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 0 1 2 53
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 0 0 2 23 0 0 4 70
A powerful test of mean stationarity in dynamic models for panel data: Monte Carlo evidence 0 0 1 73 0 1 5 103
A simulation approach to some dynamic properties of econometric models 0 0 2 28 0 0 2 80
A tobit model with garch errors 0 0 2 105 1 1 10 295
A trade-off criterion for evaluating effectiveness and reliability of alternative policy actions 0 0 0 5 0 1 4 75
Aggiornamento del modello al 1974 e nuove simulazioni 0 0 0 6 0 0 2 36
Alternative Simulation-Based Estimators of Logit Models with Random Effects 0 0 1 29 5 7 9 127
Alternative estimates of the Klein-I model 0 1 1 42 0 2 2 100
Alternative estimating procedures for multiple membership logit models with mixed effects: indirect inference and data cloning 1 1 4 77 2 2 12 94
Alternative estimators of the covariance matrix in GARCH models 0 0 0 32 0 0 2 167
Analisi e simulazione stocastica di un modello aggregato dell'economia italiana 1952-1971 0 0 0 11 0 0 0 69
Analyse et mesure de l'incertitude en prevision d'un modele econometrique. Application au modele mini-DMS 0 0 0 5 0 2 5 133
Analysis and measurement of the uncertainty in Mini-Dms model for the French economy 0 0 0 4 0 0 0 41
Analytic Derivatives and the Computation of GARCH Estimates 0 0 0 0 2 4 4 4
Analytic Derivatives and the Computation of Garch Estimates 0 0 0 5 1 5 10 1,228
Asymptotic properties of dynamic multipliers in nonlinear econometric models 0 0 1 15 0 0 2 72
Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood 0 0 0 10 1 2 2 79
CONSTRAINED EMM AND INDIRECT INFERENCE ESTIMATION 0 0 0 21 2 3 4 79
Coherent Forecast with Nonlinear Econometric Models 0 0 1 5 0 0 2 32
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 0 0 1 33
Conditional heteroskedasticity in nonlinear simultaneous equations 0 0 0 12 0 1 3 75
Confidence intervals of forecasts from nonlinear econometric models 0 1 1 11 1 2 2 48
Constrained EMM and Indirect Inference Estimation 0 0 0 0 0 0 5 399
Constrained EMM and Indirect Inference Estimation. Versión Revisada 0 0 0 0 1 1 2 2
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 1 13 0 0 6 100
DMS/2: un sistema per la soluzione e simulazione interattiva di modelli econometrici 0 0 0 1 0 3 4 59
Divergences in the results of stochastic and deterministic simulation of an Italian non linear econometric model 0 0 1 15 0 2 4 95
Econometric notes 0 2 26 294 13 30 115 555
Econometric notes 0 2 20 103 1 6 30 145
Effectiveness versus reliability of policy actions under government budget constraint: the case of France 0 0 0 4 0 0 3 46
Estimating Stable Factor Models By Indirect Inference 0 0 2 76 1 2 9 69
Estimating variances and covariances in a censored regression model 0 1 2 28 0 2 7 89
Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix 0 0 0 6 2 2 3 39
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 2 2 3 171
Forecast variance in simultaneous equation models: analytic and Monte Carlo methods 0 0 0 52 0 1 2 174
Forecasts and constraints on policy actions: the reliability of alternative instruments 0 0 0 3 1 2 2 35
Generation and testing of pseudo-random numbers to be used in the stochastic simulation of econometric models 0 0 0 7 0 0 0 60
Gradient methods in FIML estimation of econometric models 0 0 0 12 0 0 0 75
Hessian and approximated Hessian matrices in maximum likelihood estimation: a Monte Carlo study 0 0 0 33 1 1 1 234
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 5 145
Il problema della coerenza delle previsioni nei modelli econometrici non lineari 0 0 0 2 1 2 4 43
Improving GMM efficiency in dynamic models for panel data with mean stationarity 0 0 1 77 2 4 9 95
Imputation of continuous variables missing at random using the method of simulated scores 0 0 0 10 0 0 1 77
Indirect Estimation of Conditionally Heteroskedastic Factor Models 0 0 1 194 0 0 3 553
Indirect Estimation of Just-Identified Models with Control Variates 1 1 1 21 2 2 6 136
Indirect Estimation of α-Stable Garch Models 0 1 1 79 0 3 7 151
Indirect estimation and econometrics exams: how to live a round life 0 1 1 31 0 1 8 89
Indirect estimation of Markov switching models with endogenous switching 0 0 1 36 0 3 6 114
Indirect estimation of alpha-stable distributions and processes 0 1 1 185 4 5 8 426
Indirect estimation of alpha-stable stochastic volatility models 0 0 0 175 0 0 2 478
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 1 7 164
Instrumental variables interpretations of FIML and nonlinear FIML 0 1 1 9 2 4 7 55
Interactive management for time series 0 0 0 6 0 0 2 47
Interactive management of time series 0 0 0 4 0 0 3 49
Interactive management of time series 0 0 0 4 0 0 1 56
La varianza dell'errore di previsione nei modelli econometrici: applicazione ad un modello nonlineare dell'economia italiana 0 0 0 5 0 1 3 62
La varianza delle previsioni nei modelli econometrici 0 0 0 16 0 2 3 107
Mode predictors in nonlinear systems with identities 0 0 0 3 0 0 2 35
Moment Conditions and Neglected Endogeneity in Panel Data Models 0 0 0 49 4 5 7 119
Monte Carlo methods in econometrics: a package for the stochastic simulation 0 0 1 24 0 0 2 74
Negative variance estimates in panel data models 0 0 3 71 2 6 18 348
