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Conditional heteroskedasticity in nonlinear simultaneous equations
Calzolari, Giorgio; Fiorentini, Gabriele - 1994
Persistent link: https://www.econbiz.de/10000912426
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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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Control variates for variance reduction in indirect inference : interest rate models in continuous time
Calzolari, Giorgio; Di Iorio, Francesca; Fiorentini, … - 1998 - 1. ed
Persistent link: https://www.econbiz.de/10000985961
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Analytic derivatives and the computation of GARCH estimates
Fiorentini, Gabriele; Calzolari, Giorgio; Panattoni, Lorenzo - 1995
Persistent link: https://www.econbiz.de/10000924232
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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 curious result on exact FIML and instrumental variables
Calzolari, Giorgio - In: Econometric theory 9 (1993) 2, pp. 296-309
Persistent link: https://www.econbiz.de/10001143723
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Alternative estimators of FIML covariance matrix : a Monte Carlo study
Calzolari, Giorgio - In: Econometrica : journal of the Econometric Society, an … 56 (1988) 3, pp. 701-714
Persistent link: https://www.econbiz.de/10001047009
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Alternative covariance estimators of the standard Tobit model
Calzolari, Giorgio - In: Economics letters 42 (1993) 1, pp. 5-13
Persistent link: https://www.econbiz.de/10001149240
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Analytic derivatives and the computation of GARCH estimates
Fiorentini, Gabriele - In: Journal of applied econometrics 11 (1996) 4, pp. 399-417
Persistent link: https://www.econbiz.de/10001202516
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A Tobit model with GARCH errors
Calzolari, Giorgio - In: Econometric reviews 17 (1998) 1, pp. 85-104
Persistent link: https://www.econbiz.de/10001237556