Giorgio Calzolari

Available identifiers

zbMath Open calzolari.giorgioMaRDI QIDQ295687

List of research outcomes

Publication	Date of Publication	Type
Assessing individual skill influence on housework time of Italian women: an endogenous-switching approach	2023-07-27	Paper
Control variates for variance reduction in indirect inference: Interest rate models in continuous time	2023-07-07	Paper
Econometrics exams and round numbers: Use or misuse of indirect estimation methods?	2022-07-01	Paper
Testing initial conditions in dynamic panel data models	2022-03-04	Paper
Self-selection and direct estimation of across-regime correlation parameter	2020-12-04	Paper
Imputation of Continuous Variables Missing at Random using the Method of Simulated Scores	2020-07-15	Paper
Estimating multiple-membership logit models with mixed effects: indirect inference versus data cloning	2020-04-22	Paper
Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood	2018-11-23	Paper
Estimating stable latent factor models by indirect inference	2018-05-31	Paper
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks	2016-06-13	Paper
Asymptotic standard errors of point elasticities calculated from simultaneous equation systems	2013-10-24	Paper
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models	2013-01-01	Paper
Indirect estimation of \(\alpha \)-stable stochastic volatility models	2010-03-30	Paper
Discontinuities in indirect estimation: an application to EAR models	2008-12-11	Paper
Indirect Estimation of α-Stable Distributions and Processes	2008-05-29	Paper
Constrained Indirect Estimation	2005-03-30	Paper
Indirect inference and variance reduction using control variates	2002-07-29	Paper
A tobit model with garch errors	1998-04-13	Paper
https://portal.mardi4nfdi.de/entity/Q4854065	1995-12-11	Paper
Alternative covariance estimators of the standard Tobit model	1994-01-13	Paper
The behavior of trust-region methods in FIML-estimation	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3786246	1987-01-01	Paper
Forecast Variance in Dynamic Simulation of Simultaneous Equation Models	1987-01-01	Paper
Control Variates to Estimate the Reduced Form Variance in Econometric Models	1986-01-01	Paper
Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models	1981-01-01	Paper
The One-Period Forecast Errors in Nonlinear Econometric Models	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3917406	1980-01-01	Paper

Research outcomes over time

This page was built for person: Giorgio Calzolari