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Conditional heteroskedasticity in nonlinear simultaneous equations
Calzolari, Giorgio; Fiorentini, Gabriele - 1994
Persistent link: https://www.econbiz.de/10000151461
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A Tobit model with GARCH errors
Calzolari, Giorgio; Fiorentini, Gabriele - 1997 - 1. ed
Persistent link: https://www.econbiz.de/10000960186
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Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
Sentana, Enrique; Calzolari, Giorgio; Fiorentini, Gabriele - In: Journal of econometrics 146 (2008) 1, pp. 10-25
Persistent link: https://www.econbiz.de/10003778191
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Indirect estimation of conditionally heteroskedastic factor models
Sentana, Enrique; Calzolari, Giorgio; Fiorentini, Gabriele - 2004
Persistent link: https://www.econbiz.de/10002506337
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Constrained indirect estimation
Calzolari, Giorgio; Fiorentini, Gabriele - In: The review of economic studies 71 (2004) 4, pp. 945-973
Persistent link: https://www.econbiz.de/10002377654
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Constrained indirect inference estimation
Calzolari, Giorgio; Fiorentini, Gabriele; Sentana, Enrique - 2001
Persistent link: https://www.econbiz.de/10001599297
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On the validity of the jarque-bera normality test in conditionally heteroskedastic synamic regression models
Fiorentini, Gabriele; Sentana, Enrique; Calzolari, Giorgio - 2003
Persistent link: https://www.econbiz.de/10001747011
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Maximum likelihood estimation and inference in multivariate conditionally heteroscedastic dynamic regression models with student t innovations
Fiorentini, Gabriele; Sentana, Enrique; Calzolari, Giorgio - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 4, pp. 532-546
Persistent link: https://www.econbiz.de/10001807009
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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/10002049074
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Constrained EMM and indirect inference estimation
Calzolari, Giorgio; Fiorentini, Gabriele; Sentana, Enrique - 2000
Persistent link: https://www.econbiz.de/10001486774