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 1 6 94
A Simulation Study on FIML Covariance Matrix 0 0 0 5 0 2 13 77
A manageable support for the O.E.C.D. data on foreign trade by commodities 0 1 1 7 0 1 8 53
A package for analytic simulation of econometric models 0 0 0 26 0 0 14 95
A powerful test of mean stationarity in dynamic models for panel data: Monte Carlo evidence 0 0 0 77 0 1 15 132
A simulation approach to some dynamic properties of econometric models 0 0 0 29 0 0 10 95
A tobit model with garch errors 1 1 1 109 1 2 9 332
A trade-off criterion for evaluating effectiveness and reliability of alternative policy actions 0 0 0 7 0 1 10 93
Aggiornamento del modello al 1974 e nuove simulazioni 0 1 1 8 0 1 8 50
Alternative Simulation-Based Estimators of Logit Models with Random Effects 0 0 0 37 0 1 14 169
Alternative estimates of the Klein-I model 0 0 1 45 2 2 11 129
Alternative estimating procedures for multiple membership logit models with mixed effects: indirect inference and data cloning 0 0 0 83 1 2 10 134
Alternative estimators of the covariance matrix in GARCH models 0 0 0 33 0 2 10 196
Analisi e simulazione stocastica di un modello aggregato dell'economia italiana 1952-1971 0 0 0 14 0 1 7 92
Analyse et mesure de l'incertitude en prevision d'un modele econometrique. Application au modele mini-DMS 0 0 0 7 0 0 10 164
Analysis and measurement of the uncertainty in Mini-Dms model for the French economy 0 0 0 6 0 0 5 60
Analytic Derivatives and the Computation of GARCH Estimates 0 0 0 0 2 2 14 46
Analytic Derivatives and the Computation of Garch Estimates 0 0 0 5 0 0 58 1,306
Asymptotic properties of dynamic multipliers in nonlinear econometric models 0 0 1 18 0 1 15 92
Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood 0 0 0 11 0 1 12 108
CONSTRAINED EMM AND INDIRECT INFERENCE ESTIMATION 0 0 0 22 0 0 3 87
Coherent Forecast with Nonlinear Econometric Models 0 0 0 6 0 0 7 49
Coherent optimal prediction with large nonlinear systems: an example based on a French model 0 0 0 3 0 0 7 41
Condensed version of the OECD foreign trade by commodities tapes 0 0 0 2 0 0 4 41
Conditional heteroskedasticity in nonlinear simultaneous equations 0 0 0 13 1 1 13 99
Confidence intervals of forecasts from nonlinear econometric models 0 0 1 12 0 0 14 72
Constrained EMM and Indirect Inference Estimation 0 0 0 0 1 1 8 420
Constrained EMM and Indirect Inference Estimation. Versión Revisada 0 0 0 0 0 0 4 11
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 20 0 1 13 145
DMS/2: un sistema per la soluzione e simulazione interattiva di modelli econometrici 0 0 0 3 0 0 9 92
Divergences in the results of stochastic and deterministic simulation of an Italian non linear econometric model 0 0 0 16 0 0 8 114
Econometric notes 0 0 0 142 0 0 5 235
Econometric notes 0 0 0 338 1 1 9 753
Effectiveness versus reliability of policy actions under government budget constraint: the case of France 0 0 0 5 0 0 11 69
Estimating Stable Factor Models By Indirect Inference 0 0 0 77 2 2 11 99
Estimating variances and covariances in a censored regression model 0 0 0 32 0 0 11 131
Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix 0 0 0 6 0 0 8 55
Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods 0 0 0 12 0 0 8 75
Finite sample performance of the robust Wald test in simultaneous equation systems 0 0 1 32 0 0 11 200
Forecast variance in simultaneous equation models: analytic and Monte Carlo methods 0 0 0 57 0 0 11 202
Forecasts and constraints on policy actions: the reliability of alternative instruments 0 0 0 3 0 0 8 49
Generation and testing of pseudo-random numbers to be used in the stochastic simulation of econometric models 0 0 3 17 0 1 9 88
Gradient methods in FIML estimation of econometric models 0 0 0 14 1 1 11 107
Hessian and approximated Hessian matrices in maximum likelihood estimation: a Monte Carlo study 0 0 0 44 0 0 8 294
IMTS: un linguaggio per la gestione dell'archivio delle serie storiche 0 0 0 4 1 2 6 34
Identification of linear panel data models when instruments are not available 0 0 0 60 0 0 8 161
Il problema della coerenza delle previsioni nei modelli econometrici non lineari 0 0 0 4 0 0 7 62
Improving GMM efficiency in dynamic models for panel data with mean stationarity 0 0 0 81 0 0 9 123
