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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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Alternative estimators of FIML covariance matrix : a Monte Carlo study
Calzolari, Giorgio - In: Econometrica : journal of the Econometric Society, an … 56 (1988) 3, pp. 701-714
Persistent link: https://www.econbiz.de/10001047009
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Analytic derivatives and the computation of GARCH estimates
Fiorentini, Gabriele - In: Journal of applied econometrics 11 (1996) 4, pp. 399-417
Persistent link: https://www.econbiz.de/10001202516
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Interactive preference elicitation in macroeconomic decision models
Panattoni, Lorenzo - In: Journal of economic dynamics & control 12 (1988) 1, pp. 109-116
Persistent link: https://www.econbiz.de/10001046043
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Uncertainty and stability in a macro-econometric model
Bianchi, Carlo - In: Annales d'économie et de statistique 6 (1987)
Persistent link: https://www.econbiz.de/10001268031
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Optimal simulation with econometric models
Damiani, Mirella - In: Journal of economic dynamics & control 16 (1992) 1, pp. 93-108
Persistent link: https://www.econbiz.de/10001115986
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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 distribution of power spectra and peak frequencies in the stochastic response of econometric models
Calzolari, Giorgio - In: Journal of economic dynamics & control 5 (1983) 2/3, pp. 235-247
Persistent link: https://www.econbiz.de/10001973725
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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