
Confidence intervals of forecasts from nonlinear econometric models 0 1 1 12 0 12 14 70
Constrained EMM and Indirect Inference Estimation 0 0 0 0 1 7 7 419
Constrained EMM and Indirect Inference Estimation. Versión Revisada 0 0 0 0 0 0 1 8
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 20 0 5 7 138
DMS/2: un sistema per la soluzione e simulazione interattiva di modelli econometrici 0 0 0 3 0 3 6 87
Divergences in the results of stochastic and deterministic simulation of an Italian non linear econometric model 0 0 0 16 1 3 7 111
Econometric notes 0 0 0 338 1 5 6 749
Econometric notes 0 0 0 142 1 2 5 234
Effectiveness versus reliability of policy actions under government budget constraint: the case of France 0 0 0 5 1 5 10 65
Estimating Stable Factor Models By Indirect Inference 0 0 0 77 0 6 7 95
Estimating variances and covariances in a censored regression model 0 0 0 32 3 7 9 128
Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix 0 0 0 6 0 3 7 53
Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods 0 0 0 12 0 4 7 73
Finite sample performance of the robust Wald test in simultaneous equation systems 1 1 1 32 1 7 11 198
Forecast variance in simultaneous equation models: analytic and Monte Carlo methods 0 0 1 57 1 6 8 197
Forecasts and constraints on policy actions: the reliability of alternative instruments 0 0 0 3 0 4 5 45
Generation and testing of pseudo-random numbers to be used in the stochastic simulation of econometric models 0 2 2 16 0 4 5 84
Gradient methods in FIML estimation of econometric models 0 0 0 14 1 5 7 102
Hessian and approximated Hessian matrices in maximum likelihood estimation: a Monte Carlo study 0 0 0 44 1 3 4 290
IMTS: un linguaggio per la gestione dell'archivio delle serie storiche 0 0 0 4 0 0 0 28
Identification of linear panel data models when instruments are not available 0 0 0 60 1 6 6 159
Il problema della coerenza delle previsioni nei modelli econometrici non lineari 0 0 0 4 0 5 6 61
Improving GMM efficiency in dynamic models for panel data with mean stationarity 0 0 1 81 1 4 9 119
Imputation of continuous variables missing at random using the method of simulated scores 0 0 0 11 0 3 4 89
Indirect Estimation of Conditionally Heteroskedastic Factor Models 0 0 0 195 2 8 13 582
Indirect Estimation of Just-Identified Models with Control Variates 0 0 0 24 2 5 8 167
Indirect Estimation of α-Stable Garch Models 0 0 0 81 3 7 8 178
Indirect estimation and econometrics exams: how to live a round life 0 0 0 37 0 7 10 116
Indirect estimation of Markov switching models with endogenous switching 0 0 0 42 2 8 10 151
Indirect estimation of alpha-stable distributions and processes 0 0 0 187 1 7 15 450
Indirect estimation of alpha-stable stochastic volatility models 0 0 0 178 1 5 9 513
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 1 3 0 7 12 55
Individual wage and reservation wage: efficient estimation of a simultaneous equation model with endogenous limited dependent variables 0 0 0 43 0 8 10 181
Instrumental variables interpretations of FIML and nonlinear FIML 0 0 0 10 0 2 7 99
Interactive management for time series 0 0 0 8 0 1 5 641
Interactive management of time series 0 0 0 5 0 1 1 72
Interactive management of time series 0 0 0 6 0 2 5 62
La varianza dell'errore di previsione nei modelli econometrici: applicazione ad un modello nonlineare dell'economia italiana 0 0 0 5 0 1 3 79
La varianza delle previsioni nei modelli econometrici 0 0 0 18 0 8 10 131
Mode predictors in nonlinear systems with identities 0 0 0 5 0 2 6 53
Moment Conditions and Neglected Endogeneity in Panel Data Models 0 0 0 51 2 3 7 135
Monte Carlo methods in econometrics: a package for the stochastic simulation 1 1 1 29 1 4 6 96
Negative variance estimates in panel data models 0 0 1 89 2 11 23 438
On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 1 0 9 10 19
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 0 25 0 2 6 85
Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models 0 0 0 99 2 4 7 693
Self-Selection and Direct Estimation of Across-Regime Correlation Parameter 1 1 1 46 9 13 16 92
Sequential Estimation of Multivariate Factor Stochastic Volatility Models 1 1 1 20 2 7 10 18
Significance of the characteristic roots of linearized econometric models 0 0 1 11 0 1 4 79
Simulation of a nonlinear econometric model 0 0 0 18 0 4 10 83
Simulation of interest rate options using ARCH 0 0 0 46 2 6 10 189
Simulation properties of alternative methods of estimation: an application to a model of the Italian economy 0 0 0 5 0 4 6 544
Simulation-based estimation of Tobit model with random effects 0 0 1 141 1 5 7 496
Some results on the stochastic simulation of a nonlinear model of the Italian economy 0 0 0 3 0 3 5 39
Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy 0 0 0 9 0 2 4 927
Standard errors of forecasts in dynamic simulation of nonlinear econometric models: some empirical results 0 0 0 20 0 4 6 97
Standard errors of multipliers and forecasts from structural coefficients with block-diagonal covariance matrix 0 0 0 8 0 2 5 80
Stima delle equazioni simultanee non-lineari: una rassegna 0 0 0 26 0 4 8 132
Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana 0 0 0 17 1 7 9 85
Stochastic simulation and dynamic properties of the new version of the Italian model 0 0 0 3 1 7 9 58
Stochastic simulation as a validation tool for econometric models 0 0 0 51 0 8 9 146
