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 19 0 0 0 87
A Simulation Study on FIML Covariance Matrix 0 0 0 5 0 0 3 63
A manageable support for the O.E.C.D. data on foreign trade by commodities 0 0 0 5 0 0 1 41
A package for analytic simulation of econometric models 0 0 0 26 0 1 2 81
A powerful test of mean stationarity in dynamic models for panel data: Monte Carlo evidence 0 0 1 76 0 0 2 114
A simulation approach to some dynamic properties of econometric models 0 0 0 29 0 0 0 84
A tobit model with garch errors 0 0 0 108 0 0 4 320
A trade-off criterion for evaluating effectiveness and reliability of alternative policy actions 0 0 0 7 0 1 1 80
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 3 33 0 0 3 148
Alternative estimates of the Klein-I model 0 0 0 44 0 0 2 112
Alternative estimating procedures for multiple membership logit models with mixed effects: indirect inference and data cloning 0 0 1 78 0 1 6 111
Alternative estimators of the covariance matrix in GARCH models 0 0 0 32 0 0 1 178
Analisi e simulazione stocastica di un modello aggregato dell'economia italiana 1952-1971 0 0 0 12 0 0 1 80
Analyse et mesure de l'incertitude en prevision d'un modele econometrique. Application au modele mini-DMS 0 0 0 6 0 0 1 149
Analysis and measurement of the uncertainty in Mini-Dms model for the French economy 0 0 0 6 0 0 1 54
Analytic Derivatives and the Computation of GARCH Estimates 0 0 0 0 0 2 4 25
Analytic Derivatives and the Computation of Garch Estimates 0 0 0 5 0 5 6 1,245
Asymptotic properties of dynamic multipliers in nonlinear econometric models 0 0 0 16 0 0 0 75
Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood 0 0 0 11 0 0 0 93
CONSTRAINED EMM AND INDIRECT INFERENCE ESTIMATION 0 0 0 22 0 0 0 83
Coherent Forecast with Nonlinear Econometric Models 0 0 0 6 0 0 0 40
Coherent optimal prediction with large nonlinear systems: an example based on a French model 0 1 1 2 0 1 1 31
Condensed version of the OECD foreign trade by commodities tapes 0 0 0 2 0 0 0 36
Conditional heteroskedasticity in nonlinear simultaneous equations 0 0 0 13 0 0 0 82
Confidence intervals of forecasts from nonlinear econometric models 0 0 0 11 0 0 0 56
Constrained EMM and Indirect Inference Estimation 0 0 0 0 0 0 1 409
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 1 1 18 0 2 2 128
DMS/2: un sistema per la soluzione e simulazione interattiva di modelli econometrici 0 0 0 2 0 0 1 78
Divergences in the results of stochastic and deterministic simulation of an Italian non linear econometric model 0 0 0 16 0 0 0 103
Econometric notes 0 1 5 336 0 1 9 736
Econometric notes 0 1 3 139 0 1 10 220
Effectiveness versus reliability of policy actions under government budget constraint: the case of France 0 0 0 5 0 0 0 54
Estimating Stable Factor Models By Indirect Inference 0 0 0 77 0 2 2 86
Estimating variances and covariances in a censored regression model 0 0 0 31 0 0 4 117
Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix 0 0 0 6 0 0 0 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 0 2 182
Forecast variance in simultaneous equation models: analytic and Monte Carlo methods 0 0 0 54 0 0 1 183
Forecasts and constraints on policy actions: the reliability of alternative instruments 0 0 0 3 0 0 0 39
Generation and testing of pseudo-random numbers to be used in the stochastic simulation of econometric models 0 0 1 10 0 0 1 71
Gradient methods in FIML estimation of econometric models 0 0 0 14 0 0 3 94
Hessian and approximated Hessian matrices in maximum likelihood estimation: a Monte Carlo study 0 0 1 43 0 1 6 278
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 0 0 1 152
Il problema della coerenza delle previsioni nei modelli econometrici non lineari 0 0 0 4 0 0 0 54
