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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
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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
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A Note on the Variance of Ex-Post Forecasts in Econometric Models.
Calzolari, Giorgio - In: Econometrica 49 (1981) 6, pp. 1593-95
Persistent link: https://www.econbiz.de/10005332770
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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
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Control Variates to Estimate the Reduced Form Variances in Econometric Models.
Calzolari, Giorgio; Sterbenz, Frederic P - In: Econometrica 54 (1986) 6, pp. 1483-90
Persistent link: https://www.econbiz.de/10005333047
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Forecast Variance in Dynamic Simulation of Simultaneous Equation Models.
Calzolari, Giorgio - In: Econometrica 55 (1987) 6, pp. 1473-76
Persistent link: https://www.econbiz.de/10005231256