Stochastic simulation experiments on Model 5 of Bonn University 0 0 0 6 0 2 6 64
Stochastic simulation of an aggregated model of the Italian economy: methodological and empirical aspects 0 0 0 8 0 3 4 43
Stochastic simulation of econometric models: installation procedures and user's instructions 0 0 0 22 0 2 3 89
Stochastic simulation: a package for Monte Carlo experiments on econometric models 2 3 3 72 2 7 8 146
THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY 0 0 0 18 0 7 9 116
The Method of Simulated Scores for Estimating Multinormal Regression Models with Missing Values 0 0 0 47 0 5 9 151
The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality 0 0 0 1 1 6 9 576
The Score of Conditionally Heteroskedastic Dynamic Regression Models with Student t Innovations, and an LM Test for Multivariate Normality.Versión Revisada 0 0 0 2 0 2 2 10
The asymptotic distribution of impact multipliers for a non-linear structural econometric model 0 0 0 10 0 4 5 66
The asymptotic distribution of power spectra in dynamic econometric models 0 0 0 6 0 2 4 57
The behavior of trust-region methods in FIML estimation 0 0 1 7 0 7 10 64
The deterministic simulation bias in the Klein-Goldberger model 0 0 0 15 0 1 2 79
Uncertainty of policy recommendations for nonlinear econometric models: some empirical results 0 0 0 4 1 5 9 53
User defined functions and operators 0 0 0 2 0 2 4 618
Utilizing a program loaded into the user program area to load another module in the same user program area 0 0 0 3 0 1 1 75
Variance reduction with Monte Carlo estimates of error rates in multivariate classification 0 0 0 3 0 2 2 23
Variance reduction with Monte Carlo estimates of error rates in multivariate classification 0 0 0 15 0 0 1 82
Ven der Giessen's reordering algorithm in the program for stochastic simulation of econometric models 0 0 0 7 0 3 4 69
Total Working Papers 6 10 19 3,390 60 512 783 17,777

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 0 11 1 5 8 56
A Lagrange multiplier test for the mean stationarity assumption in dynamic panel-data models 0 0 2 4 0 7 13 22
A Latent Factor Model for Forecasting Realized Variances* 0 0 0 6 0 1 3 17
A Monte Carlo approach to compute the asymptotic standard errors of dynamic multipliers 0 0 0 15 0 1 3 65
A Note on the Numerical Results by Goldberger, Nagar, and Odeh 0 0 0 25 2 4 7 187
A Note on the Variance of Ex-Post Forecasts in Econometric Models 0 0 0 29 1 1 2 215
A Program for Stochastic Simulation of Econometric Models 0 0 0 88 0 6 7 307
A tobit model with garch errors 0 0 0 113 1 5 8 384
Alternative Estimators of FIML Covariance Matrix: A Monte Carlo Stud y 0 0 0 29 0 4 5 161
Alternative Specifications of the Error Process in the Stochastic Simulation of Econometric Models 0 0 0 22 0 1 3 155
Alternative covariance estimators of the standard Tobit model 0 0 0 27 0 3 4 103
Analytic Derivatives and the Computation of GARCH Estimates 0 2 2 750 0 6 15 1,417
Antithetic variates to estimate the simulation bias in non-linear models 0 0 0 37 0 3 3 262
Assessing individual skill influence on housework time of Italian women: an endogenous-switching approach 0 0 1 1 1 13 16 17
Asymptotic distribution of power spectra and peak frequencies in the stochastic response of econometric models 0 0 0 4 0 2 4 37
Asymptotic standard errors of point elasticities calculated from simultaneous equation systems 0 0 0 7 0 0 2 53
Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood 0 0 0 17 1 5 8 137
Computational efficiency of FIML estimation 0 0 0 21 0 6 8 88
Constrained Indirect Estimation 0 0 0 78 1 5 9 295
Control Variates to Estimate the Reduced Form Variances in Econometric Models 0 0 0 23 0 2 5 139
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 1 1 7 918
Discontinuities in indirect estimation: An application to EAR models 0 0 0 12 0 2 5 85
Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood 0 1 1 20 0 4 7 99
Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models 0 0 0 27 2 2 3 94
Estimating stable latent factor models by indirect inference 0 0 0 11 0 8 15 62
Forecast Variance in Dynamic Simulation of Simultaneous Equation Models 0 0 0 64 0 1 4 296
Indirect Estimation of α-Stable Distributions and Processes 0 0 0 41 0 3 5 190
Indirect estimation of [alpha]-stable stochastic volatility models 0 0 1 63 0 2 4 211
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 43 1 4 6 140
Indirect inference and variance reduction using control variates 0 0 0 56 0 2 6 191
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 0 0 0 4 2 11 16 797
Maximum likelihood estimation of an across-regime correlation parameter 0 0 0 9 0 19 19 52
Measuring forecast uncertainty: A review with evaluation based on a macro model of the French economy 0 0 1 30 0 6 9 82
Mode predictors in nonlinear systems with identities 0 0 0 10 0 3 4 59
On the stability of the Klein-I model 0 0 0 16 1 1 3 73
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models 0 0 0 202 0 5 7 1,209
Self-selection and direct estimation of across-regime correlation parameter 0 0 1 4 0 5 9 18
Testing initial conditions in dynamic panel data models 0 0 0 17 1 8 9 42
Testing initial conditions in dynamic panel data models 0 0 0 2 1 3 6 11
The One-Period Forecast Errors in Nonlinear Econometric Models 0 0 0 22 0 1 4 135
Total Journal Articles 0 3 9 1,960 17 171 281 8,881

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Statistics updated 2026-03-04