Improving GMM efficiency in dynamic models for panel data with mean stationarity 0 0 1 79 0 1 3 104
Imputation of continuous variables missing at random using the method of simulated scores 0 0 0 11 0 0 1 85
Indirect Estimation of Conditionally Heteroskedastic Factor Models 0 0 0 195 0 0 0 567
Indirect Estimation of Just-Identified Models with Control Variates 0 0 0 21 0 0 2 145
Indirect Estimation of α-Stable Garch Models 1 1 1 81 1 1 1 169
Indirect estimation and econometrics exams: how to live a round life 0 0 1 35 0 1 2 102
Indirect estimation of Markov switching models with endogenous switching 0 0 0 40 0 0 1 136
Indirect estimation of alpha-stable distributions and processes 0 0 0 186 0 0 0 432
Indirect estimation of alpha-stable stochastic volatility models 0 0 1 177 0 1 6 494
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 2 1 2 8 40
Individual wage and reservation wage: efficient estimation of a simultaneous equation model with endogenous limited dependent variables 0 0 0 43 0 0 1 170
Instrumental variables interpretations of FIML and nonlinear FIML 0 0 0 9 0 1 4 87
Interactive management for time series 0 0 1 8 1 1 2 54
Interactive management of time series 0 0 0 5 0 0 0 54
Interactive management of time series 0 0 0 5 0 0 1 66
La varianza dell'errore di previsione nei modelli econometrici: applicazione ad un modello nonlineare dell'economia italiana 0 0 0 5 0 0 3 74
La varianza delle previsioni nei modelli econometrici 0 0 0 18 0 0 1 121
Mode predictors in nonlinear systems with identities 0 0 0 5 0 0 1 47
Moment Conditions and Neglected Endogeneity in Panel Data Models 0 0 0 51 0 0 0 128
Monte Carlo methods in econometrics: a package for the stochastic simulation 0 0 1 28 0 1 2 89
Negative variance estimates in panel data models 0 1 5 81 0 4 16 402
On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models 0 0 1 1 0 0 2 8
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 0 1 75
Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models 0 0 3 98 0 0 7 682
Self-Selection and Direct Estimation of Across-Regime Correlation Parameter 0 0 1 45 0 0 1 73
Significance of the characteristic roots of linearized econometric models 0 0 0 10 0 0 1 74
Simulation of a nonlinear econometric model 0 0 0 18 0 1 3 73
Simulation of interest rate options using ARCH 0 0 1 46 0 1 4 177
Simulation properties of alternative methods of estimation: an application to a model of the Italian economy 0 0 0 5 0 0 0 42
Simulation-based estimation of Tobit model with random effects 0 0 1 138 0 0 5 480
Some results on the stochastic simulation of a nonlinear model of the Italian economy 0 0 0 3 0 0 0 34
Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy 0 0 0 9 0 4 5 51
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 0 0 0 74
Stima delle equazioni simultanee non-lineari: una rassegna 0 0 0 25 0 1 2 118
Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana 0 0 0 15 1 1 1 71
Stochastic simulation and dynamic properties of the new version of the Italian model 0 0 0 3 0 0 1 48
Stochastic simulation as a validation tool for econometric models 0 0 0 51 0 0 0 134
Stochastic simulation experiments on Model 5 of Bonn University 0 0 0 6 0 0 1 58
Stochastic simulation of an aggregated model of the Italian economy: methodological and empirical aspects 0 0 0 8 0 0 1 38
Stochastic simulation of econometric models: installation procedures and user's instructions 0 0 1 22 1 1 2 83
Stochastic simulation: a package for Monte Carlo experiments on econometric models 0 1 1 69 0 1 1 138
THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY 0 0 0 17 0 0 2 103
The Method of Simulated Scores for Estimating Multinormal Regression Models with Missing Values 0 0 0 46 0 0 2 139
The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality 0 0 0 1 0 0 1 565
