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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
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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
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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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Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models
Bianchi, Carlo; Calzolari, Giorgio; Corsi, Paolo - In: Journal of econometrics 16 (1981) 3, pp. 277-294
Persistent link: https://www.econbiz.de/10001915685
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A Monte Carlo approach to compute the asymptotic standard errors of dynamic multipliers
Bianchi, Carlo; Calzolari, Giorgio; Corsi, Paolo - In: Economics letters 2 (1979) 2, pp. 161-164
Persistent link: https://www.econbiz.de/10001915700
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On the stability of the Klein-I model
Bianchi, Carlo; Calzolari, Giorgio; Corsi, Paolo - In: Economics letters 4 (1979) 1, pp. 33-35
Persistent link: https://www.econbiz.de/10001915732
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Some results on the stochastic simulation of a nonlinear model of the Italian economy
Bianchi, Carlo; Calzolari, Giorgio; Corsi, Paolo - In: Models and decision making in national economies : …, (pp. 411-418). 1979
Persistent link: https://www.econbiz.de/10001915769
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Standard errors of forecasts in dynamic simulation of nonlinear econometric models : some empirical results
Bianchi, Carlo; Calzolari, Giorgio - In: Time series analysis : theory and practice 3 (1982), pp. 177-198
Persistent link: https://www.econbiz.de/10001915789