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Control variates for variance...
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Fiorentini, Gabriele
11
Sentana, Enrique
8
Calzolari, Giorgio
7
Fiorentini, G.
5
Calzolari, G.
4
Di Iorio, Francesca
2
Planas, Christophe
2
Calzolari, Enrique
1
Fachin, Stefano
1
Iorio, F.Di
1
Leon, Angel
1
Lombardi, Marco J.
1
Magazzini, Laura
1
Maravall, A.
1
Panattoni, L.
1
Rossi, Alessandro
1
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Economics letters
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
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1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
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1
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1
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OLC EcoSci
ECONIS (ZBW)
260
RePEc
197
EconStor
13
BASE
4
Other ZBW resources
2
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1
Indirect inference and variance reduction using control variates
Calzolari, G.
;
Iorio, F.Di
;
Fiorentini, G.
- In:
Metron : international journal of statistics
59
(
2001
)
1-2
,
pp. 39-54
Persistent link: https://www.econbiz.de/10006563088
Saved in:
2
Alternative covariance estimators of the standard Tobit model
Calzolari, G.
;
Fiorentini, G.
- In:
Economics letters
42
(
1993
)
1
,
pp. 5-14
Persistent link: https://www.econbiz.de/10006806987
Saved in:
3
A Tobit Model with GARCH Errors
Calzolari, G.
;
Fiorentini, G.
- In:
Econometric reviews
17
(
1998
)
1
,
pp. 85-104
Persistent link: https://www.econbiz.de/10006920353
Saved in:
4
Analytic Derivatives and the Computation of GARCH Estimates
Fiorentini, G.
;
Calzolari, G.
;
Panattoni, L.
- In:
Journal of applied econometrics
11
(
1996
)
4
,
pp. 399-418
Persistent link: https://www.econbiz.de/10007004161
Saved in:
5
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/10006757217
Saved in:
6
Constrained Indirect Estimation
Calzolari, Giorgio
;
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
The review of economic studies
71
(
2004
)
249
,
pp. 945-974
Persistent link: https://www.econbiz.de/10007646286
Saved in:
7
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/10008109087
Saved in:
8
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. 10-26
Persistent link: https://www.econbiz.de/10008881139
Saved in:
9
A simple sieve bootstrap range test for poolability in dependent cointegrated panels
Di Iorio, Francesca
;
Fachin, Stefano
- In:
Economics letters
116
(
2012
)
2
,
pp. 154-157
Persistent link: https://www.econbiz.de/10009987116
Saved in:
10
Testing for Granger non-causality using the autoregressive metric
Di Iorio, Francesca
;
Triacca, Umberto
- In:
Economic modelling
33
(
2013
),
pp. 120-125
Persistent link: https://www.econbiz.de/10010161365
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