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 17 0 1 3 83
A Simulation Study on FIML Covariance Matrix 0 0 0 5 0 2 6 59
A manageable support for the O.E.C.D. data on foreign trade by commodities 0 0 0 5 0 0 1 35
A package for analytic simulation of econometric models 0 2 3 26 0 2 6 77
A powerful test of mean stationarity in dynamic models for panel data: Monte Carlo evidence 0 0 1 74 0 2 4 109
A simulation approach to some dynamic properties of econometric models 0 0 0 28 0 1 2 82
A tobit model with garch errors 0 1 3 108 0 3 13 312
A trade-off criterion for evaluating effectiveness and reliability of alternative policy actions 0 0 0 5 0 0 0 75
Aggiornamento del modello al 1974 e nuove simulazioni 0 0 1 7 0 0 2 38
Alternative Simulation-Based Estimators of Logit Models with Random Effects 0 0 1 30 1 1 13 142
Alternative estimates of the Klein-I model 0 0 1 43 1 1 4 104
Alternative estimating procedures for multiple membership logit models with mixed effects: indirect inference and data cloning 0 0 0 77 1 1 5 100
Alternative estimators of the covariance matrix in GARCH models 0 0 0 32 1 1 2 171
Analisi e simulazione stocastica di un modello aggregato dell'economia italiana 1952-1971 0 0 1 12 0 1 7 76
Analyse et mesure de l'incertitude en prevision d'un modele econometrique. Application au modele mini-DMS 0 0 1 6 0 2 6 140
Analysis and measurement of the uncertainty in Mini-Dms model for the French economy 0 0 0 4 0 1 5 47
Analytic Derivatives and the Computation of GARCH Estimates 0 0 0 0 0 1 12 17
Analytic Derivatives and the Computation of Garch Estimates 0 0 0 5 0 0 5 1,234
Asymptotic properties of dynamic multipliers in nonlinear econometric models 0 0 1 16 0 0 2 74
Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood 0 0 1 11 0 2 9 88
CONSTRAINED EMM AND INDIRECT INFERENCE ESTIMATION 0 0 1 22 0 1 3 82
Coherent Forecast with Nonlinear Econometric Models 0 0 0 5 0 0 2 36
Coherent optimal prediction with large nonlinear systems: an example based on a French model 0 0 0 1 1 2 3 27
Condensed version of the OECD foreign trade by commodities tapes 0 0 0 2 0 0 1 34
Conditional heteroskedasticity in nonlinear simultaneous equations 0 0 0 12 0 1 2 78
Confidence intervals of forecasts from nonlinear econometric models 0 0 0 11 0 2 4 54
Constrained EMM and Indirect Inference Estimation 0 0 0 0 0 0 6 405
Constrained EMM and Indirect Inference Estimation. Versión Revisada 0 0 0 0 0 0 4 6
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 3 16 0 1 13 115
DMS/2: un sistema per la soluzione e simulazione interattiva di modelli econometrici 0 0 1 2 0 2 14 73
Divergences in the results of stochastic and deterministic simulation of an Italian non linear econometric model 0 0 0 15 0 2 3 99
Econometric notes 1 7 18 324 6 20 90 683
Econometric notes 0 3 10 131 0 6 28 194
Effectiveness versus reliability of policy actions under government budget constraint: the case of France 0 0 0 5 0 1 4 51
Estimating Stable Factor Models By Indirect Inference 0 0 1 77 0 2 9 79
Estimating variances and covariances in a censored regression model 0 0 2 31 0 5 18 109
Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix 0 0 0 6 0 1 4 45
Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods 0 1 1 12 0 1 5 65
Finite sample performance of the robust Wald test in simultaneous equation systems 0 0 0 30 0 4 6 178
Forecast variance in simultaneous equation models: analytic and Monte Carlo methods 0 0 1 53 0 2 4 178
Forecasts and constraints on policy actions: the reliability of alternative instruments 0 0 0 3 0 0 2 37
Generation and testing of pseudo-random numbers to be used in the stochastic simulation of econometric models 0 0 1 8 0 0 5 65
Gradient methods in FIML estimation of econometric models 0 0 2 14 0 0 10 87
Hessian and approximated Hessian matrices in maximum likelihood estimation: a Monte Carlo study 1 1 2 36 2 4 12 247
IMTS: un linguaggio per la gestione dell'archivio delle serie storiche 0 0 1 4 0 0 3 24
Identification of linear panel data models when instruments are not available 0 0 1 60 0 0 2 149
