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 1 19 0 1 3 87
A Simulation Study on FIML Covariance Matrix 0 0 0 5 1 1 1 60
A manageable support for the O.E.C.D. data on foreign trade by commodities 0 0 0 5 1 2 5 40
A package for analytic simulation of econometric models 0 0 0 26 0 0 2 79
A powerful test of mean stationarity in dynamic models for panel data: Monte Carlo evidence 0 0 1 75 0 0 3 112
A simulation approach to some dynamic properties of econometric models 0 0 1 29 0 0 1 84
A tobit model with garch errors 0 0 0 108 0 1 3 316
A trade-off criterion for evaluating effectiveness and reliability of alternative policy actions 0 0 1 7 1 1 3 79
Aggiornamento del modello al 1974 e nuove simulazioni 0 0 0 7 0 0 0 38
Alternative Simulation-Based Estimators of Logit Models with Random Effects 0 0 0 30 0 0 3 145
Alternative estimates of the Klein-I model 0 0 1 44 1 1 5 110
Alternative estimating procedures for multiple membership logit models with mixed effects: indirect inference and data cloning 0 0 0 77 0 1 5 105
Alternative estimators of the covariance matrix in GARCH models 0 0 0 32 0 1 5 177
Analisi e simulazione stocastica di un modello aggregato dell'economia italiana 1952-1971 0 0 0 12 0 0 3 79
Analyse et mesure de l'incertitude en prevision d'un modele econometrique. Application au modele mini-DMS 0 0 0 6 1 2 7 148
Analysis and measurement of the uncertainty in Mini-Dms model for the French economy 0 0 1 6 1 1 5 53
Analytic Derivatives and the Computation of GARCH Estimates 0 0 0 0 0 0 4 21
Analytic Derivatives and the Computation of Garch Estimates 0 0 0 5 0 0 5 1,239
Asymptotic properties of dynamic multipliers in nonlinear econometric models 0 0 0 16 0 0 1 75
Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood 0 0 0 11 0 0 4 93
CONSTRAINED EMM AND INDIRECT INFERENCE ESTIMATION 0 0 0 22 0 0 1 83
Coherent Forecast with Nonlinear Econometric Models 0 0 1 6 0 1 4 40
Coherent optimal prediction with large nonlinear systems: an example based on a French model 0 0 0 1 0 0 3 30
Condensed version of the OECD foreign trade by commodities tapes 0 0 0 2 0 1 2 36
Conditional heteroskedasticity in nonlinear simultaneous equations 0 0 1 13 0 0 3 82
Confidence intervals of forecasts from nonlinear econometric models 0 0 0 11 1 1 2 56
Constrained EMM and Indirect Inference Estimation 0 0 0 0 1 2 3 408
Constrained EMM and Indirect Inference Estimation. Versión Revisada 0 0 0 0 0 0 0 6
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 1 17 1 2 9 126
DMS/2: un sistema per la soluzione e simulazione interattiva di modelli econometrici 0 0 0 2 0 0 4 77
Divergences in the results of stochastic and deterministic simulation of an Italian non linear econometric model 0 0 1 16 0 0 3 103
Econometric notes 0 1 3 331 1 3 31 727
Econometric notes 0 1 4 136 1 4 13 210
Effectiveness versus reliability of policy actions under government budget constraint: the case of France 0 0 0 5 0 0 3 54
Estimating Stable Factor Models By Indirect Inference 0 0 0 77 0 1 4 84
Estimating variances and covariances in a censored regression model 0 0 0 31 1 1 3 113
Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix 0 0 0 6 0 0 1 46
Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods 0 0 0 12 0 0 0 65
Finite sample performance of the robust Wald test in simultaneous equation systems 0 0 0 30 0 1 2 180
Forecast variance in simultaneous equation models: analytic and Monte Carlo methods 0 1 1 54 0 2 4 182
Forecasts and constraints on policy actions: the reliability of alternative instruments 0 0 0 3 1 1 1 39
Generation and testing of pseudo-random numbers to be used in the stochastic simulation of econometric models 0 0 1 9 0 1 5 70
Gradient methods in FIML estimation of econometric models 0 0 0 14 0 0 3 91
Hessian and approximated Hessian matrices in maximum likelihood estimation: a Monte Carlo study 0 2 6 42 1 3 20 272
IMTS: un linguaggio per la gestione dell'archivio delle serie storiche 0 0 0 4 0 1 4 28
Identification of linear panel data models when instruments are not available 0 0 0 60 1 1 1 151
Il problema della coerenza delle previsioni nei modelli econometrici non lineari 0 0 1 4 1 1 5 54
