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On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models

Fiorentini, Gabriele; Sentana, Enrique; Calzolari, Giorgio - In: Economics Letters 83 (2004) 3, pp. 307-312

Persistent link: https://www.econbiz.de/10005307644

Alternative covariance estimators of the standard Tobit model

Calzolari, Giorgio; Fiorentini, Gabriele - In: Economics Letters 42 (1993) 1, pp. 5-13

Persistent link: https://www.econbiz.de/10005159150

A simple sieve bootstrap range test for poolability in dependent cointegrated panels

Di Iorio, Francesca; Fachin, Stefano - In: Economics Letters 116 (2012) 2, pp. 154-156

We develop a sieve bootstrap range test for poolability of cointegrating regressions in dependent panels and evaluate by simulation its performances. The test seems to have good size and power properties even with small cross-sections, moderate time samples, and low heterogeneity.

Persistent link: https://www.econbiz.de/10011041703

A Monte Carlo approach to compute the asymptotic standard errors of dynamic multipliers

Bianchi, Carlo; Calzolari, Giorgio; Corsi, Paolo - In: Economics Letters 2 (1979) 2, pp. 161-164

Persistent link: https://www.econbiz.de/10005296321

Antithetic variates to estimate the simulation bias in non-linear models

Calzolari, Giorgio - In: Economics Letters 4 (1979) 4, pp. 323-328

Persistent link: https://www.econbiz.de/10005270220

On the stability of the Klein-I model

Bianchi, Carlo; Calzolari, Giorgio; Corsi, Paolo - In: Economics Letters 4 (1979) 1, pp. 33-35

Persistent link: https://www.econbiz.de/10005275502

Asymptotic standard errors of point elasticities calculated from simultaneous equation systems

Calzolari, Giorgio - In: Economics Letters 11 (1983) 3, pp. 237-244

Persistent link: https://www.econbiz.de/10005275525