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Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood
Calzolari, Giorgio; Magazzini, Laura - In: Empirical economics : a journal of the Institute for … 43 (2012) 1, pp. 145-153
Persistent link: https://www.econbiz.de/10009993167
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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/10006757217
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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/10008109087
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Indirect Estimation of α-Stable Distributions and Processes
Lombardi, Marco J.; Calzolari, Giorgio - In: The econometrics journal 11 (2008) 1, pp. 193-208
Persistent link: https://www.econbiz.de/10007916426
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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
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A Curious Result on Exact FIML and Instrumental Variables
Calzolari, Giorgio; Sampoli, Letizia - In: Econometric theory 9 (1993) 2, pp. 296-310
Persistent link: https://www.econbiz.de/10007019309
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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. 10-26
Persistent link: https://www.econbiz.de/10008881139