Improving GMM efficiency in dynamic models for panel data with mean stationarity 0 0 0 78 0 0 0 101
Imputation of continuous variables missing at random using the method of simulated scores 0 0 1 11 0 0 3 84
Indirect Estimation of Conditionally Heteroskedastic Factor Models 0 0 0 195 0 1 3 567
Indirect Estimation of Just-Identified Models with Control Variates 0 0 0 21 1 1 2 143
Indirect Estimation of α-Stable Garch Models 0 0 1 80 0 0 4 168
Indirect estimation and econometrics exams: how to live a round life 0 0 0 34 0 0 2 100
Indirect estimation of Markov switching models with endogenous switching 0 0 0 40 1 1 3 135
Indirect estimation of alpha-stable distributions and processes 0 0 1 186 0 0 2 432
Indirect estimation of alpha-stable stochastic volatility models 0 0 0 176 0 1 2 488
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 2 1 4 9 32
Individual wage and reservation wage: efficient estimation of a simultaneous equation model with endogenous limited dependent variables 0 0 0 43 0 0 0 169
Instrumental variables interpretations of FIML and nonlinear FIML 0 0 0 9 1 1 5 83
Interactive management for time series 0 0 0 7 0 1 2 52
Interactive management of time series 0 0 0 5 0 1 1 54
Interactive management of time series 0 0 0 5 1 1 2 65
La varianza dell'errore di previsione nei modelli econometrici: applicazione ad un modello nonlineare dell'economia italiana 0 0 0 5 0 1 4 71
La varianza delle previsioni nei modelli econometrici 0 1 1 18 0 3 5 120
Mode predictors in nonlinear systems with identities 0 0 1 5 0 0 2 46
Moment Conditions and Neglected Endogeneity in Panel Data Models 0 0 1 51 0 0 1 128
Monte Carlo methods in econometrics: a package for the stochastic simulation 0 0 1 27 0 0 2 87
Negative variance estimates in panel data models 0 0 2 76 2 4 18 386
On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 0 0 0 1 6
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 24 0 1 3 74
Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models 0 0 0 95 0 1 21 675
Self-Selection and Direct Estimation of Across-Regime Correlation Parameter 0 1 1 44 0 2 4 72
Significance of the characteristic roots of linearized econometric models 0 0 1 10 2 3 6 73
Simulation of a nonlinear econometric model 0 0 0 18 0 0 1 70
Simulation of interest rate options using ARCH 0 0 3 45 0 2 7 173
Simulation properties of alternative methods of estimation: an application to a model of the Italian economy 0 0 1 5 0 0 2 42
Simulation-based estimation of Tobit model with random effects 0 0 4 137 2 3 50 475
Some results on the stochastic simulation of a nonlinear model of the Italian economy 0 0 0 3 0 1 1 34
Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy 0 0 1 9 0 2 4 46
Standard errors of forecasts in dynamic simulation of nonlinear econometric models: some empirical results 0 0 0 20 0 0 0 90
Standard errors of multipliers and forecasts from structural coefficients with block-diagonal covariance matrix 0 0 0 8 1 2 6 74
Stima delle equazioni simultanee non-lineari: una rassegna 0 0 1 25 0 0 3 116
Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana 0 0 0 15 0 0 0 70
Stochastic simulation and dynamic properties of the new version of the Italian model 0 0 0 3 0 0 3 47
Stochastic simulation as a validation tool for econometric models 0 0 2 51 0 0 2 134
Stochastic simulation experiments on Model 5 of Bonn University 0 0 0 6 0 0 0 57
Stochastic simulation of an aggregated model of the Italian economy: methodological and empirical aspects 0 0 1 8 0 0 5 37
Stochastic simulation of econometric models: installation procedures and user's instructions 0 0 0 21 1 1 1 81
Stochastic simulation: a package for Monte Carlo experiments on econometric models 0 0 2 68 0 0 2 137
THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY 0 0 0 17 1 1 3 101
The Method of Simulated Scores for Estimating Multinormal Regression Models with Missing Values 0 0 1 46 0 0 4 137
The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality 0 0 0 1 1 4 7 564
The Score of Conditionally Heteroskedastic Dynamic Regression Models with Student t Innovations, and an LM Test for Multivariate Normality.Versión Revisada 1 1 1 1 1 1 1 6
