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 0 0 80
A Simulation Study on FIML Covariance Matrix 0 0 0 5 1 2 3 55
A manageable support for the O.E.C.D. data on foreign trade by commodities 0 0 0 5 0 0 1 34
A package for analytic simulation of econometric models 1 1 3 24 1 4 8 75
A powerful test of mean stationarity in dynamic models for panel data: Monte Carlo evidence 0 0 1 73 0 3 7 106
A simulation approach to some dynamic properties of econometric models 0 0 2 28 0 0 2 80
A tobit model with garch errors 1 1 3 106 1 6 11 301
A trade-off criterion for evaluating effectiveness and reliability of alternative policy actions 0 0 0 5 0 0 3 75
Aggiornamento del modello al 1974 e nuove simulazioni 0 0 0 6 0 1 2 37
Alternative Simulation-Based Estimators of Logit Models with Random Effects 0 1 1 30 4 6 15 134
Alternative estimates of the Klein-I model 0 0 1 42 0 1 3 101
Alternative estimating procedures for multiple membership logit models with mixed effects: indirect inference and data cloning 0 0 3 77 0 3 12 97
Alternative estimators of the covariance matrix in GARCH models 0 0 0 32 0 1 3 169
Analisi e simulazione stocastica di un modello aggregato dell'economia italiana 1952-1971 0 0 0 11 1 2 2 71
Analyse et mesure de l'incertitude en prevision d'un modele econometrique. Application au modele mini-DMS 0 0 0 5 0 0 5 134
Analysis and measurement of the uncertainty in Mini-Dms model for the French economy 0 0 0 4 0 1 1 42
Analytic Derivatives and the Computation of GARCH Estimates 0 0 0 0 0 4 8 8
Analytic Derivatives and the Computation of Garch Estimates 0 0 0 5 0 2 9 1,230
Asymptotic properties of dynamic multipliers in nonlinear econometric models 0 0 0 15 0 0 1 72
Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood 0 0 0 10 0 1 3 80
CONSTRAINED EMM AND INDIRECT INFERENCE ESTIMATION 0 0 0 21 0 1 5 80
Coherent Forecast with Nonlinear Econometric Models 0 0 1 5 0 3 5 35
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 1 1 2 34
Conditional heteroskedasticity in nonlinear simultaneous equations 0 0 0 12 0 1 4 76
Confidence intervals of forecasts from nonlinear econometric models 0 0 1 11 0 2 4 50
Constrained EMM and Indirect Inference Estimation 0 0 0 0 2 3 6 402
Constrained EMM and Indirect Inference Estimation. Versión Revisada 0 0 0 0 1 2 4 4
Control variates for variance reduction in indirect inference: interest rate models in continuous time 1 1 2 14 4 5 12 107
DMS/2: un sistema per la soluzione e simulazione interattiva di modelli econometrici 0 0 0 1 1 2 6 61
Divergences in the results of stochastic and deterministic simulation of an Italian non linear econometric model 0 0 1 15 0 0 4 96
Econometric notes 0 7 31 308 10 45 134 616
Econometric notes 0 7 40 123 1 10 54 171
Effectiveness versus reliability of policy actions under government budget constraint: the case of France 0 0 1 5 0 0 3 47
Estimating Stable Factor Models By Indirect Inference 0 1 3 77 0 3 11 73
Estimating variances and covariances in a censored regression model 0 0 3 29 4 5 11 95
Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix 0 0 0 6 1 2 6 42
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 0 0 4 172
Forecast variance in simultaneous equation models: analytic and Monte Carlo methods 1 1 1 53 1 1 3 175
Forecasts and constraints on policy actions: the reliability of alternative instruments 0 0 0 3 0 0 2 35
Generation and testing of pseudo-random numbers to be used in the stochastic simulation of econometric models 0 0 0 7 1 2 2 62
Gradient methods in FIML estimation of econometric models 0 0 0 12 0 5 5 80
Hessian and approximated Hessian matrices in maximum likelihood estimation: a Monte Carlo study 0 0 1 34 1 2 4 237
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 4 147
Il problema della coerenza delle previsioni nei modelli econometrici non lineari 0 0 0 2 2 3 8 47
Improving GMM efficiency in dynamic models for panel data with mean stationarity 0 0 0 77 0 1 9 97
Imputation of continuous variables missing at random using the method of simulated scores 0 0 0 10 0 2 3 79
Indirect Estimation of Conditionally Heteroskedastic Factor Models 0 0 1 194 0 1 6 556
Indirect Estimation of Just-Identified Models with Control Variates 0 0 1 21 0 1 7 137
Indirect Estimation of α-Stable Garch Models 0 0 1 79 0 3 8 154
Indirect estimation and econometrics exams: how to live a round life 0 1 2 32 1 2 7 92
Indirect estimation of Markov switching models with endogenous switching 0 1 2 37 1 4 8 118
Indirect estimation of alpha-stable distributions and processes 0 0 1 185 0 0 7 426
Indirect estimation of alpha-stable stochastic volatility models 0 0 0 175 0 1 3 480
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 3 6 167
Instrumental variables interpretations of FIML and nonlinear FIML 0 0 1 9 1 6 14 62
Interactive management for time series 0 0 0 6 0 1 2 48
Interactive management of time series 0 0 0 4 0 1 1 57
Interactive management of time series 0 0 0 4 0 2 2 51
La varianza dell'errore di previsione nei modelli econometrici: applicazione ad un modello nonlineare dell'economia italiana 0 0 0 5 0 2 7 66
La varianza delle previsioni nei modelli econometrici 0 0 0 16 1 3 8 112
Mode predictors in nonlinear systems with identities 0 0 0 3 0 2 4 37
Moment Conditions and Neglected Endogeneity in Panel Data Models 0 0 0 49 0 2 10 123
Monte Carlo methods in econometrics: a package for the stochastic simulation 0 0 1 24 2 3 5 77
Negative variance estimates in panel data models 0 1 3 72 0 6 23 356
