Giorgio Calzolari
Names
| first: |
Giorgio |
| last: |
Calzolari |
Identifer
Contact
| homepage: |
http://local.disia.unifi.it/calzolari |
|
| postal address: |
Universita' di Firenze -
Dipartimento di Statistica, Informatica, Applicazioni "G.Parenti" -
Viale Morgagni 59 -
50134 Firenze - Italy |
Affiliations
-
Università degli Studi di Firenze
/ Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti"
Research profile
author of:
- Sequential Estimation of Multivariate Factor Stochastic Volatility Models (RePEc:arx:papers:2302.07052)
by Giorgio Calzolari & Roxana Halbleib & Christian Mucher - Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations (RePEc:bes:jnlbes:v:21:y:2003:i:4:p:532-46)
by Fiorentini, Gabriele & Sentana, Enrique & Calzolari, Giorgio - Analytic Derivatives and the Computation of GARCH Estimates (RePEc:cmf:wpaper:wp1995_9519)
by Gabriele Fiorentini & Giorgio Calzolari & Lorenzo Panattoni - Constrained EMM and Indirect Inference Estimation. Versión Revisada (RePEc:cmf:wpaper:wp2000_0005)
by Giorgio Calzolari & Gabriele Fiorentini & Enrique Sentana - The Score of Conditionally Heteroskedastic Dynamic Regression Models with Student t Innovations, and an LM Test for Multivariate Normality.Versión Revisada (RePEc:cmf:wpaper:wp2000_0007)
by Gabriele Fiorentini & Enrique Sentana & Giorgio Calzolari - On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models (RePEc:cmf:wpaper:wp2003_0306)
by Gabriele Fiorentini & Enrique Sentana & Giorgio Calzolari - Indirect Estimation of Conditionally Heteroskedastic Factor Models (RePEc:cmf:wpaper:wp2004_0409)
by Enrique Sentana & Giorgio Calzolari & Gabriele Fiorentini - A Curious Result on Exact FIML and Instrumental Variables (RePEc:cup:etheor:v:9:y:1993:i:02:p:296-309_00)
by Calzolari, Giorgio & Sampoli, Letizia - A Program for Stochastic Simulation of Econometric Models (RePEc:ecm:emetrp:v:46:y:1978:i:1:p:235-36)
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo - A Note on the Numerical Results by Goldberger, Nagar, and Odeh (RePEc:ecm:emetrp:v:47:y:1979:i:2:p:505-06)
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo - A Note on the Variance of Ex-Post Forecasts in Econometric Models (RePEc:ecm:emetrp:v:49:y:1981:i:6:p:1593-95)
by Calzolari, Giorgio - Control Variates to Estimate the Reduced Form Variances in Econometric Models (RePEc:ecm:emetrp:v:54:y:1986:i:6:p:1483-90)
by Calzolari, Giorgio & Sterbenz, Frederic P - Forecast Variance in Dynamic Simulation of Simultaneous Equation Models (RePEc:ecm:emetrp:v:55:y:1987:i:6:p:1473-76)
by Calzolari, Giorgio - Alternative Estimators of FIML Covariance Matrix: A Monte Carlo Stud y (RePEc:ecm:emetrp:v:56:y:1988:i:3:p:701-14)
by Calzolari, Giorgio & Panattoni, Lorenzo - Control variates for variance reduction in indirect inference: Interest rate models in continuous time (RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c100-c112)
by Giorgio Calzolari & Francesca Di Iorio & Gabriele Fiorentini - Indirect Estimation of α-Stable Distributions and Processes (RePEc:ect:emjrnl:v:11:y:2008:i:1:p:193-208)
by Marco J. Lombardi & Giorgio Calzolari - Discontinuities in indirect estimation: An application to EAR models (RePEc:eee:csdana:v:50:y:2006:i:8:p:2124-2136)
by Di Iorio, Francesca & Calzolari, Giorgio - Indirect estimation of [alpha]-stable stochastic volatility models (RePEc:eee:csdana:v:53:y:2009:i:6:p:2298-2308)
by Lombardi, Marco J. & Calzolari, Giorgio - Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood (RePEc:eee:csdana:v:76:y:2014:i:c:p:158-171)
by Calzolari, Giorgio & Halbleib, Roxana & Parrini, Alessandro - Asymptotic distribution of power spectra and peak frequencies in the stochastic response of econometric models (RePEc:eee:dyncon:v:5:y:1983:i:1:p:235-247)
by Calzolari, Giorgio - Asymptotic standard errors of point elasticities calculated from simultaneous equation systems (RePEc:eee:ecolet:v:11:y:1983:i:3:p:237-244)
