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Antithetic variates to estimate the simulation bias in non-linear models
Calzolari, Giorgio - In: Economics letters 4 (1979) 4, pp. 323-328
Persistent link: https://www.econbiz.de/10001973716
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Asymptotic standard errors of point elasticities calculated from simultaneous equation systems
Calzolari, Giorgio - In: Economics letters 11 (1983) 3, pp. 237-244
Persistent link: https://www.econbiz.de/10001973736
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Income Inequality and the depth of economic downturns
Kohlscheen, Emanuel; Lombardi, Marco; Zakrajšek, Egon - In: Economics letters 205 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10013202145
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Alternative covariance estimators of the standard Tobit model
Calzolari, Giorgio - In: Economics letters 42 (1993) 1, pp. 5-13
Persistent link: https://www.econbiz.de/10001149240
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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/10001915700
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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/10001915732
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On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models
Fiorentini, Gabriele; Sentana, Enrique; Calzolari, Giorgio - In: Economics letters 83 (2004) 3, pp. 307-312
Persistent link: https://www.econbiz.de/10002049074
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On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models
Fiorentini, Gabriele; Sentana, Enrique; Calzolari, Giorgio - In: Economics letters 83 (2004) 3, pp. 307-312
Persistent link: https://www.econbiz.de/10006757217