| Working Paper |
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Abstract Views |
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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 |
0 |
0 |
88 |
| A Simulation Study on FIML Covariance Matrix |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
63 |
| A manageable support for the O.E.C.D. data on foreign trade by commodities |
0 |
0 |
0 |
6 |
0 |
1 |
1 |
44 |
| A package for analytic simulation of econometric models |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
81 |
| A powerful test of mean stationarity in dynamic models for panel data: Monte Carlo evidence |
0 |
0 |
0 |
76 |
0 |
1 |
1 |
115 |
| 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 |
1 |
1 |
322 |
| A trade-off criterion for evaluating effectiveness and reliability of alternative policy actions |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
81 |
| Aggiornamento del modello al 1974 e nuove simulazioni |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
39 |
| Alternative Simulation-Based Estimators of Logit Models with Random Effects |
0 |
0 |
2 |
37 |
0 |
0 |
3 |
155 |
| Alternative estimates of the Klein-I model |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
114 |
| Alternative estimating procedures for multiple membership logit models with mixed effects: indirect inference and data cloning |
0 |
0 |
0 |
82 |
0 |
0 |
1 |
119 |
| Alternative estimators of the covariance matrix in GARCH models |
0 |
0 |
1 |
33 |
0 |
0 |
1 |
183 |
| Analisi e simulazione stocastica di un modello aggregato dell'economia italiana 1952-1971 |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
82 |
| Analyse et mesure de l'incertitude en prevision d'un modele econometrique. Application au modele mini-DMS |
0 |
0 |
1 |
7 |
0 |
0 |
2 |
152 |
| Analysis and measurement of the uncertainty in Mini-Dms model for the French economy |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
54 |
| Analytic Derivatives and the Computation of GARCH Estimates |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
29 |
| Analytic Derivatives and the Computation of Garch Estimates |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
1,245 |
| Asymptotic properties of dynamic multipliers in nonlinear econometric models |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
76 |
| Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood |
0 |
0 |
0 |
11 |
0 |
1 |
2 |
96 |
| 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 |
41 |
| Coherent optimal prediction with large nonlinear systems: an example based on a French model |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
32 |
| 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 |
1 |
85 |
| 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 |
1 |
1 |
1 |
411 |
| Constrained EMM and Indirect Inference Estimation. Versión Revisada |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
7 |
| Control variates for variance reduction in indirect inference: interest rate models in continuous time |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
130 |
| DMS/2: un sistema per la soluzione e simulazione interattiva di modelli econometrici |
0 |
1 |
1 |
3 |
1 |
2 |
2 |
80 |
| Divergences in the results of stochastic and deterministic simulation of an Italian non linear econometric model |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
104 |
| Econometric notes |
1 |
1 |
1 |
142 |
1 |
1 |
2 |
229 |
| Econometric notes |
1 |
1 |
1 |
338 |
1 |
1 |
4 |
743 |
| 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 |
1 |
1 |
88 |
| Estimating variances and covariances in a censored regression model |
0 |
0 |
1 |
32 |
0 |
0 |
1 |
119 |
| 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 |
1 |
1 |
66 |
| Finite sample performance of the robust Wald test in simultaneous equation systems |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
186 |
| Forecast variance in simultaneous equation models: analytic and Monte Carlo methods |
0 |
0 |
0 |
56 |
2 |
2 |
3 |
189 |
| 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 |
0 |
14 |
0 |
1 |
1 |
79 |
| Gradient methods in FIML estimation of econometric models |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
95 |
| Hessian and approximated Hessian matrices in maximum likelihood estimation: a Monte Carlo study |
0 |
0 |
1 |
44 |
0 |
0 |
4 |
286 |
| 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 |
0 |
153 |
| 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 |
80 |
0 |
2 |
5 |
110 |
| Imputation of continuous variables missing at random using the method of simulated scores |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
85 |
| Indirect Estimation of Conditionally Heteroskedastic Factor Models |
0 |
0 |
0 |
195 |
0 |
0 |
2 |
569 |
| Indirect Estimation of Just-Identified Models with Control Variates |
0 |
0 |
2 |
24 |
0 |
0 |
9 |
157 |
| Indirect Estimation of α-Stable Garch Models |
0 |
0 |
0 |
81 |
0 |
0 |
0 |
170 |
| Indirect estimation and econometrics exams: how to live a round life |
0 |
0 |
1 |
37 |
0 |
0 |
3 |
106 |
| Indirect estimation of Markov switching models with endogenous switching |
0 |
1 |
1 |