by Calzolari, Giorgio - A Monte Carlo approach to compute the asymptotic standard errors of dynamic multipliers (RePEc:eee:ecolet:v:2:y:1979:i:2:p:161-164)
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo - On the stability of the Klein-I model (RePEc:eee:ecolet:v:4:y:1979:i:1:p:33-35)
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo - Antithetic variates to estimate the simulation bias in non-linear models (RePEc:eee:ecolet:v:4:y:1979:i:4:p:323-328)
by Calzolari, Giorgio - Alternative covariance estimators of the standard Tobit model (RePEc:eee:ecolet:v:42:y:1993:i:1:p:5-13)
by Calzolari, Giorgio & Fiorentini, Gabriele - On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models (RePEc:eee:ecolet:v:83:y:2004:i:3:p:307-312)
by Fiorentini, Gabriele & Sentana, Enrique & Calzolari, Giorgio - Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks (RePEc:eee:econom:v:146:y:2008:i:1:p:10-25)
by Sentana, Enrique & Calzolari, Giorgio & Fiorentini, Gabriele - Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models (RePEc:eee:econom:v:16:y:1981:i:3:p:277-294)
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo - Estimating stable latent factor models by indirect inference (RePEc:eee:econom:v:205:y:2018:i:1:p:280-301)
by Calzolari, Giorgio & Halbleib, Roxana - Computational efficiency of FIML estimation (RePEc:eee:econom:v:36:y:1987:i:3:p:299-310)
by Calzolari, Giorgio & Panattoni, Lorenzo & Weihs, Claus - Measuring forecast uncertainty : A review with evaluation based on a macro model of the French economy (RePEc:eee:intfor:v:3:y:1987:i:2:p:211-227)
by Bianchi, Carlo & Calzolari, Giorgio & Brillet, Jean-Louis - Mode predictors in nonlinear systems with identities (RePEc:eee:intfor:v:6:y:1990:i:3:p:317-326)
by Calzolari, Giorgio & Panattoni, Lorenzo - Indirect Estimation of Just-Identified Models with Control Variates (RePEc:fir:econom:quaderno46)
by Giorgio Calzolari & F. Di Iorio & G. Fiorentini - Alternative Simulation-Based Estimators of Logit Models with Random Effects (RePEc:fir:econom:quaderno48)
by Giorgio Calzolari & F. Mealli & C. Rampichini - Indirect estimation of alpha-stable distributions and processes (RePEc:fir:econom:wp2004_07)
by Marco J. Lombardi & Giorgio Calzolari - Indirect estimation of alpha-stable stochastic volatility models (RePEc:fir:econom:wp2006_07)
by Marco Lombardi & Giorgio Calzolari - The Method of Simulated Scores for Estimating Multinormal Regression Models with Missing Values (RePEc:fir:econom:wp2010_01)
by Giorgio Calzolari & Laura Neri - Self-Selection and Direct Estimation of Across-Regime Correlation Parameter (RePEc:fir:econom:wp2014_04)
by Giorgio Calzolari & Antonino Di Pino - Alternative estimating procedures for multiple membership logit models with mixed effects: indirect inference and data cloning (RePEc:fir:econom:wp2014_07)
by Anna Gottard & Giorgio Calzolari - Indirect estimation and econometrics exams: how to live a round life (RePEc:fir:econom:wp2015_01)
by Giorgio Calzolari - Constrained EMM and Indirect Inference Estimation (RePEc:fth:cemfdt:0005)
by Calzolari, G. & Fiorentini, G. & Sentana, E. - The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality (RePEc:fth:cemfdt:0007)
by Fiorentini, G. & Sentana, E. & Calzolari, G. - Analytic Derivatives and the Computation of Garch Estimates (RePEc:fth:cemfdt:9519)
by Fiorentini,G. & Calzolari,G. & Panattoni,L. - The One-Period Forecast Errors in Nonlinear Econometric Models (RePEc:ier:iecrev:v:21:y:1980:i:1:p:201-08)
by Bianchi, Carlo & Calzolari, Giorgio - A tobit model with garch errors (RePEc:ivi:wpasad:1997-13)
by Gabriele Fiorentini & Giorgio Calzolari - - Control Variates For Variance Reduction In Indirect Inference: Interest Rate Models In Continuous Time (RePEc:ivi:wpasad:1998-09)
by Gabriele Fiorentini & Francesca Di Iorio & Giorgio Calzolari - Constrained Emm And Indirect Inference Estimation (RePEc:ivi:wpasad:2000-26)
