Constrained Indirect Estimation.
- Published in:
- Review of Economic Studies, 2004, v. 71, n. 4, p. 945, doi. 10.1111/0034-6527.00310
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- Publication type:
- Article
Works by Calzolari, Giorgio
Results: 23
1
2
Econometrics exams and round numbers: Use or misuse of indirect estimation methods?
- Published in:
- Communications in Statistics: Simulation & Computation, 2019, v. 48, n. 1, p. 1, doi. 10.1080/03610918.2017.1348514
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- Publication type:
- Article
3
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models With Student t Innovations.
- Published in:
- Journal of Business & Economic Statistics, 2003, v. 21, n. 4, p. 532, doi. 10.1198/073500103288619232
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- Publication type:
- Article
4
A Lagrange multiplier test for the mean stationarity assumption in dynamic panel-data models.
- Published in:
- Stata Journal, 2023, v. 23, n. 2, p. 418, doi. 10.1177/1536867X231175276
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- Publication type:
- Article
5
Maximum likelihood estimation of an across-regime correlation parameter.
- Published in:
- Stata Journal, 2021, v. 21, n. 2, p. 430, doi. 10.1177/1536867X211025834
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- Publication type:
- Article
6
Self-selection and direct estimation of across-regime correlation parameter.
- Published in:
- Journal of Applied Statistics, 2017, v. 44, n. 12, p. 2142, doi. 10.1080/02664763.2016.1247789
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- Publication type:
- Article
7
ALTERNATIVE ESTIMATORS OF FILM COVARIANCE MATRIX: A MONTE CARLO STUDY.
- Published in:
- Econometrica, 1988, v. 56, n. 3, p. 701, doi. 10.2307/1911707
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- Publication type:
- Article
8
FORECAST VARIANCE IN DYNAMIC SIMULATION OF SIMULTANEOUS EQUATION MODELS.
- Published in:
- Econometrica, 1987, v. 55, n. 6, p. 1473, doi. 10.2307/1913569
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- Publication type:
- Article
9
CONTROL VARIATES TO ESTIMATE THE REDUCED FORM VARIANCES IN ECONOMETRIC MODELS.
- Published in:
- Econometrica, 1986, v. 54, n. 6, p. 1483, doi. 10.2307/1914310
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- Publication type:
- Article
10
A NOTE ON THE VARIANCE OF EX-POST FORECASTS IN ECONOMETRIC MODELS.
- Published in:
- Econometrica, 1981, v. 49, n. 6, p. 1593, doi. 10.2307/1911422
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- Publication type:
- Article
11
A NOTE ON THE NUMERICAL RESULTS BY GOLDBERGER, NAGAR AND ODEH.
- Published in:
- Econometrica, 1979, v. 47, n. 2, p. 505, doi. 10.2307/1914196
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- Publication type:
- Article
12
Assessing individual skill influence on housework time of Italian women: an endogenous-switching approach.
- Published in:
- Statistical Methods & Applications, 2023, v. 32, n. 2, p. 659, doi. 10.1007/s10260-022-00672-z
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- Publication type:
- Article
13
Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood.
- Published in:
- Empirical Economics, 2012, v. 43, n. 1, p. 145, doi. 10.1007/s00181-011-0487-7
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- Publication type:
- Article
14
Latent Factor Model for Forecasting Realized Variances*.
- Published in:
- Journal of Financial Econometrics, 2021, v. 19, n. 5, p. 860, doi. 10.1093/jjfinec/nbz036
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- Publication type:
- Article
15
Indirect Estimation of α-Stable Distributions and Processes.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 1, p. 193, doi. 10.1111/j.1368-423X.2008.00234.x
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- Publication type:
- Article
16
Control Variates for Variance Reduction in Indirect Inference: Interest Rate Models in Continuous Time.
- Published in:
- Econometrics Journal, 1998, v. 1, n. 1, p. 100, doi. 10.1111/1368-423X.11006
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- Publication type:
- Article
17
THE ONE-PERIOD FORECAST ERRORS IN NONLINEAR ECONOMETRIC MODELS.
- Published in:
- International Economic Review, 1980, v. 21, n. 1, p. 201, doi. 10.2307/2526248
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- Publication type:
- Article
18
Estimating multiple-membership logit models with mixed effects: indirect inference versus data cloning.
- Published in:
- Journal of Statistical Computation & Simulation, 2017, v. 87, n. 12, p. 2334, doi. 10.1080/00949655.2017.1331440
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- Publication type:
- Article
19
ANALYTIC DERIVATIVES AND THE COMPUTATION OF GARCH ESTIMATES.
- Published in:
- Journal of Applied Econometrics, 1996, v. 11, n. 4, p. 399, doi. 10.1002/(SICI)1099-1255(199607)11:4<399::AID-JAE401>3.0.CO;2-R
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- Publication type:
- Article
20
ALTERNATIVE SPECIFICATIONS OF THE ERROR PROCESS IN THE STOCHASTIC SIMULATION OF ECONOMETRIC MODELS.
- Published in:
- Journal of Applied Econometrics, 1990, v. 5, n. 2, p. 137, doi. 10.1002/jae.3950050203
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- Publication type:
- Article
21
Testing initial conditions in dynamic panel data models.
- Published in:
- Econometric Reviews, 2020, v. 39, n. 2, p. 115, doi. 10.1080/07474938.2019.1690194
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- Publication type:
- Article
22
A tobit model with garch errors.
- Published in:
- Econometric Reviews, 1998, v. 17, n. 1, p. 85, doi. 10.1080/07474939808800404
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- Publication type:
- Article
23
A Curious Result on Exact FIML and Instrumental Variables.
- Published in:
- Econometric Theory, 1993, v. 9, n. 2, p. 296, doi. 10.1017/S0266466600007556
- By:
- Publication type:
- Article