Giorgio Calzolari - Publications, H-index & Citations

Giorgio Calzolari

university of florence

15H指数

166论文数

1.1K被引数

收录论文 11

发表时间

A Lagrange multiplier test for the mean stationarity assumption in dynamic panel-data models

STATA JOURNAL

IF2.4

2023-06-22

OAAI

Magazzini, Laura; Calzolari, Giorgio

Maximum likelihood estimation of an across-regime correlation parameter

STATA JOURNAL

IF2.4

2021-06-29

OAAI

Calzolari, Giorgio; Campolo, Maria Gabriella; Di Pino, Antonino; Magazzini, Laura

Estimating stable latent factor models by indirect inference

JOURNAL OF ECONOMETRICS

IF4

2018-07-01

PREAI

Calzolari, Giorgio; Halbleib, Roxana

Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks

JOURNAL OF ECONOMETRICS

IF4

2008-09-01

OAAI

Sentana, Enrique; Calzolari, Giorgio; Fiorentini, Gabriele

Indirect estimation of α-stable distributions and processes

ECONOMETRICS JOURNAL

IF7

2008-03-01

PREAI

Lombardi, Marco J.; Calzolari, Giorgio

MODE PREDICTORS IN NONLINEAR-SYSTEMS WITH IDENTITIES

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

1990-10-01

OAAI

CALZOLARI, G; PANATTONI, L

ALTERNATIVE ESTIMATORS OF FIML COVARIANCE-MATRIX - A MONTE-CARLO STUDY

ECONOMETRICA

IF7.1

1988-05-01

PREAI

CALZOLARI, G; PANATTONI, L

COMPUTATIONAL-EFFICIENCY OF FIML ESTIMATION

JOURNAL OF ECONOMETRICS

IF4

1987-11-01

PREAI

CALZOLARI, G; PANATTONI, L; WEIHS, C

FORECAST VARIANCE IN DYNAMIC SIMULATION OF SIMULTANEOUS EQUATION MODELS

ECONOMETRICA

IF7.1

1987-11-01

PREAI

CALZOLARI, G

MEASURING FORECAST UNCERTAINTY - A REVIEW WITH EVALUATION BASED ON A MACRO MODEL OF THE FRENCH ECONOMY

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

1987-01-01

PREAI

BIANCHI, C; CALZOLARI, G; BRILLET, JL

CONTROL VARIATES TO ESTIMATE THE REDUCED FORM VARIANCES IN ECONOMETRIC-MODELS

ECONOMETRICA

IF7.1

1986-11-01

PREAI

CALZOLARI, G; STERBENZ, FP

研究方向