by Gabriele Fiorentini & Enrique Sentana & Giorgio Calzolari - The Score Of Conditionally Heteroskedastic Dynamic Regression Models With Student T Innovations, An Lm Test For Multivariate Normality (RePEc:ivi:wpasad:2000-33)
by Gabriele Fiorentini & Enrique Sentana & Giorgio Calzolari - Analytic Derivatives and the Computation of GARCH Estimates (RePEc:jae:japmet:v:11:y:1996:i:4:p:399-417)
by Fiorentini, Gabriele & Calzolari, Giorgio & Panattoni, Lorenzo - Alternative Specifications of the Error Process in the Stochastic Simulation of Econometric Models (RePEc:jae:japmet:v:5:y:1990:i:2:p:137-50)
by Sterbenz, Frederic P & Calzolari, Giorgio - Indirect Estimation of α-Stable Garch Models (RePEc:knz:dpteco:1231)
by Giorgio Calzolari & Roxana Halbleib & Alessandro Parrini - Estimating Stable Factor Models By Indirect Inference (RePEc:knz:dpteco:1425)
by Giorgio Calzolari & Roxana Halbleib - Indirect inference and variance reduction using control variates (RePEc:mtn:ancoec:2001:104)
by Giorgio Calzolari & Francesca Di Iorio & Gabriele Fiorentini - A Latent Factor Model for Forecasting Realized Variances
[Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk] (RePEc:oup:jfinec:v:19:y:2021:i:5:p:860-909.)
by Giorgio Calzolari & Roxana Halbleib & Aygul Zagidullina - Constrained Indirect Estimation (RePEc:oup:restud:v:71:y:2004:i:4:p:945-973)
by Giorgio Calzolari & Gabriele Fiorentini & Enrique Sentana - Stochastic simulation as a validation tool for econometric models (RePEc:pra:mprapa:21226)
by Calzolari, Giorgio & Corsi, Paolo - Divergences in the results of stochastic and deterministic simulation of an Italian non linear econometric model (RePEc:pra:mprapa:21287)
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo - Finite sample performance of the robust Wald test in simultaneous equation systems (RePEc:pra:mprapa:22557)
by Calzolari, Giorgio & Panattoni, Lorenzo - Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods (RePEc:pra:mprapa:22559)
by Bianchi, Carlo & Calzolari, Giorgio - Analyse et mesure de l'incertitude en prevision d'un modele econometrique. Application au modele mini-DMS
[Analysis and measurement of forecast uncertainty in an econometric model. Application to m (RePEc:pra:mprapa:22565)
by Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio - Estimating variances and covariances in a censored regression model (RePEc:pra:mprapa:22598)
by Calzolari, Giorgio & Fiorentini, Gabriele - Standard errors of forecasts in dynamic simulation of nonlinear econometric models: some empirical results (RePEc:pra:mprapa:22657)
by Bianchi, Carlo & Calzolari, Giorgio - Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana
[2SLS with principal components: estimation of a nonlinear model of the Italian economy] (RePEc:pra:mprapa:22665)
by Bianchi, Carlo & Calzolari, Giorgio & Sartori, Franco - Aggiornamento del modello al 1974 e nuove simulazioni
[Updating the model and new simulations for 1974] (RePEc:pra:mprapa:22677)
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Sartori, Franco & Specioso, Isidoro - Standard errors of multipliers and forecasts from structural coefficients with block-diagonal covariance matrix (RePEc:pra:mprapa:22678)
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo - Some results on the stochastic simulation of a nonlinear model of the Italian economy (RePEc:pra:mprapa:22684)
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo - Interactive management for time series (RePEc:pra:mprapa:22693)
by Calzolari, Giorgio - Simulation properties of alternative methods of estimation: an application to a model of the Italian economy (RePEc:pra:mprapa:22965)
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo - Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy (RePEc:pra:mprapa:22966)
by Bianchi, Carlo & Calzolari, Giorgio & Cleur, Eugene M. - Indirect estimation of Markov switching models with endogenous switching (RePEc:pra:mprapa:22983)
