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Asymptotic standard errors of point elasticities calculated from simultaneous equation systems
Calzolari, Giorgio - In: Economics letters 11 (1983) 3, pp. 237-244
Persistent link: https://www.econbiz.de/10001973736
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A note on the variance of ex-post forecasts in econometric models
Calzolari, Giorgio - In: Econometrica : journal of the Econometric Society, an … 49 (1981) 6, pp. 1593-1595
Persistent link: https://www.econbiz.de/10001973740
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Variance reduction with Monte Carlo estimates of error rates in multivariate classification
Weihs, Claus; Calzolari, Giorgio; Röhl, Michael C. - 1999
In this paper, control variates are proposed to speed up Monte Carlo Simulations to estimate expected error rates in multivariate classification.
Persistent link: https://www.econbiz.de/10010316538
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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 Tobit model with GARCH errors
Calzolari, Giorgio; Fiorentini, Gabriele - 1997 - 1. ed
Persistent link: https://www.econbiz.de/10000960186
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Indirect estimation of α-stable distributions and processes
Lombardi, Marco; Calzolari, Giorgio - In: The econometrics journal 11 (2008) 1, pp. 193-208
Persistent link: https://www.econbiz.de/10003648683
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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/10003778191
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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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Indirect estimation of conditionally heteroskedastic factor models
Sentana, Enrique; Calzolari, Giorgio; Fiorentini, Gabriele - 2004
Persistent link: https://www.econbiz.de/10002506337
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Variance reduction with Monte Carlo estimates of error rates in multivariate classification
Weihs, Claus; Calzolari, Giorgio; Röhl, Michael Claus - 1999
Persistent link: https://www.econbiz.de/10009789908