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Constrained EMM and indirect inference estimation
Calzolari, Giorgio; Fiorentini, Gabriele; Sentana, Enrique - 2000
Persistent link: https://www.econbiz.de/10001486774
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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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Conditional heteroskedasticity in nonlinear simultaneous equations
Calzolari, Giorgio; Fiorentini, Gabriele - 1994
Persistent link: https://www.econbiz.de/10000912426
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Identification, estimation and testing of conditionally heteroskedastic factor models
Sentana, Enrique; Fiorentini, Gabriele - 1997
Persistent link: https://www.econbiz.de/10000970451
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Identification, estimation and testing of conditionally heteroskedastic factor models
Sentana, Enrique; Fiorentini, Gabriele - 1997 - 1. ed
Persistent link: https://www.econbiz.de/10000973039
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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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A Tobit model with GARCH errors
Calzolari, Giorgio - In: Econometric reviews 17 (1998) 1, pp. 85-104
Persistent link: https://www.econbiz.de/10001237556
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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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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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Constrained indirect inference estimation
Calzolari, Giorgio; Fiorentini, Gabriele; Sentana, Enrique - 2001
Persistent link: https://www.econbiz.de/10001599297