Details about Giorgio Calzolari

Homepage:	http://local.disia.unifi.it/calzolari
Phone:	None
Postal address:	Universita' di Firenze - Dipartimento di Statistica, Informatica, Applicazioni "G.Parenti" - Viale Morgagni 59 - 50134 Firenze - Italy
Workplace:	Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti" (Department of Statistics), Università degli Studi di Firenze (University of Florence), (more information at EDIRC)

Access statistics for papers by Giorgio Calzolari.

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Short-id: pca337

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Working Papers

2023

1. Sequential Estimation of Multivariate Factor Stochastic Volatility Models
   Papers, arXiv.org

2015

2. Indirect estimation and econometrics exams: how to live a round life
   Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti"

2014

3. Alternative estimating procedures for multiple membership logit models with mixed effects: indirect inference and data cloning
   Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti"
4. Estimating Stable Factor Models By Indirect Inference
   Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz
   Also in Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz (2012)
   See also Journal Article Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood, Computational Statistics & Data Analysis, Elsevier (2014) View citations (9) (2014)
5. Improving GMM efficiency in dynamic models for panel data with mean stationarity
   Working Papers, University of Verona, Department of Economics View citations (1)
6. Self-Selection and Direct Estimation of Across-Regime Correlation Parameter
   Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti"
   Also in MPRA Paper, University Library of Munich, Germany (2009)
   See also Journal Article Self-selection and direct estimation of across-regime correlation parameter, Journal of Applied Statistics, Taylor & Francis Journals (2017) View citations (1) (2017)

2013

7. A powerful test of mean stationarity in dynamic models for panel data: Monte Carlo evidence
   Working Papers, University of Verona, Department of Economics View citations (3)

2012

8. Econometric notes
   MPRA Paper, University Library of Munich, Germany View citations (14)
   Also in MPRA Paper, University Library of Munich, Germany (2012)
9. Identification of linear panel data models when instruments are not available
   Working Papers, University of Verona, Department of Economics

2011

10. Moment Conditions and Neglected Endogeneity in Panel Data Models
    Working Papers, University of Verona, Department of Economics View citations (2)

2010

11. Negative variance estimates in panel data models
    Working Papers, University of Verona, Department of Economics View citations (3)
12. The Method of Simulated Scores for Estimating Multinormal Regression Models with Missing Values
    Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti"
    Also in MPRA Paper, University Library of Munich, Germany (2002) View citations (1)

2009

13. Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood
    Working Papers, University of Verona, Department of Economics
    See also Journal Article Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood, Empirical Economics, Springer (2012) View citations (4) (2012)

2007

14. Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
    Working Paper series, Rimini Centre for Economic Analysis View citations (1)
    See also Journal Article Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks, Journal of Econometrics, Elsevier (2008) View citations (36) (2008)

2006

15. Indirect estimation of alpha-stable stochastic volatility models
    Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti" View citations (6)
    See also Journal Article Indirect estimation of [alpha]-stable stochastic volatility models, Computational Statistics & Data Analysis, Elsevier (2009) View citations (8) (2009)

2005

16. Indirect estimation of Markov switching models with endogenous switching
    MPRA Paper, University Library of Munich, Germany

2004

17. Indirect Estimation of Conditionally Heteroskedastic Factor Models
    Working Papers, CEMFI View citations (16)
18. Indirect estimation of alpha-stable distributions and processes
    Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti" View citations (3)
    See also Journal Article Indirect Estimation of α-Stable Distributions and Processes, Econometrics Journal, Royal Economic Society (2008) View citations (12) (2008)

2003

19. On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models
    Working Papers, CEMFI View citations (1)
    See also Journal Article On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models, Economics Letters, Elsevier (2004) View citations (28) (2004)

2001

20. Alternative Simulation-Based Estimators of Logit Models with Random Effects
    Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti" View citations (2)
21. Simulation-based estimation of Tobit model with random effects
    MPRA Paper, University Library of Munich, Germany View citations (5)

2000

22. CONSTRAINED EMM AND INDIRECT INFERENCE ESTIMATION
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (3)
    Also in Working Papers, Centro de Estudios Monetarios Y Financieros- (2000) View citations (3)
23. Constrained EMM and Indirect Inference Estimation. Versión Revisada
    Working Papers, CEMFI View citations (1)
24. THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (7)
    Also in Working Papers, Centro de Estudios Monetarios Y Financieros- (2000) View citations (6)
    See also Journal Article Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations, Journal of Business & Economic Statistics, American Statistical Association (2003) View citations (152) (2003)
25. The Score of Conditionally Heteroskedastic Dynamic Regression Models with Student t Innovations, and an LM Test for Multivariate Normality.Versión Revisada
    Working Papers, CEMFI

1999

26. Indirect Estimation of Just-Identified Models with Control Variates
    Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti" View citations (5)
27. Variance reduction with Monte Carlo estimates of error rates in multivariate classification
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen
    Also in MPRA Paper, University Library of Munich, Germany (1998)

1998

28. - CONTROL VARIATES FOR VARIANCE REDUCTION IN INDIRECT INFERENCE: INTEREST RATE MODELS IN CONTINUOUS TIME
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (10)
    Also in MPRA Paper, University Library of Munich, Germany (1996) View citations (3)
    See also Journal Article Control variates for variance reduction in indirect inference: Interest rate models in continuous time, Econometrics Journal, Royal Economic Society (1998) View citations (11) (1998)