42 |
0 |
2 |
4 |
141 |
| Indirect estimation of alpha-stable distributions and processes |
0 |
0 |
0 |
187 |
0 |
0 |
2 |
435 |
| Indirect estimation of alpha-stable stochastic volatility models |
0 |
0 |
0 |
178 |
1 |
3 |
4 |
504 |
| Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
42 |
| Individual wage and reservation wage: efficient estimation of a simultaneous equation model with endogenous limited dependent variables |
0 |
0 |
0 |
43 |
0 |
1 |
1 |
171 |
| Instrumental variables interpretations of FIML and nonlinear FIML |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
92 |
| Interactive management for time series |
0 |
0 |
0 |
8 |
0 |
1 |
439 |
635 |
| Interactive management of time series |
0 |
0 |
0 |
5 |
1 |
1 |
2 |
70 |
| Interactive management of time series |
0 |
0 |
1 |
6 |
0 |
0 |
2 |
56 |
| La varianza dell'errore di previsione nei modelli econometrici: applicazione ad un modello nonlineare dell'economia italiana |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
76 |
| La varianza delle previsioni nei modelli econometrici |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
121 |
| Mode predictors in nonlinear systems with identities |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
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 |
0 |
28 |
0 |
0 |
0 |
89 |
| Negative variance estimates in panel data models |
1 |
1 |
4 |
88 |
2 |
2 |
7 |
414 |
| On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
9 |
| 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 |
25 |
0 |
0 |
3 |
79 |
| Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models |
0 |
0 |
0 |
99 |
0 |
0 |
1 |
686 |
| Self-Selection and Direct Estimation of Across-Regime Correlation Parameter |
0 |
0 |
0 |
45 |
0 |
0 |
1 |
76 |
| Sequential Estimation of Multivariate Factor Stochastic Volatility Models |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
7 |
| Significance of the characteristic roots of linearized econometric models |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
74 |
| Simulation of a nonlinear econometric model |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
73 |
| Simulation of interest rate options using ARCH |
0 |
0 |
0 |
46 |
1 |
1 |
2 |
179 |
| Simulation properties of alternative methods of estimation: an application to a model of the Italian economy |
0 |
0 |
0 |
5 |
0 |
0 |
283 |
538 |
| Simulation-based estimation of Tobit model with random effects |
0 |
0 |
0 |
140 |
2 |
2 |
4 |
489 |
| 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 |
0 |
554 |
923 |
| Standard errors of forecasts in dynamic simulation of nonlinear econometric models: some empirical results |
0 |
0 |
0 |
20 |
0 |
1 |
1 |
91 |
| Standard errors of multipliers and forecasts from structural coefficients with block-diagonal covariance matrix |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
75 |
| Stima delle equazioni simultanee non-lineari: una rassegna |
0 |
0 |
1 |
26 |
0 |
0 |
2 |
121 |
| Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana |
0 |
0 |
1 |
17 |
0 |
1 |
2 |
76 |
| Stochastic simulation and dynamic properties of the new version of the Italian model |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
49 |
| Stochastic simulation as a validation tool for econometric models |
0 |
0 |
0 |
51 |
0 |
0 |
2 |
137 |
| Stochastic simulation experiments on Model 5 of Bonn University |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
58 |
| Stochastic simulation of an aggregated model of the Italian economy: methodological and empirical aspects |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
38 |
| Stochastic simulation of econometric models: installation procedures and user's instructions |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
84 |
| Stochastic simulation: a package for Monte Carlo experiments on econometric models |
0 |
0 |
0 |
69 |
0 |
0 |
0 |
138 |
| THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY |
0 |
0 |
0 |
18 |
0 |
0 |
2 |
107 |
| The Method of Simulated Scores for Estimating Multinormal Regression Models with Missing Values |
0 |
0 |
1 |
47 |
0 |
0 |
1 |
142 |
| 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 |
567 |
| 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 |
0 |
0 |
0 |
8 |
| 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 |
0 |
52 |
| The behavior of trust-region methods in FIML estimation |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
53 |
| The deterministic simulation bias in the Klein-Goldberger model |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
76 |
| 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 |
442 |
614 |
| 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 |
1 |
3 |
0 |
0 |
1 |
21 |
| Variance reduction with Monte Carlo estimates of error rates in multivariate classification |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
81 |
| Ven der Giessen's reordering algorithm in the program for stochastic simulation of econometric models |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
65 |
| Total Working Papers |
3 |
5 |
24 |
3,370 |
14 |
34 |
1,830 |
16,957 |
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