E-LIB Suche - Ergebnisse für: CALZOLARI, Giorgio

1

A Lagrange multiplier test for the mean stationarity assump..:

Magazzini, Laura ; Calzolari, Giorgio
The Stata Journal: Promoting communications on statistics and Stata. 23 (2023) 2 - p. 418-437 , 2023

Link: https://doi.org/10.1177/..

2

Assessing individual skill influence on housework time of I..:

Calzolari, Giorgio ; Campolo, Maria Gabriella ; Di Pino, Antonino.
Statistical Methods & Applications. 32 (2022) 2 - p. 659-679 , 2022

Link: https://doi.org/10.1007/..

3

Maximum likelihood estimation of an across-regime correlati..:

Calzolari, Giorgio ; Campolo, Maria Gabriella ; Di Pino, Antonino.
The Stata Journal: Promoting communications on statistics and Stata. 21 (2021) 2 - p. 430-461 , 2021

Link: https://doi.org/10.1177/..

4

A Latent Factor Model for Forecasting Realized Variances:

Calzolari, Giorgio ; Halbleib, Roxana ; Zagidullina, Aygul
Journal of Financial Econometrics. 19 (2020) 5 - p. 860-909 , 2020

Link: https://doi.org/10.1093/..

5

Improving GMM Efficiency in Dynamic Models for Panel Data w..:

, In: Studies in Classification, Data Analysis, and Knowledge Organization; Applications in Statistical Computing,

Calzolari, Giorgio ; Magazzini, Laura - p. 201-216 , 2019

Link: https://doi.org/10.1007/..

6

Testing initial conditions in dynamic panel data models:

Magazzini, Laura ; Calzolari, Giorgio
Econometric Reviews. 39 (2019) 2 - p. 115-134 , 2019

Link: https://doi.org/10.1080/..

7

Estimating stable latent factor models by indirect inferenc:

Calzolari, Giorgio ; Halbleib, Roxana
Journal of Econometrics. 205 (2018) 1 - p. 280-301 , 2018

Link: https://doi.org/10.1016/..

8

Econometrics exams and round numbers: Use or misuse of indi..:

Calzolari, Giorgio
Communications in Statistics - Simulation and Computation. 48 (2017) 1 - p. 1-14 , 2017

Link: https://doi.org/10.1080/..

9

Estimating multiple-membership logit models with mixed effe..:

Gottard, Anna ; Calzolari, Giorgio
Journal of Statistical Computation and Simulation. 87 (2017) 12 - p. 2334-2348 , 2017

Link: https://doi.org/10.1080/..

10

Self-selection and direct estimation of across-regime corre..:

Calzolari, Giorgio ; Di Pino, Antonino
Journal of Applied Statistics. 44 (2016) 12 - p. 2142-2160 , 2016

Link: https://doi.org/10.1080/..

11

Estimating GARCH-type models with symmetric stable innovati..:

Calzolari, Giorgio ; Halbleib, Roxana ; Parrini, Alessandro
Computational Statistics & Data Analysis. 76 (2014) - p. 158-171 , 2014

Link: https://doi.org/10.1016/..

12

Autocorrelation and masked heterogeneity in panel data mode..:

Calzolari, Giorgio ; Magazzini, Laura
Empirical Economics. 43 (2011) 1 - p. 145-152 , 2011

Link: https://doi.org/10.1007/..

13

Indirect estimation of -stable stochastic volatility models:

Lombardi, Marco J. ; Calzolari, Giorgio
Computational Statistics & Data Analysis. 53 (2009) 6 - p. 2298-2308 , 2009

Link: https://doi.org/10.1016/..

14

Indirect estimation of large conditionally heteroskedastic ..:

Sentana, Enrique ; Calzolari, Giorgio ; Fiorentini, Gabriele
Journal of Econometrics. 146 (2008) 1 - p. 10-25 , 2008

Link: https://doi.org/10.1016/..

15

Indirect Estimation of α-Stable Distributions and Processes:

Lombardi, Marco J. ; Calzolari, Giorgio
The Econometrics Journal. 11 (2008) 1 - p. 193-208 , 2008

Link: https://doi.org/10.1111/..