8
H index
7
i10 index
520
Citations
Giorgio Calzolari : Citation Profile
Università degli Studi di Firenze | RESEARCH PRODUCTION: 39 Articles 103 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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50 years (1973 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Giorgio Calzolari. | Is cited by:
| Cites to:
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Main data
Where Giorgio Calzolari has published?
| Journals with more than one article published | # docs |
|---|---|
| Econometrica | 6 |
| Economics Letters | 6 |
| Journal of Econometrics | 4 |
| Computational Statistics & Data Analysis | 3 |
| Econometric Reviews | 3 |
| International Journal of Forecasting | 2 |
| Journal of Applied Econometrics | 2 |
| Stata Journal | 2 |
Recent works citing Giorgio Calzolari (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278. Full description at Econpapers || Download paper |
| 2024 | Sequential monitoring for explosive volatility regimes. (2024). Wang, Shixuan ; Trapani, Lorenzo ; Horvath, Lajos. In: Papers. RePEc:arx:papers:2404.17885. Full description at Econpapers || Download paper |
| 2023 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359. Full description at Econpapers || Download paper |
| 2023 | A dynamic conditional score model for the log correlation matrix. (2023). Wang, Linqi ; Hafner, Christian M. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002153. Full description at Econpapers || Download paper |
| 2024 | Observation-driven filtering of time-varying parameters using moment conditions. (2024). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew ; Zamojski, Marcin. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003512. Full description at Econpapers || Download paper |
| 2024 | Mining the factor zoo: Estimation of latent factor models with sufficient proxies. (2024). Song, Rui ; Lu, Wenbin ; Li, Yingying ; Wan, Runzhe. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000179. Full description at Econpapers || Download paper |
| 2023 | Feasible Panel GARCH Models: Variance-Targeting Estimation and Empirical Application. (2023). Asai, Manabu. In: Econometrics and Statistics. RePEc:eee:ecosta:v:25:y:2023:i:c:p:23-38. Full description at Econpapers || Download paper |
| 2023 | The short- and long-run effects of medical malpractice lawsuits on medical spending and hospital operations in China. (2023). Yi, Junjian ; Liu, Gordon ; Zhao, Shaoyang ; Yuan, YE. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:51:y:2023:i:4:p:1142-1161. Full description at Econpapers || Download paper |
| 2023 | Spillovers between positively and negatively affected service sectors from the COVID-19 health crisis: Implications for portfolio management. (2023). Yousaf, Imran ; Makram, Beljid ; Al-Nassar, Nassar S. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000756. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | The Relationship between Urbanization and Consumption Upgrading of Rural Residents under the Sustainable Development: An Empirical Study Based on Mediation Effect and Threshold Effect. (2023). Gao, Kuo ; Shao, Xinxin ; Le, Xiaobing. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:8426-:d:1152995. Full description at Econpapers || Download paper |
| 2024 | The impact of G7 trade policies on economic development in Africa. (2024). Wolf, Moritz. In: Jena Economics Research Papers. RePEc:jrp:jrpwrp:2024-005. Full description at Econpapers || Download paper |
| 2024 | The Relationship Between Saving, Profit Rates and Business Cycles. (2019). Berberolu, Cafer Necat ; Kilin, Efe Can. In: Sosyoekonomi Journal. RePEc:sos:sosjrn:190208. Full description at Econpapers || Download paper |
Works by Giorgio Calzolari:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | Sequential Estimation of Multivariate Factor Stochastic Volatility Models In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 156 |
| 2000 | The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality..(2000) In: Centro de Estudios Monetarios Y Financieros-. [Citation analysis] This paper has nother version. Agregated cites: 156 | paper | |
| 2000 | THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY.(2000) In: Working Papers. Serie AD. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 156 | paper | |
| 1995 | Analytic Derivatives and the Computation of GARCH Estimates In: Working Papers. [Citation analysis] | paper | 86 |
| 1995 | Analytic Derivatives and the Computation of Garch Estimates..(1995) In: Centro de Estudios Monetarios Y Financieros-. [Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
| 1996 | Analytic Derivatives and the Computation of GARCH Estimates..(1996) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | article | |
| 2000 | Constrained EMM and Indirect Inference Estimation. Versión Revisada In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2000 | The Score of Conditionally Heteroskedastic Dynamic Regression Models with Student t Innovations, and an LM Test for Multivariate Normality.Versión Revisada In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models In: Working Papers. [Full Text][Citation analysis] | paper | 28 |
| 2004 | On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models.(2004) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
| 2004 | Indirect Estimation of Conditionally Heteroskedastic Factor Models In: Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 1993 | A Curious Result on Exact FIML and Instrumental Variables In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
| 1978 | A Program for Stochastic Simulation of Econometric Models. In: Econometrica. [Full Text][Citation analysis] | article | 4 |
| 1979 | A Note on the Numerical Results by Goldberger, Nagar, and Odeh. In: Econometrica. [Full Text][Citation analysis] | article | 0 |