by Otranto, Edoardo & Calzolari, Giorgio & Di Iorio, Francesca - Individual wage and reservation wage: efficient estimation of a simultaneous equation model with endogenous limited dependent variables (RePEc:pra:mprapa:22984)
by Calzolari, Giorgio & Di Pino, Antonino - Simulation-based estimation of Tobit model with random effects (RePEc:pra:mprapa:22985)
by Calzolari, Giorgio & Magazzini, Laura & Mealli, Fabrizia - Imputation of continuous variables missing at random using the method of simulated scores (RePEc:pra:mprapa:22986)
by Calzolari, Giorgio & Neri, Laura - Interactive management of time series (RePEc:pra:mprapa:23061)
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paoli - Utilizing a program loaded into the user program area to load another module in the same user program area (RePEc:pra:mprapa:23062)
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo - User defined functions and operators (RePEc:pra:mprapa:23063)
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo - Stochastic simulation: a package for Monte Carlo experiments on econometric models (RePEc:pra:mprapa:23073)
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo - Condensed version of the OECD foreign trade by commodities tapes (RePEc:pra:mprapa:23074)
by Bianchi, Carlo & Calzolari, Giorgio - Control variates for variance reduction in indirect inference: interest rate models in continuous time (RePEc:pra:mprapa:23160)
by Calzolari, Giorgio & Di Iorio, Francesca & Fiorentini, Gabriele - Alternative estimates of the Klein-I model (RePEc:pra:mprapa:23337)
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo - Stochastic simulation and dynamic properties of the new version of the Italian model (RePEc:pra:mprapa:23355)
by Bianchi, Carlo & Calzolari, Giorgio & Cleur, Eugene M. & Gambetta, Guido & Stagni, Anna & Sterbenz, Frederic - La varianza delle previsioni nei modelli econometrici
[Forecast variance in econometric models] (RePEc:pra:mprapa:23866)
by Calzolari, Giorgio - A trade-off criterion for evaluating effectiveness and reliability of alternative policy actions (RePEc:pra:mprapa:23869)
by Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio - Il problema della coerenza delle previsioni nei modelli econometrici non lineari
[The coherency problem when forecasting with nonlinear econometric models] (RePEc:pra:mprapa:23904)
by Calzolari, Giorgio & Panattoni, Lorenzo - The behavior of trust-region methods in FIML estimation (RePEc:pra:mprapa:24122)
by Weihs, Claus & Calzolari, Giorgio & Panattoni, Lorenzo - Stima delle equazioni simultanee non-lineari: una rassegna
[Estimation of nonlinear simultaneous equations: a survey] (RePEc:pra:mprapa:24123)
by Calzolari, Giorgio - A package for analytic simulation of econometric models (RePEc:pra:mprapa:24134)
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo - 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) (RePEc:pra:mprapa:24137)
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo - Generation and testing of pseudo-random numbers to be used in the stochastic simulation of econometric models (RePEc:pra:mprapa:24172)
by Calzolari, Giorgio & Ciriani, Tito A. & Corsi, Paolo - Stochastic simulation of econometric models: installation procedures and user's instructions (RePEc:pra:mprapa:24173)
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo - Asymptotic properties of dynamic multipliers in nonlinear econometric models (RePEc:pra:mprapa:24401)
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Panattoni, Lorenzo - A simulation approach to some dynamic properties of econometric models (RePEc:pra:mprapa:24421)
by Bianchi, Carlo & Calzolari, Giorgio - Analisi e simulazione stocastica di un modello aggregato dell'economia italiana 1952-1971
[Analysis and stochastic simulation of a macro model of the Italian economy 1952-1971] (RePEc:pra:mprapa:24423)
