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A Note on the Numerical Results by Goldberger, Nagar, and Odeh.

Bianchi, Carlo; Calzolari, Giorgio; Corsi, Paolo - In: Econometrica 47 (1979) 2, pp. 505-06

Persistent link: https://www.econbiz.de/10005332570

A Program for Stochastic Simulation of Econometric Models.

Bianchi, Carlo; Calzolari, Giorgio; Corsi, Paolo - In: Econometrica 46 (1978) 1, pp. 235-36

Persistent link: https://www.econbiz.de/10005332829

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/10005285335

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/10005296321

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/10005275502

Uncertainty and Stability in a Macro-Econometric Model

BIANCHI, Carlo; BRILLET, Jean-Louis; PANATTONI, Lorenzo - In: Annales d'Economie et de Statistique (1987) 6-7, pp. 347-367

One of the main techniques for determining the long term stability properties of a macro-econometric model has been for some time now to compute the eigenvalues of the linearized reduced form of the model. But these eigenvalues are affected by uncertainty, coming mostly from the error on the...

Persistent link: https://www.econbiz.de/10005066031

Mode predictors in nonlinear systems with identities

Calzolari, Giorgio; Panattoni, Lorenzo - In: International Journal of Forecasting 6 (1990) 3, pp. 317-326

Persistent link: https://www.econbiz.de/10005418101

Analytic Derivatives and the Computation of GARCH Estimates.

Fiorentini, Gabriele; Calzolari, Giorgio; Panattoni, Lorenzo - In: Journal of Applied Econometrics 11 (1996) 4, pp. 399-417

Persistent link: https://www.econbiz.de/10005823683

Alternative Estimators of FIML Covariance Matrix: A Monte Carlo Stud y.

Calzolari, Giorgio; Panattoni, Lorenzo - In: Econometrica 56 (1988) 3, pp. 701-14

Persistent link: https://www.econbiz.de/10005130129

Computational efficiency of FIML estimation

Calzolari, Giorgio; Panattoni, Lorenzo; Weihs, Claus - In: Journal of Econometrics 36 (1987) 3, pp. 299-310

Persistent link: https://www.econbiz.de/10005192711