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A Tobit Model with GARCH Errors
Calzolari, G.; Fiorentini, G. - In: Econometric reviews 17 (1998) 1, pp. 85-104
Persistent link: https://www.econbiz.de/10006920353
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Unobserved Components in ARCH Models: An Application to Seasonal Adjustment
Fiorentini, G.; Maravall, A. - In: Journal of forecasting 15 (1996) 3, pp. 175-202
Persistent link: https://www.econbiz.de/10006928534
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Alternative covariance estimators of the standard Tobit model
Calzolari, G.; Fiorentini, G. - In: Economics letters 42 (1993) 1, pp. 5-14
Persistent link: https://www.econbiz.de/10006806987
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Indirect inference and variance reduction using control variates
Calzolari, G.; Iorio, F.Di; Fiorentini, G. - In: Metron : international journal of statistics 59 (2001) 1-2, pp. 39-54
Persistent link: https://www.econbiz.de/10006563088
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Analytic Derivatives and the Computation of GARCH Estimates
Fiorentini, G.; Calzolari, G.; Panattoni, L. - In: Journal of applied econometrics 11 (1996) 4, pp. 399-418
Persistent link: https://www.econbiz.de/10007004161