by Bianchi, Carlo & Calzolari, Giorgio & Ciriani, Tito A. & Corsi, Paolo & Cleur, Eugene M. & Sitzia, Bruno & Romagnoli, Gian C. - Variance reduction with Monte Carlo estimates of error rates in multivariate classification (RePEc:pra:mprapa:24425)
by Weihs, Claus & Calzolari, Giorgio & Roehl, Michael C. - Conditional heteroskedasticity in nonlinear simultaneous equations (RePEc:pra:mprapa:24428)
by Calzolari, Giorgio & Fiorentini, Gabriele - Alternative estimators of the covariance matrix in GARCH models (RePEc:pra:mprapa:24433)
by Calzolari, Giorgio & Fiorentini, Gabriele & Panattoni, Lorenzo - IMTS: un linguaggio per la gestione dell'archivio delle serie storiche
[IMTS: a programming language to manage the time series data base] (RePEc:pra:mprapa:24439)
by Calzolari, Giorgio - Simulation of a nonlinear econometric model (RePEc:pra:mprapa:24440)
by Bianchi, Carlo & Calzolari, Giorgio - Stochastic simulation experiments on Model 5 of Bonn University (RePEc:pra:mprapa:24456)
by Calzolari, Giorgio - The asymptotic distribution of power spectra in dynamic econometric models (RePEc:pra:mprapa:24460)
by Calzolari, Giorgio - The deterministic simulation bias in the Klein-Goldberger model (RePEc:pra:mprapa:24461)
by Calzolari, Giorgio - The asymptotic distribution of impact multipliers for a non-linear structural econometric model (RePEc:pra:mprapa:24537)
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo - Monte Carlo methods in econometrics: a package for the stochastic simulation (RePEc:pra:mprapa:24538)
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo - Interactive management of time series (RePEc:pra:mprapa:24539)
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo - Forecast variance in simultaneous equation models: analytic and Monte Carlo methods (RePEc:pra:mprapa:24541)
by Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio & Panattoni, Lorenzo - Gradient methods in FIML estimation of econometric models (RePEc:pra:mprapa:24843)
by Calzolari, Giorgio & Panattoni, Lorenzo - Simulation of interest rate options using ARCH (RePEc:pra:mprapa:24844)
by Bianchi, Carlo & Calzolari, Giorgio & Sterbenz, Frederic P. - Ven der Giessen's reordering algorithm in the program for stochastic simulation of econometric models (RePEc:pra:mprapa:24880)
by Bianchi, Carlo & Calzolari, Giorgio & Doret, Remi - DMS/2: un sistema per la soluzione e simulazione interattiva di modelli econometrici
[DMS/2: a system for interactive solution and simulation of econometric models] (RePEc:pra:mprapa:24881)
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo - Significance of the characteristic roots of linearized econometric models (RePEc:pra:mprapa:24882)
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Panattoni, Lorenzo - A manageable support for the O.E.C.D. data on foreign trade by commodities (RePEc:pra:mprapa:25923)
by Bianchi, Carlo & Calzolari, Giorgio & Lischi, Pierluigi - Coherent Forecast with Nonlinear Econometric Models (RePEc:pra:mprapa:28802)
by Calzolari, Giorgio & Panattoni, Lorenzo - A Simulation Study on FIML Covariance Matrix (RePEc:pra:mprapa:28804)
by Calzolari, Giorgio & Panattoni, Lorenzo - Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix (RePEc:pra:mprapa:28806)
by Calzolari, Giorgio & Panattoni, Lorenzo - Mode predictors in nonlinear systems with identities (RePEc:pra:mprapa:28845)
by Calzolari, Giorgio & Panattoni, Lorenzo - Uncertainty of policy recommendations for nonlinear econometric models: some empirical results (RePEc:pra:mprapa:28846)
by Calzolari, Giorgio & Bianchi, Carlo & Corsi, Paolo & Panattoni, Lorenzo - Hessian and approximated Hessian matrices in maximum likelihood estimation: a Monte Carlo study (RePEc:pra:mprapa:28847)
by Calzolari, Giorgio & Panattoni, Lorenzo - Stochastic simulation of an aggregated model of the Italian economy: methodological and empirical aspects (RePEc:pra:mprapa:28944)
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Sitzia, Bruno - Instrumental variables interpretations of FIML and nonlinear FIML (RePEc:pra:mprapa:29024)