On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 0 0 2 2 2
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 23 0 1 3 64
Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models 1 1 2 88 4 8 19 617
Self-Selection and Direct Estimation of Across-Regime Correlation Parameter 0 0 1 43 0 0 2 64
Significance of the characteristic roots of linearized econometric models 0 0 1 9 0 1 2 63
Simulation of a nonlinear econometric model 0 0 2 18 0 2 7 69
Simulation of interest rate options using ARCH 0 0 0 42 0 1 3 162
Simulation properties of alternative methods of estimation: an application to a model of the Italian economy 0 0 0 2 0 1 3 36
Simulation-based estimation of Tobit model with random effects 0 0 1 132 0 3 18 412
Some results on the stochastic simulation of a nonlinear model of the Italian economy 0 0 0 3 0 0 2 32
Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy 0 0 1 8 0 0 2 39
Standard errors of forecasts in dynamic simulation of nonlinear econometric models: some empirical results 0 0 0 20 0 1 3 89
Standard errors of multipliers and forecasts from structural coefficients with block-diagonal covariance matrix 0 0 1 8 0 0 2 64
Stima delle equazioni simultanee non-lineari: una rassegna 0 0 1 23 1 7 13 110
Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana 0 0 0 13 1 1 2 66
Stochastic simulation and dynamic properties of the new version of the Italian model 0 0 0 3 0 2 3 41
Stochastic simulation as a validation tool for econometric models 0 0 2 49 1 1 4 128
Stochastic simulation experiments on Model 5 of Bonn University 0 0 0 6 0 1 2 54
Stochastic simulation of an aggregated model of the Italian economy: methodological and empirical aspects 0 0 0 6 0 0 0 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 1 2 95
The Method of Simulated Scores for Estimating Multinormal Regression Models with Missing Values 0 0 0 45 0 2 7 130
The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality 0 0 0 1 0 2 6 552
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 1 3 3
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 1 2 49
The behavior of trust-region methods in FIML estimation 0 0 0 6 1 3 5 45
The deterministic simulation bias in the Klein-Goldberger model 0 0 0 13 0 0 1 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 1 1 28
Utilizing a program loaded into the user program area to load another module in the same user program area 0 0 0 2 0 1 2 68
Variance reduction with Monte Carlo estimates of error rates in multivariate classification 0 0 0 13 0 1 1 73
Variance reduction with Monte Carlo estimates of error rates in multivariate classification 0 0 0 2 0 0 2 17
Ven der Giessen's reordering algorithm in the program for stochastic simulation of econometric models 0 0 0 7 0 2 6 58
Total Working Papers 5 24 128 3,100 52 229 680 12,969


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 10 0 1 3 38
A Monte Carlo approach to compute the asymptotic standard errors of dynamic multipliers 0 0 1 15 0 0 5 60
A Note on the Numerical Results by Goldberger, Nagar, and Odeh 0 0 1 21 0 0 3 169
A Note on the Variance of Ex-Post Forecasts in Econometric Models 0 0 0 29 0 0 2 204
A Program for Stochastic Simulation of Econometric Models 0 1 4 76 0 4 10 270
A tobit model with garch errors 0 0 0 104 2 5 11 325
Alternative Estimators of FIML Covariance Matrix: A Monte Carlo Stud y 0 1 1 29 0 1 2 147
Alternative Specifications of the Error Process in the Stochastic Simulation of Econometric Models 0 1 1 22 0 1 2 148
Alternative covariance estimators of the standard Tobit model 0 0 3 27 1 1 5 94
Analytic Derivatives and the Computation of GARCH Estimates 1 1 4 728 1 2 7 1,343
Antithetic variates to estimate the simulation bias in non-linear models 0 0 0 37 0 0 2 249
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 1 1 1 17 1 3 7 114
Computational efficiency of FIML estimation 0 0 0 19 0 1 1 76
Constrained Indirect Estimation 0 0 0 71 0 2 4 267
Control Variates to Estimate the Reduced Form Variances in Econometric Models 0 0 0 23 0 0 1 131
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 0 0 2 909
Discontinuities in indirect estimation: An application to EAR models 0 0 0 11 0 2 3 75
Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood 0 0 0 11 1 1 5 60
Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models 0 0 1 25 0 0 1 85
Estimating stable latent factor models by indirect inference 0 1 6 8 0 2 17 29
Forecast Variance in Dynamic Simulation of Simultaneous Equation Models 0 0 0 64 0 1 1 282
Indirect Estimation of α-Stable Distributions and Processes 0 0 0 41 1 5 10 179
Indirect estimation of [alpha]-stable stochastic volatility models 0 0 0 53 0 0 4 186
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 42 0 1 4 110
Indirect inference and variance reduction using control variates 0 0 0 56 2 2 3 178
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 0 0 0 4 0 1 9 741
Measuring forecast uncertainty: A review with evaluation based on a macro model of the French economy 0 0 0 26 0 0 1 66
Mode predictors in nonlinear systems with identities 0 0 0 9 0 1 2 48
On the stability of the Klein-I model 0 0 0 16 1 3 4 66
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models 0 0 0 202 1 2 3 1,180
Self-selection and direct estimation of across-regime correlation parameter 0 0 0 0 0 1 2 3
The One-Period Forecast Errors in Nonlinear Econometric Models 0 1 2 22 0 1 2 126
Total Journal Articles 2 7 26 1,829 11 44 138 8,039


Statistics updated 2020-01-03