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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
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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
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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
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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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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; Calzolari, Giorgio; Panattoni, Lorenzo - 1995
Persistent link: https://www.econbiz.de/10000924232