Il problema della coerenza delle previsioni nei modelli econometrici non lineari 0 0 1 3 0 0 5 49
Improving GMM efficiency in dynamic models for panel data with mean stationarity 0 0 1 78 0 0 4 101
Imputation of continuous variables missing at random using the method of simulated scores 0 0 0 10 0 0 3 80
Indirect Estimation of Conditionally Heteroskedastic Factor Models 0 0 1 195 0 1 8 564
Indirect Estimation of Just-Identified Models with Control Variates 0 0 0 21 1 1 4 141
Indirect Estimation of α-Stable Garch Models 0 0 0 79 0 1 12 163
Indirect estimation and econometrics exams: how to live a round life 0 1 3 34 1 3 8 98
Indirect estimation of Markov switching models with endogenous switching 0 0 3 40 0 3 16 132
Indirect estimation of alpha-stable distributions and processes 0 0 0 185 2 2 4 430
Indirect estimation of alpha-stable stochastic volatility models 0 0 1 176 1 1 4 484
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 2 0 2 7 23
Individual wage and reservation wage: efficient estimation of a simultaneous equation model with endogenous limited dependent variables 0 0 0 43 1 1 3 169
Instrumental variables interpretations of FIML and nonlinear FIML 0 0 0 9 0 6 16 75
Interactive management for time series 0 0 1 7 0 0 3 50
Interactive management of time series 0 0 1 5 0 3 7 63
Interactive management of time series 0 0 1 5 0 1 4 53
La varianza dell'errore di previsione nei modelli econometrici: applicazione ad un modello nonlineare dell'economia italiana 0 0 0 5 0 1 2 67
La varianza delle previsioni nei modelli econometrici 0 0 1 17 0 1 6 115
Mode predictors in nonlinear systems with identities 0 1 1 4 0 2 8 44
Moment Conditions and Neglected Endogeneity in Panel Data Models 0 0 1 50 0 1 5 127
Monte Carlo methods in econometrics: a package for the stochastic simulation 0 0 2 26 0 1 10 85
Negative variance estimates in panel data models 0 0 2 74 1 4 11 365
On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 0 1 1 5 5
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 1 24 0 2 6 69
Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models 2 2 6 93 6 10 40 650
Self-Selection and Direct Estimation of Across-Regime Correlation Parameter 0 0 0 43 1 3 4 68
Significance of the characteristic roots of linearized econometric models 0 0 0 9 0 1 5 67
Simulation of a nonlinear econometric model 0 0 0 18 0 0 1 69
Simulation of interest rate options using ARCH 0 0 0 42 0 1 4 165
Simulation properties of alternative methods of estimation: an application to a model of the Italian economy 0 1 2 4 0 2 3 39
Simulation-based estimation of Tobit model with random effects 0 0 1 133 2 5 14 424
Some results on the stochastic simulation of a nonlinear model of the Italian economy 0 0 0 3 0 0 1 33
Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy 0 0 0 8 0 2 3 42
Standard errors of forecasts in dynamic simulation of nonlinear econometric models: some empirical results 0 0 0 20 0 0 2 90
Standard errors of multipliers and forecasts from structural coefficients with block-diagonal covariance matrix 0 0 0 8 0 2 4 68
Stima delle equazioni simultanee non-lineari: una rassegna 0 0 1 24 0 1 10 113
Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana 0 0 0 13 0 1 3 68
Stochastic simulation and dynamic properties of the new version of the Italian model 0 0 0 3 0 0 5 44
Stochastic simulation as a validation tool for econometric models 0 0 0 49 0 3 5 132
Stochastic simulation experiments on Model 5 of Bonn University 0 0 0 6 0 1 3 57
Stochastic simulation of an aggregated model of the Italian economy: methodological and empirical aspects 0 0 1 7 0 2 4 32
Stochastic simulation of econometric models: installation procedures and user's instructions 0 0 1 21 0 1 5 80
Stochastic simulation: a package for Monte Carlo experiments on econometric models 0 0 0 66 0 1 2 135
THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY 0 0 0 17 0 1 3 98
The Method of Simulated Scores for Estimating Multinormal Regression Models with Missing Values 0 0 0 45 2 3 3 133