| 1981 | A Note on the Variance of Ex-Post Forecasts in Econometric Models. In: Econometrica. [Full Text][Citation analysis] | article | 8 |
| 1986 | Control Variates to Estimate the Reduced Form Variances in Econometric Models. In: Econometrica. [Full Text][Citation analysis] | article | 1 |
| 1987 | Forecast Variance in Dynamic Simulation of Simultaneous Equation Models. In: Econometrica. [Full Text][Citation analysis] | article | 1 |
| 1988 | Alternative Estimators of FIML Covariance Matrix: A Monte Carlo Stud y. In: Econometrica. [Full Text][Citation analysis] | article | 3 |
| 1998 | Control variates for variance reduction in indirect inference: Interest rate models in continuous time In: Econometrics Journal. [Citation analysis] | article | 5 |
| 1998 | - CONTROL VARIATES FOR VARIANCE REDUCTION IN INDIRECT INFERENCE: INTEREST RATE MODELS IN CONTINUOUS TIME.(1998) In: Working Papers. Serie AD. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 1996 | Control variates for variance reduction in indirect inference: interest rate models in continuous time.(1996) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2006 | Discontinuities in indirect estimation: An application to EAR models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
| 2009 | Indirect estimation of [alpha]-stable stochastic volatility models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 8 |
| 2006 | Indirect estimation of alpha-stable stochastic volatility models.(2006) In: Econometrics Working Papers Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2014 | Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 7 |
| 2014 | Estimating Stable Factor Models By Indirect Inference.(2014) In: Working Paper Series of the Department of Economics, University of Konstanz. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 1983 | Asymptotic distribution of power spectra and peak frequencies in the stochastic response of econometric models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 1983 | Asymptotic standard errors of point elasticities calculated from simultaneous equation systems In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1979 | A Monte Carlo approach to compute the asymptotic standard errors of dynamic multipliers In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1993 | Alternative covariance estimators of the standard Tobit model In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 1979 | On the stability of the Klein-I model In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1979 | Antithetic variates to estimate the simulation bias in non-linear models In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
| 2008 | Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 32 |
| 2007 | Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks.(2007) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 1981 | Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2018 | Estimating stable latent factor models by indirect inference In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
| 1987 | Computational efficiency of FIML estimation In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 1987 | Measuring forecast uncertainty : A review with evaluation based on a macro model of the French economy In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
| 1987 | Forecast variance in simultaneous equation models: analytic and Monte Carlo methods.(1987) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1990 | Mode predictors in nonlinear systems with identities In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
| 1988 | Il problema della coerenza delle previsioni nei modelli econometrici non lineari.(1988) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1988 | Coherent Forecast with Nonlinear Econometric Models.(1988) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1988 | Mode predictors in nonlinear systems with identities.(1988) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1999 | Indirect Estimation of Just-Identified Models with Control Variates In: Econometrics Working Papers Archive. [Full Text][Citation analysis] | paper | 2 |
| 2001 | Alternative Simulation-Based Estimators of Logit Models with Random Effects In: Econometrics Working Papers Archive. [Full Text][Citation analysis] | paper | 1 |
| 2004 | Indirect estimation of alpha-stable distributions and processes. In: Econometrics Working Papers Archive. [Full Text][Citation analysis] | paper | 2 |
| 2010 | The Method of Simulated Scores for Estimating Multinormal Regression Models with Missing Values In: Econometrics Working Papers Archive. [Full Text][Citation analysis] | paper | 1 |
| 2002 | Imputation of continuous variables missing at random using the method of simulated scores.(2002) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2014 | Self-Selection and Direct Estimation of Across-Regime Correlation Parameter In: Econometrics Working Papers Archive. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Individual wage and reservation wage: efficient estimation of a simultaneous equation model with endogenous limited dependent variables.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | Self-selection and direct estimation of across-regime correlation parameter.(2017) In: Journal of Applied Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2014 | Alternative estimating procedures for multiple membership logit models with mixed effects: indirect inference and data cloning In: Econometrics Working Papers Archive. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Indirect estimation and econometrics exams: how to live a round life In: Econometrics Working Papers Archive. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Constrained EMM and Indirect Inference Estimation. In: Centro de Estudios Monetarios Y Financieros-. [Citation analysis] | paper | 3 |