Imputation of continuous variables missing at random using the method of simulated scores 0 0 0 11 1 2 6 92
Indirect Estimation of Conditionally Heteroskedastic Factor Models 0 0 0 195 0 0 15 584
Indirect Estimation of Just-Identified Models with Control Variates 0 0 0 24 0 0 7 168
Indirect Estimation of α-Stable Garch Models 0 0 0 81 0 0 16 186
Indirect estimation and econometrics exams: how to live a round life 0 0 0 37 0 1 13 120
Indirect estimation of Markov switching models with endogenous switching 0 0 0 42 1 1 17 158
Indirect estimation of alpha-stable distributions and processes 0 0 0 187 0 0 17 454
Indirect estimation of alpha-stable stochastic volatility models 0 0 0 178 0 1 13 518
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 3 1 1 15 59
Individual wage and reservation wage: efficient estimation of a simultaneous equation model with endogenous limited dependent variables 0 0 0 43 1 1 13 185
Instrumental variables interpretations of FIML and nonlinear FIML 0 0 0 10 1 2 15 111
Interactive management for time series 0 0 0 8 0 0 3 642
Interactive management of time series 0 1 1 7 1 3 10 68
Interactive management of time series 0 0 0 5 1 1 6 77
La varianza dell'errore di previsione nei modelli econometrici: applicazione ad un modello nonlineare dell'economia italiana 0 0 0 5 0 0 4 82
La varianza delle previsioni nei modelli econometrici 0 0 0 18 0 0 15 137
Mode predictors in nonlinear systems with identities 0 0 0 5 0 0 7 56
Moment Conditions and Neglected Endogeneity in Panel Data Models 0 0 0 51 0 0 12 140
Monte Carlo methods in econometrics: a package for the stochastic simulation 0 0 1 29 0 0 11 102
Negative variance estimates in panel data models 0 0 0 89 0 0 27 447
On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 1 1 1 14 23
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 1 10 91
Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models 0 0 0 99 0 1 10 696
Self-Selection and Direct Estimation of Across-Regime Correlation Parameter 0 0 1 46 0 0 18 94
Sequential Estimation of Multivariate Factor Stochastic Volatility Models 0 0 1 20 0 0 15 23
Significance of the characteristic roots of linearized econometric models 0 0 1 11 0 0 5 81
Simulation of a nonlinear econometric model 0 0 0 18 0 0 12 86
Simulation of interest rate options using ARCH 0 0 0 46 0 0 10 192
Simulation properties of alternative methods of estimation: an application to a model of the Italian economy 0 0 0 5 0 0 13 551
Simulation-based estimation of Tobit model with random effects 0 0 1 141 0 2 14 503
Some results on the stochastic simulation of a nonlinear model of the Italian economy 0 0 0 3 1 1 9 44
Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy 1 1 1 10 2 2 8 932
Standard errors of forecasts in dynamic simulation of nonlinear econometric models: some empirical results 0 0 0 20 2 2 9 101
Standard errors of multipliers and forecasts from structural coefficients with block-diagonal covariance matrix 0 0 0 8 1 1 6 83
Stima delle equazioni simultanee non-lineari: una rassegna 0 0 0 26 0 1 11 136
Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana 0 0 0 17 0 1 14 90
Stochastic simulation and dynamic properties of the new version of the Italian model 0 0 0 3 0 0 8 58
Stochastic simulation as a validation tool for econometric models 0 0 0 51 0 1 11 149
Stochastic simulation experiments on Model 5 of Bonn University 0 0 0 6 0 0 8 68
Stochastic simulation of an aggregated model of the Italian economy: methodological and empirical aspects 0 0 0 8 1 1 4 44
Stochastic simulation of econometric models: installation procedures and user's instructions 0 0 0 22 0 0 4 91
Stochastic simulation: a package for Monte Carlo experiments on econometric models 0 0 3 72 0 1 16 155
THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY 0 0 0 18 0 1 12 120
The Method of Simulated Scores for Estimating Multinormal Regression Models with Missing Values 0 0 1 48 0 0 10 153
The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality 0 0 0 1 1 1 12 579
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 1 2 5 13
The asymptotic distribution of impact multipliers for a non-linear structural econometric model 0 0 0 10 0 0 8 69
The asymptotic distribution of power spectra in dynamic econometric models 0 0 0 6 0 0 5 59
The behavior of trust-region methods in FIML estimation 0 0 1 7 2 3 13 68
