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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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2
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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3
A note on the variance of ex-post forecasts in econometric models
Calzolari, Giorgio
- In:
Econometrica : journal of the Econometric Society, an …
49
(
1981
)
6
,
pp. 1593-1595
Persistent link: https://www.econbiz.de/10001973740
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4
Control variates for variance reduction in indirect inference : interest rate models in continuous time
Calzolari, Giorgio
;
Di Iorio, Francesca
;
Fiorentini, …
- In:
The econometrics journal
1
(
1998
)
1
,
pp. 100-112
Persistent link: https://www.econbiz.de/10001443683
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5
Variance reduction with Monte Carlo estimates of error rates in multivariate classification
Weihs, Claus
;
Calzolari, Giorgio
;
Röhl, Michael Claus
-
1999
Persistent link: https://www.econbiz.de/10001473600
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6
Constrained EMM and indirect inference estimation
Calzolari, Giorgio
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2000
Persistent link: https://www.econbiz.de/10001486774
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7
Analytic derivatives and the computation of GARCH estimates
Fiorentini, Gabriele
;
Calzolari, Giorgio
;
Panattoni, Lorenzo
-
1995
Persistent link: https://www.econbiz.de/10000924232
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8
Conditional heteroskedasticity in nonlinear simultaneous equations
Calzolari, Giorgio
;
Fiorentini, Gabriele
-
1994
Persistent link: https://www.econbiz.de/10000912426
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9
Control variates to estimate the reduced form variances in econometric models
Calzolari, Giorgio
- In:
Econometrica : journal of the Econometric Society, an …
54
(
1986
)
6
,
pp. 1483-1490
Persistent link: https://www.econbiz.de/10001014349
Saved in:
10
Control variates for variance reduction in indirect inference : interest rate models in continuous time
Calzolari, Giorgio
;
Di Iorio, Francesca
;
Fiorentini, …
-
1998
-
1. ed
Persistent link: https://www.econbiz.de/10000985961
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