| 2000 | CONSTRAINED EMM AND INDIRECT INFERENCE ESTIMATION.(2000) In: Working Papers. Serie AD. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 1980 | The One-Period Forecast Errors in Nonlinear Econometric Models. In: International Economic Review. [Full Text][Citation analysis] | article | 6 |
| 1997 | A tobit model with garch errors In: Working Papers. Serie AD. [Full Text][Citation analysis] | paper | 16 |
| 1998 | A tobit model with garch errors.(1998) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 1990 | Alternative Specifications of the Error Process in the Stochastic Simulation of Econometric Models. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2001 | Indirect inference and variance reduction using control variates In: Metron - International Journal of Statistics. [Full Text][Citation analysis] | article | 0 |
| 2021 | A Latent Factor Model for Forecasting Realized Variances* In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2004 | Constrained Indirect Estimation In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 51 |
| 1977 | Stochastic simulation as a validation tool for econometric models In: MPRA Paper. [Full Text][Citation analysis] | paper | 6 |
| 1976 | Divergences in the results of stochastic and deterministic simulation of an Italian non linear econometric model In: MPRA Paper. [Full Text][Citation analysis] | paper | 8 |
| 1987 | Finite sample performance of the robust Wald test in simultaneous equation systems In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1982 | Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
| 1984 | Analyse et mesure de lincertitude en prevision dun modele econometrique. Application au modele mini-DMS In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1993 | Estimating variances and covariances in a censored regression model In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1983 | Standard errors of forecasts in dynamic simulation of nonlinear econometric models: some empirical results In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1982 | Stime 2SLS con componenti principali di un modello non lineare dell economia italiana In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1975 | Aggiornamento del modello al 1974 e nuove simulazioni In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1981 | Standard errors of multipliers and forecasts from structural coefficients with block-diagonal covariance matrix In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 1979 | Some results on the stochastic simulation of a nonlinear model of the Italian economy In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1974 | Interactive management for time series In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1974 | Interactive management of time series.(1974) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1974 | Interactive management of time series.(1974) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1976 | Simulation properties of alternative methods of estimation: an application to a model of the Italian economy In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1978 | Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2005 | Indirect estimation of Markov switching models with endogenous switching In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Simulation-based estimation of Tobit model with random effects In: MPRA Paper. [Full Text][Citation analysis] | paper | 5 |
| 1976 | Utilizing a program loaded into the user program area to load another module in the same user program area In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1976 | User defined functions and operators In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1978 | Stochastic simulation: a package for Monte Carlo experiments on econometric models In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1979 | Condensed version of the OECD foreign trade by commodities tapes In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1981 | Alternative estimates of the Klein-I model In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1978 | Stochastic simulation and dynamic properties of the new version of the Italian model In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1987 | La varianza delle previsioni nei modelli econometrici In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1988 | A trade-off criterion for evaluating effectiveness and reliability of alternative policy actions In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1987 | The behavior of trust-region methods in FIML estimation In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1992 | Stima delle equazioni simultanee non-lineari: una rassegna In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1979 | A package for analytic simulation of econometric models In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1979 | 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) In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1976 | Generation and testing of pseudo-random numbers to be used in the stochastic simulation of econometric models In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1978 | Stochastic simulation of econometric models: installation procedures and users instructions In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1985 | Asymptotic properties of dynamic multipliers in nonlinear econometric models In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1980 | A simulation approach to some dynamic properties of econometric models In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1976 | Analisi e simulazione stocastica di un modello aggregato delleconomia italiana 1952-1971 In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Variance reduction with Monte Carlo estimates of error rates in multivariate classification In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Variance reduction with Monte Carlo estimates of error rates in multivariate classification.(1999) In: Technical Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1994 | Conditional heteroskedasticity in nonlinear simultaneous equations In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 1993 | Alternative estimators of the covariance matrix in GARCH models In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