The deterministic simulation bias in the Klein-Goldberger model 0 0 0 15 0 0 5 82
Uncertainty of policy recommendations for nonlinear econometric models: some empirical results 0 0 0 4 1 1 15 60
User defined functions and operators 0 0 0 2 0 0 6 621
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 5 79
Variance reduction with Monte Carlo estimates of error rates in multivariate classification 0 0 0 15 0 0 3 84
Variance reduction with Monte Carlo estimates of error rates in multivariate classification 0 0 0 3 0 1 7 28
Ven der Giessen's reordering algorithm in the program for stochastic simulation of econometric models 1 1 1 8 2 3 13 78
Total Working Papers 3 6 23 3,400 35 72 1,090 18,195

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 11 60
A Lagrange multiplier test for the mean stationarity assumption in dynamic panel-data models 1 2 5 8 2 3 14 27
A Latent Factor Model for Forecasting Realized Variances* 0 0 0 6 0 0 4 19
A Monte Carlo approach to compute the asymptotic standard errors of dynamic multipliers 0 0 0 15 0 1 4 68
A Note on the Numerical Results by Goldberger, Nagar, and Odeh 0 0 0 25 0 0 7 189
A Note on the Variance of Ex-Post Forecasts in Econometric Models 0 0 0 29 0 1 2 216
A Program for Stochastic Simulation of Econometric Models 0 1 1 89 0 1 8 308
A tobit model with garch errors 1 1 1 114 1 1 14 391
Alternative Estimators of FIML Covariance Matrix: A Monte Carlo Stud y 0 0 0 29 0 0 5 162
Alternative Specifications of the Error Process in the Stochastic Simulation of Econometric Models 0 0 0 22 2 3 6 158
Alternative covariance estimators of the standard Tobit model 0 0 0 27 0 0 9 109
Analytic Derivatives and the Computation of GARCH Estimates 1 1 5 753 3 4 20 1,425
Antithetic variates to estimate the simulation bias in non-linear models 0 0 0 37 0 0 3 262
Assessing individual skill influence on housework time of Italian women: an endogenous-switching approach 0 0 0 1 0 0 15 18
Asymptotic distribution of power spectra and peak frequencies in the stochastic response of econometric models 0 0 0 4 0 0 3 37
Asymptotic standard errors of point elasticities calculated from simultaneous equation systems 0 0 0 7 0 1 4 56
Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood 0 0 0 17 0 0 13 143
Computational efficiency of FIML estimation 0 0 0 21 0 2 10 91
Constrained Indirect Estimation 0 0 0 78 0 0 9 298
Control Variates to Estimate the Reduced Form Variances in Econometric Models 0 0 0 23 0 1 5 141
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 0 1 11 922
Discontinuities in indirect estimation: An application to EAR models 0 0 0 12 0 0 7 88
Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood 0 0 1 20 0 0 6 100
Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models 0 0 1 28 0 0 5 97
Estimating stable latent factor models by indirect inference 0 0 0 11 0 0 15 64
Forecast Variance in Dynamic Simulation of Simultaneous Equation Models 0 0 0 64 1 1 9 303
Indirect Estimation of α-Stable Distributions and Processes 0 0 0 41 0 1 8 194
Indirect estimation of [alpha]-stable stochastic volatility models 0 0 0 63 1 1 3 212
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 43 0 0 9 144
Indirect inference and variance reduction using control variates 0 0 0 56 1 1 13 199
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 0 0 0 4 0 0 17 799
Maximum likelihood estimation of an across-regime correlation parameter 0 0 0 9 0 0 19 52
Measuring forecast uncertainty: A review with evaluation based on a macro model of the French economy 0 0 0 30 0 1 9 84
Mode predictors in nonlinear systems with identities 0 0 0 10 0 1 7 62
On the stability of the Klein-I model 0 0 0 16 0 0 4 75
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models 0 0 0 202 0 0 10 1,213
Self-selection and direct estimation of across-regime correlation parameter 0 0 1 4 1 1 11 20
Sequential estimation of multivariate factor stochastic volatility models 0 0 0 0 1 2 5 5
Testing initial conditions in dynamic panel data models 0 0 0 2 0 0 8 13
Testing initial conditions in dynamic panel data models 0 0 0 17 0 0 9 42
The One-Period Forecast Errors in Nonlinear Econometric Models 0 0 0 22 0 0 7 139
Total Journal Articles 3 5 15 1,970 13 28 358 9,005

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Statistics updated 2026-09-10