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Theorie
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7
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ECONIS (ZBW)
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1
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
Saved in:
2
Analytic derivatives and the computation of GARCH estimates
Fiorentini, Gabriele
;
Calzolari, Giorgio
;
Panattoni, Lorenzo
-
1995
Persistent link: https://www.econbiz.de/10000924232
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Constrained indirect inference estimation
Calzolari, Giorgio
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2001
Persistent link: https://www.econbiz.de/10001599297
Saved in:
6
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
Saved in:
7
Constrained EMM and indirect inference estimation
Calzolari, Giorgio
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2000
Persistent link: https://www.econbiz.de/10001486774
Saved in:
8
Control variates for variance reduction in indirect inference : interest rate models in continuous time
Calzolari, Giorgio
;
Di Iorio, Francesca
;
Fiorentini, …
- In:
The econometrics journal
1
(
1998
)
1
,
pp. 100-112
Persistent link: https://www.econbiz.de/10001443683
Saved in:
9
The score of conditionally heteroskedastic dynamic regression models with student t innovations, and an LM test for multivariate normality
Fiorentini, Gabriele
;
Sentana, Enrique
;
Calzolari, Giorgio
-
2000
Persistent link: https://www.econbiz.de/10001525130
Saved in:
10
A Tobit model with GARCH errors
Calzolari, Giorgio
- In:
Econometric reviews
17
(
1998
)
1
,
pp. 85-104
Persistent link: https://www.econbiz.de/10001237556
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