The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality 0 0 0 1 0 1 7 557
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 1 1 2 5
The asymptotic distribution of impact multipliers for a non-linear structural econometric model 0 0 1 10 0 2 4 60
The asymptotic distribution of power spectra in dynamic econometric models 0 0 0 6 0 1 3 51
The behavior of trust-region methods in FIML estimation 0 0 0 6 0 2 9 51
The deterministic simulation bias in the Klein-Goldberger model 0 0 1 14 1 1 3 71
Uncertainty of policy recommendations for nonlinear econometric models: some empirical results 0 0 0 4 0 2 4 42
User defined functions and operators 0 0 0 2 0 1 4 31
Utilizing a program loaded into the user program area to load another module in the same user program area 0 0 1 3 1 2 4 71
Variance reduction with Monte Carlo estimates of error rates in multivariate classification 0 0 0 13 1 1 2 74
Variance reduction with Monte Carlo estimates of error rates in multivariate classification 0 0 0 2 1 1 1 18
Ven der Giessen's reordering algorithm in the program for stochastic simulation of econometric models 0 0 0 7 1 2 5 61
Total Working Papers 4 20 95 3,183 38 174 697 13,514


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 1 11 1 1 4 41
A Monte Carlo approach to compute the asymptotic standard errors of dynamic multipliers 0 0 0 15 0 0 1 61
A Note on the Numerical Results by Goldberger, Nagar, and Odeh 1 2 2 23 2 5 5 174
A Note on the Variance of Ex-Post Forecasts in Econometric Models 0 0 0 29 1 2 5 209
A Program for Stochastic Simulation of Econometric Models 1 8 8 84 3 14 21 289
A tobit model with garch errors 0 0 2 106 0 1 12 334
Alternative Estimators of FIML Covariance Matrix: A Monte Carlo Stud y 0 0 0 29 1 3 4 151
Alternative Specifications of the Error Process in the Stochastic Simulation of Econometric Models 0 0 0 22 0 0 0 148
Alternative covariance estimators of the standard Tobit model 0 0 0 27 0 0 3 96
Analytic Derivatives and the Computation of GARCH Estimates 0 2 3 730 0 3 11 1,352
Antithetic variates to estimate the simulation bias in non-linear models 0 0 0 37 0 0 0 249
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 48
Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood 0 0 1 17 0 2 8 119
Computational efficiency of FIML estimation 0 0 0 19 0 0 1 76
Constrained Indirect Estimation 0 0 1 72 1 3 7 273
Control Variates to Estimate the Reduced Form Variances in Econometric Models 0 0 0 23 1 1 1 132
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 0 0 1 910
Discontinuities in indirect estimation: An application to EAR models 0 0 0 11 0 0 1 76
Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood 0 1 3 14 0 3 7 66
Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models 0 0 0 25 0 1 1 86
Estimating stable latent factor models by indirect inference 0 0 2 9 0 0 5 32
Forecast Variance in Dynamic Simulation of Simultaneous Equation Models 0 0 0 64 1 1 5 286
Indirect Estimation of α-Stable Distributions and Processes 0 0 0 41 0 0 7 182
Indirect estimation of [alpha]-stable stochastic volatility models 0 0 3 56 0 0 6 192
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 42 2 2 8 117
Indirect inference and variance reduction using control variates 0 0 0 56 0 0 3 179
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 0 0 0 4 0 0 9 750
Measuring forecast uncertainty: A review with evaluation based on a macro model of the French economy 0 0 1 27 0 0 2 68
Mode predictors in nonlinear systems with identities 0 0 0 9 0 0 3 50
On the stability of the Klein-I model 0 0 0 16 0 0 3 66
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models 0 0 0 202 1 2 8 1,186
Self-selection and direct estimation of across-regime correlation parameter 0 0 0 0 0 0 0 3
Testing initial conditions in dynamic panel data models 0 0 1 1 0 1 5 5
The One-Period Forecast Errors in Nonlinear Econometric Models 0 0 1 22 1 2 5 130
Total Journal Articles 2 13 29 1,854 15 47 162 8,169


Statistics updated 2020-11-03