by Calzolari, Giorgio & Sampoli, Letizia - Confidence intervals of forecasts from nonlinear econometric models (RePEc:pra:mprapa:29025)
by Bianchi, Carlo & Calzolari, Giorgio - Effectiveness versus reliability of policy actions under government budget constraint: the case of France (RePEc:pra:mprapa:29055)
by Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio - Analysis and measurement of the uncertainty in Mini-Dms model for the French economy (RePEc:pra:mprapa:29056)
by Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio - Coherent optimal prediction with large nonlinear systems: an example based on a French model (RePEc:pra:mprapa:29057)
by Brillet, Jean-Louis & Calzolari, Giorgio & Panattoni, Lorenzo - Forecasts and constraints on policy actions: the reliability of alternative instruments (RePEc:pra:mprapa:29119)
by Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio - Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models (RePEc:pra:mprapa:29120)
by Bianchi, Carlo & Calzolari, Giorgio & Weihs, Claus - La varianza dell'errore di previsione nei modelli econometrici: applicazione ad un modello nonlineare dell'economia italiana
[The variance of forecast errors in econometric models: application to a (RePEc:pra:mprapa:29121)
by Bianchi, Carlo & Calzolari, Giorgio - Econometric notes (RePEc:pra:mprapa:36765)
by Calzolari, Giorgio - Econometric notes (RePEc:pra:mprapa:71440)
by Calzolari, Giorgio - Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks (RePEc:rim:rimwps:40_07)
by Gabriele Fiorentini & Giorgio Calzolari & Enrique Sentana - Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood (RePEc:spr:empeco:v:43:y:2012:i:1:p:145-152)
by Giorgio Calzolari & Laura Magazzini - Assessing individual skill influence on housework time of Italian women: an endogenous-switching approach (RePEc:spr:stmapp:v:32:y:2023:i:2:d:10.1007_s10260-022-00672-z)
by Giorgio Calzolari & Maria Gabriella Campolo & Antonino Pino & Laura Magazzini - A tobit model with garch errors (RePEc:taf:emetrv:v:17:y:1998:i:1:p:85-104)
by Giorgio Calzolari & Gabriele Fiorentini - Testing initial conditions in dynamic panel data models (RePEc:taf:emetrv:v:39:y:2019:i:2:p:115-134)
by Laura Magazzini & Giorgio Calzolari - Testing initial conditions in dynamic panel data models (RePEc:taf:emetrv:v:39:y:2020:i:2:p:115-134)
by Laura Magazzini & Giorgio Calzolari - Self-selection and direct estimation of across-regime correlation parameter (RePEc:taf:japsta:v:44:y:2017:i:12:p:2142-2160)
by Giorgio Calzolari & Antonino Di Pino - Maximum likelihood estimation of an across-regime correlation parameter (RePEc:tsj:stataj:v:21:y:2021:i:2:p:430-461)
by Giorgio Calzolari & Maria Gabriella Campolo & Antonino Di Pino & Laura Magazzini - A Lagrange multiplier test for the mean stationarity assumption in dynamic panel-data models (RePEc:tsj:stataj:v:23:y:2023:i:2:p:418-437)
by Laura Magazzini & Giorgio Calzolari - Moment Conditions and Neglected Endogeneity in Panel Data Models (RePEc:ver:wpaper:02/2011)
by Giorgio Calzolari & Laura Magazzini - Identification of linear panel data models when instruments are not available (RePEc:ver:wpaper:06/2012)
by Laura Magazzini & Giorgio Calzolari - Improving GMM efficiency in dynamic models for panel data with mean stationarity (RePEc:ver:wpaper:12/2014)
by Giorgio Calzolari & Laura Magazzini - A powerful test of mean stationarity in dynamic models for panel data: Monte Carlo evidence (RePEc:ver:wpaper:14/2013)
by Giorgio Calzolari & Laura Magazzini - Negative variance estimates in panel data models (RePEc:ver:wpaper:15/2010)
by Laura Magazzini & Giorgio Calzolari - Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood (RePEc:ver:wpaper:53/2009)
by Giorgio Calzolari & Laura Magazzini - Variance reduction with Monte Carlo estimates of error rates in multivariate classification (RePEc:zbw:sfb475:199944)
by Weihs, Claus & Calzolari, Giorgio & Röhl, Michael C.