| 1973 | IMTS: un linguaggio per la gestione dellarchivio delle serie storiche In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1980 | Simulation of a nonlinear econometric model In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1979 | Stochastic simulation experiments on Model 5 of Bonn University In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1979 | The asymptotic distribution of power spectra in dynamic econometric models In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1979 | The deterministic simulation bias in the Klein-Goldberger model In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1979 | The asymptotic distribution of impact multipliers for a non-linear structural econometric model, In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1976 | Monte Carlo methods in econometrics: a package for the stochastic simulation In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1985 | Gradient methods in FIML estimation of econometric models In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1991 | Simulation of interest rate options using ARCH In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1978 | Ven der Giessens reordering algorithm in the program for stochastic simulation of econometric models In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1975 | DMS/2: un sistema per la soluzione e simulazione interattiva di modelli econometrici In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1980 | Significance of the characteristic roots of linearized econometric models In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1978 | A manageable support for the O.E.C.D. data on foreign trade by commodities In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1984 | A Simulation Study on FIML Covariance Matrix In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1984 | Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1982 | Uncertainty of policy recommendations for nonlinear econometric models: some empirical results In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1983 | Hessian and approximated Hessian matrices in maximum likelihood estimation: a Monte Carlo study In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 1976 | Stochastic simulation of an aggregated model of the Italian economy: methodological and empirical aspects In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1989 | Instrumental variables interpretations of FIML and nonlinear FIML In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1983 | Confidence intervals of forecasts from nonlinear econometric models In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1985 | Effectiveness versus reliability of policy actions under government budget constraint: the case of France In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1983 | Analysis and measurement of the uncertainty in Mini-Dms model for the French economy In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1986 | Coherent optimal prediction with large nonlinear systems: an example based on a French model In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 1986 | Forecasts and constraints on policy actions: the reliability of alternative instruments In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1986 | Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 1978 | La varianza dellerrore di previsione nei modelli econometrici: applicazione ad un modello nonlineare delleconomia italiana In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Econometric notes In: MPRA Paper. [Full Text][Citation analysis] | paper | 6 |
| 2012 | Econometric notes.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2012 | Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood In: Empirical Economics. [Full Text][Citation analysis] | article | 4 |
| 2009 | Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2023 | Assessing individual skill influence on housework time of Italian women: an endogenous-switching approach In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 0 |
| 2019 | Testing initial conditions in dynamic panel data models In: Econometric Reviews. [Full Text][Citation analysis] | article | 2 |
| 2020 | Testing initial conditions in dynamic panel data models.(2020) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2021 | Maximum likelihood estimation of an across-regime correlation parameter In: Stata Journal. [Full Text][Citation analysis] | article | 0 |
| 2023 | A Lagrange multiplier test for the mean stationarity assumption in dynamic panel-data models In: Stata Journal. [Full Text][Citation analysis] | article | 1 |
| 2011 | Moment Conditions and Neglected Endogeneity in Panel Data Models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Identification of linear panel data models when instruments are not available In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Improving GMM efficiency in dynamic models for panel data with mean stationarity In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | A powerful test of mean stationarity in dynamic models for panel data: Monte Carlo evidence In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Negative variance estimates in panel data models In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
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