The Score of Conditionally Heteroskedastic Dynamic Regression Models with Student t Innovations, and an LM Test for Multivariate Normality.Versión Revisada 0 0 0 1 0 0 0 6
The asymptotic distribution of impact multipliers for a non-linear structural econometric model 0 0 0 10 0 0 0 61
The asymptotic distribution of power spectra in dynamic econometric models 0 0 0 6 0 0 1 52
The behavior of trust-region methods in FIML estimation 0 0 0 6 0 0 1 53
The deterministic simulation bias in the Klein-Goldberger model 0 0 0 14 0 0 0 74
Uncertainty of policy recommendations for nonlinear econometric models: some empirical results 0 0 0 4 0 0 0 44
User defined functions and operators 0 0 0 2 0 0 0 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 0 0 73
Variance reduction with Monte Carlo estimates of error rates in multivariate classification 0 0 0 15 0 0 0 79
Variance reduction with Monte Carlo estimates of error rates in multivariate classification 0 0 0 2 0 0 0 20
Ven der Giessen's reordering algorithm in the program for stochastic simulation of econometric models 0 0 0 7 0 0 1 64
Total Working Papers 1 7 37 3,288 5 41 183 14,187


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 0 0 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 1 24 0 0 2 178
A Note on the Variance of Ex-Post Forecasts in Econometric Models 0 0 0 29 0 0 1 213
A Program for Stochastic Simulation of Econometric Models 0 0 1 86 0 0 1 295
A tobit model with garch errors 0 2 5 112 0 3 10 371
Alternative Estimators of FIML Covariance Matrix: A Monte Carlo Stud y 0 0 0 29 0 0 0 156
Alternative Specifications of the Error Process in the Stochastic Simulation of Econometric Models 0 0 0 22 0 0 1 150
Alternative covariance estimators of the standard Tobit model 0 0 0 27 0 1 2 98
Analytic Derivatives and the Computation of GARCH Estimates 0 2 3 735 0 2 9 1,374
Antithetic variates to estimate the simulation bias in non-linear models 0 0 0 37 0 0 0 253
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 0 49
Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood 0 0 0 17 0 0 0 125
Computational efficiency of FIML estimation 0 0 0 20 0 0 0 78
Constrained Indirect Estimation 0 0 1 75 0 0 1 278
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 0 911
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 0 0 18 0 0 4 86
Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models 0 0 0 25 0 0 0 88
Estimating stable latent factor models by indirect inference 0 0 0 9 0 1 3 43
Forecast Variance in Dynamic Simulation of Simultaneous Equation Models 0 0 0 64 0 0 0 290
Indirect Estimation of α-Stable Distributions and Processes 0 0 0 41 0 1 1 183
Indirect estimation of [alpha]-stable stochastic volatility models 0 0 1 58 0 0 1 201
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 42 1 1 5 131
Indirect inference and variance reduction using control variates 0 0 0 56 0 0 2 182
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 0 0 0 4 1 2 9 769
Maximum likelihood estimation of an across-regime correlation parameter 0 0 0 3 0 0 1 20
Measuring forecast uncertainty: A review with evaluation based on a macro model of the French economy 0 0 0 27 0 0 0 70
Mode predictors in nonlinear systems with identities 0 0 1 10 0 0 1 53
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 0 0 3 1,199
Self-selection and direct estimation of across-regime correlation parameter 0 0 0 2 0 0 1 7
Testing initial conditions in dynamic panel data models 0 1 1 1 0 1 3 3
Testing initial conditions in dynamic panel data models 0 2 3 14 0 3 6 28
The One-Period Forecast Errors in Nonlinear Econometric Models 0 0 0 22 0 0 0 131
Total Journal Articles 0 7 17 1,898 2 15 67 8,431


Statistics updated 2023-01-04