On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 0 0 0 0 0
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 2 23 0 0 5 63
Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models 1 1 2 87 1 2 20 607
Self-Selection and Direct Estimation of Across-Regime Correlation Parameter 0 0 0 42 1 1 2 63
Significance of the characteristic roots of linearized econometric models 0 1 1 9 0 1 1 62
Simulation of a nonlinear econometric model 0 0 2 18 3 3 5 67
Simulation of interest rate options using ARCH 0 0 1 42 0 0 3 160
Simulation properties of alternative methods of estimation: an application to a model of the Italian economy 0 0 0 2 0 0 3 35
Simulation-based estimation of Tobit model with random effects 0 0 3 132 1 2 17 406
Some results on the stochastic simulation of a nonlinear model of the Italian economy 0 0 0 3 1 1 2 32
Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy 0 0 2 8 0 0 4 39
Standard errors of forecasts in dynamic simulation of nonlinear econometric models: some empirical results 0 0 0 20 0 1 3 88
Standard errors of multipliers and forecasts from structural coefficients with block-diagonal covariance matrix 0 1 1 8 0 1 4 64
Stima delle equazioni simultanee non-lineari: una rassegna 0 1 1 23 0 2 4 101
Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana 0 0 1 13 0 0 2 65
Stochastic simulation and dynamic properties of the new version of the Italian model 0 0 0 3 0 0 1 39
Stochastic simulation as a validation tool for econometric models 0 0 2 49 0 0 4 127
Stochastic simulation experiments on Model 5 of Bonn University 0 0 0 6 0 0 1 53
Stochastic simulation of an aggregated model of the Italian economy: methodological and empirical aspects 0 0 0 6 0 0 1 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 0 3 94
The Method of Simulated Scores for Estimating Multinormal Regression Models with Missing Values 0 0 0 45 1 4 5 128
The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality 0 0 0 1 0 3 5 550
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 0 2 2
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 0 1 48
The behavior of trust-region methods in FIML estimation 0 0 0 6 0 0 2 42
The deterministic simulation bias in the Klein-Goldberger model 0 0 0 13 0 0 2 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 0 0 27
Utilizing a program loaded into the user program area to load another module in the same user program area 0 0 0 2 0 0 2 67
Variance reduction with Monte Carlo estimates of error rates in multivariate classification 0 0 0 2 0 0 4 17
Variance reduction with Monte Carlo estimates of error rates in multivariate classification 0 0 0 13 0 0 0 72
Ven der Giessen's reordering algorithm in the program for stochastic simulation of econometric models 0 0 0 7 3 4 4 56
Total Working Papers 3 17 101 3,052 65 153 520 12,670


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 1 1 10 0 2 2 37
A Monte Carlo approach to compute the asymptotic standard errors of dynamic multipliers 0 0 1 15 1 2 3 58
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 1 1 4 203
A Program for Stochastic Simulation of Econometric Models 0 1 4 75 0 2 8 266
A tobit model with garch errors 0 0 0 104 4 5 8 320
Alternative Estimators of FIML Covariance Matrix: A Monte Carlo Stud y 0 0 2 28 0 0 4 146
Alternative Specifications of the Error Process in the Stochastic Simulation of Econometric Models 0 0 0 21 0 1 1 147
Alternative covariance estimators of the standard Tobit model 0 1 3 27 0 1 3 92
Analytic Derivatives and the Computation of GARCH Estimates 0 2 3 727 0 2 10 1,341
Antithetic variates to estimate the simulation bias in non-linear models 0 0 0 37 0 0 3 249
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 0 16 1 1 3 109
Computational efficiency of FIML estimation 0 0 0 19 0 0 0 75
Constrained Indirect Estimation 0 0 1 71 1 1 5 265
Control Variates to Estimate the Reduced Form Variances in Econometric Models 0 0 0 23 0 0 0 130
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 0 0 1 908
Discontinuities in indirect estimation: An application to EAR models 0 0 0 11 0 0 1 73
Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood 0 0 1 11 1 3 6 59
Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models 0 1 1 25 0 1 2 85
Estimating stable latent factor models by indirect inference 0 2 6 7 0 2 19 26
Forecast Variance in Dynamic Simulation of Simultaneous Equation Models 0 0 0 64 0 0 0 281
Indirect Estimation of α-Stable Distributions and Processes 0 0 0 41 1 2 5 171
Indirect estimation of [alpha]-stable stochastic volatility models 0 0 0 53 2 2 3 185
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 42 0 0 2 108
Indirect inference and variance reduction using control variates 0 0 1 56 0 0 2 176
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 0 0 0 4 0 2 12 739
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 0 1 47
On the stability of the Klein-I model 0 0 0 16 0 0 1 63
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models 0 0 0 202 0 0 0 1,177
Self-selection and direct estimation of across-regime correlation parameter 0 0 0 0 0 0 1 2
The One-Period Forecast Errors in Nonlinear Econometric Models 0 0 1 21 0 0 1 125
Total Journal Articles 0 8 26 1,822 12 30 115 7,979


Statistics updated 2019-09-09