The asymptotic distribution of impact multipliers for a non-linear structural econometric model 0 0 0 10 0 0 1 61
The asymptotic distribution of power spectra in dynamic econometric models 0 0 0 6 0 0 0 51
The behavior of trust-region methods in FIML estimation 0 0 0 6 0 1 1 52
The deterministic simulation bias in the Klein-Goldberger model 0 0 0 14 0 0 2 74
Uncertainty of policy recommendations for nonlinear econometric models: some empirical results 0 0 0 4 0 0 2 44
User defined functions and operators 0 0 0 2 0 0 1 32
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 2 73
Variance reduction with Monte Carlo estimates of error rates in multivariate classification 0 1 1 15 0 1 4 79
Variance reduction with Monte Carlo estimates of error rates in multivariate classification 0 0 0 2 0 0 2 20
Ven der Giessen's reordering algorithm in the program for stochastic simulation of econometric models 0 0 0 7 0 2 2 63
Total Working Papers 1 9 55 3,251 32 88 428 14,004


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 0 1 5 48
A Monte Carlo approach to compute the asymptotic standard errors of dynamic multipliers 0 0 0 15 0 0 0 61
A Note on the Numerical Results by Goldberger, Nagar, and Odeh 0 0 0 23 0 0 1 176
A Note on the Variance of Ex-Post Forecasts in Econometric Models 0 0 0 29 0 0 1 212
A Program for Stochastic Simulation of Econometric Models 0 0 1 85 0 0 3 294
A tobit model with garch errors 0 0 1 107 0 0 25 361
Alternative Estimators of FIML Covariance Matrix: A Monte Carlo Stud y 0 0 0 29 0 0 3 156
Alternative Specifications of the Error Process in the Stochastic Simulation of Econometric Models 0 0 0 22 1 1 1 149
Alternative covariance estimators of the standard Tobit model 0 0 0 27 0 0 0 96
Analytic Derivatives and the Computation of GARCH Estimates 0 0 2 732 1 1 13 1,365
Antithetic variates to estimate the simulation bias in non-linear models 0 0 0 37 0 0 4 253
Asymptotic distribution of power spectra and peak frequencies in the stochastic response of econometric models 0 0 0 4 0 0 0 33
Asymptotic standard errors of point elasticities calculated from simultaneous equation systems 0 0 0 7 0 0 1 49
Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood 0 0 0 17 0 2 6 125
Computational efficiency of FIML estimation 0 0 1 20 0 0 2 78
Constrained Indirect Estimation 0 0 2 74 0 0 3 277
Control Variates to Estimate the Reduced Form Variances in Econometric Models 0 0 0 23 0 0 0 134
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 0 0 1 911
Discontinuities in indirect estimation: An application to EAR models 0 0 0 11 0 0 0 76
Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood 0 1 3 18 3 5 14 82
Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models 0 0 0 25 0 0 2 88
Estimating stable latent factor models by indirect inference 0 0 0 9 1 2 7 40
Forecast Variance in Dynamic Simulation of Simultaneous Equation Models 0 0 0 64 0 0 1 290
Indirect Estimation of α-Stable Distributions and Processes 0 0 0 41 0 0 0 182
Indirect estimation of [alpha]-stable stochastic volatility models 0 0 0 57 0 3 7 200
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 42 0 3 9 126
Indirect inference and variance reduction using control variates 0 0 0 56 1 1 1 180
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 0 0 0 4 1 3 9 760
Maximum likelihood estimation of an across-regime correlation parameter 1 1 3 3 2 4 19 19
Measuring forecast uncertainty: A review with evaluation based on a macro model of the French economy 0 0 0 27 0 1 1 70
Mode predictors in nonlinear systems with identities 0 0 0 9 0 1 2 52
On the stability of the Klein-I model 0 0 0 16 0 0 0 66
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models 0 0 0 202 1 2 8 1,196
Self-selection and direct estimation of across-regime correlation parameter 0 0 1 2 1 1 2 6
Testing initial conditions in dynamic panel data models 1 1 10 11 1 2 17 22
The One-Period Forecast Errors in Nonlinear Econometric Models 0 0 0 22 0 0 1 131
Total Journal Articles 2 3 24 1,881 13 33 169 8,364


Statistics updated 2022-01-05