1997

29. A tobit model with garch errors
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (1)
    See also Journal Article A tobit model with garch errors, Econometric Reviews, Taylor & Francis Journals (1998) View citations (15) (1998)

1995

30. Analytic Derivatives and the Computation of GARCH Estimates
    Working Papers, CEMFI
    Also in Working Papers, Centro de Estudios Monetarios Y Financieros- (1995) View citations (11)
    See also Journal Article Analytic Derivatives and the Computation of GARCH Estimates, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1996) View citations (87) (1996)

1994

31. Conditional heteroskedasticity in nonlinear simultaneous equations
    MPRA Paper, University Library of Munich, Germany View citations (4)

1993

32. Alternative estimators of the covariance matrix in GARCH models
    MPRA Paper, University Library of Munich, Germany View citations (3)
33. Estimating variances and covariances in a censored regression model
    MPRA Paper, University Library of Munich, Germany

1992

34. Stima delle equazioni simultanee non-lineari: una rassegna
    (Estimation of nonlinear simultaneous equations: a survey)
    MPRA Paper, University Library of Munich, Germany

1991

35. Simulation of interest rate options using ARCH
    MPRA Paper, University Library of Munich, Germany View citations (4)

1989

36. Instrumental variables interpretations of FIML and nonlinear FIML
    MPRA Paper, University Library of Munich, Germany

1988

37. A trade-off criterion for evaluating effectiveness and reliability of alternative policy actions
    MPRA Paper, University Library of Munich, Germany
38. Coherent Forecast with Nonlinear Econometric Models
    MPRA Paper, University Library of Munich, Germany
    Also in MPRA Paper, University Library of Munich, Germany (1988)
    MPRA Paper, University Library of Munich, Germany (1988) View citations (1)
    See also Journal Article Mode predictors in nonlinear systems with identities, International Journal of Forecasting, Elsevier (1990) View citations (2) (1990)

1987

39. Finite sample performance of the robust Wald test in simultaneous equation systems
    MPRA Paper, University Library of Munich, Germany
40. Forecast variance in simultaneous equation models: analytic and Monte Carlo methods
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Measuring forecast uncertainty: A review with evaluation based on a macro model of the French economy, International Journal of Forecasting, Elsevier (1987) View citations (4) (1987)
41. La varianza delle previsioni nei modelli econometrici
    (Forecast variance in econometric models)
    MPRA Paper, University Library of Munich, Germany
42. The behavior of trust-region methods in FIML estimation
    MPRA Paper, University Library of Munich, Germany

1986

43. Coherent optimal prediction with large nonlinear systems: an example based on a French model
    MPRA Paper, University Library of Munich, Germany View citations (4)
44. Forecasts and constraints on policy actions: the reliability of alternative instruments
    MPRA Paper, University Library of Munich, Germany
45. Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models
    MPRA Paper, University Library of Munich, Germany View citations (1)

1985

46. Asymptotic properties of dynamic multipliers in nonlinear econometric models
    MPRA Paper, University Library of Munich, Germany View citations (3)
47. Effectiveness versus reliability of policy actions under government budget constraint: the case of France
    MPRA Paper, University Library of Munich, Germany View citations (1)
48. Gradient methods in FIML estimation of econometric models
    MPRA Paper, University Library of Munich, Germany View citations (1)

1984

49. A Simulation Study on FIML Covariance Matrix
    MPRA Paper, University Library of Munich, Germany View citations (2)
50. Analyse et mesure de l'incertitude en prevision d'un modele econometrique. Application au modele mini-DMS
    (Analysis and measurement of forecast uncertainty in an econometric model. Application to mini-DMS model)
    MPRA Paper, University Library of Munich, Germany View citations (6)
51. Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix
    MPRA Paper, University Library of Munich, Germany View citations (1)

1983

52. Analysis and measurement of the uncertainty in Mini-Dms model for the French economy
    MPRA Paper, University Library of Munich, Germany
53. Confidence intervals of forecasts from nonlinear econometric models
    MPRA Paper, University Library of Munich, Germany
54. Hessian and approximated Hessian matrices in maximum likelihood estimation: a Monte Carlo study
    MPRA Paper, University Library of Munich, Germany View citations (4)
55. Standard errors of forecasts in dynamic simulation of nonlinear econometric models: some empirical results
    MPRA Paper, University Library of Munich, Germany View citations (4)

1982

56. Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods
    MPRA Paper, University Library of Munich, Germany View citations (11)
57. Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana
    (2SLS with principal components: estimation of a nonlinear model of the Italian economy)
    MPRA Paper, University Library of Munich, Germany View citations (4)
58. Uncertainty of policy recommendations for nonlinear econometric models: some empirical results
    MPRA Paper, University Library of Munich, Germany

1981

59. Alternative estimates of the Klein-I model
    MPRA Paper, University Library of Munich, Germany
60. Standard errors of multipliers and forecasts from structural coefficients with block-diagonal covariance matrix
    MPRA Paper, University Library of Munich, Germany View citations (4)

1980

61. A simulation approach to some dynamic properties of econometric models
    MPRA Paper, University Library of Munich, Germany View citations (1)
62. Significance of the characteristic roots of linearized econometric models
    MPRA Paper, University Library of Munich, Germany
63. Simulation of a nonlinear econometric model
    MPRA Paper, University Library of Munich, Germany View citations (2)

1979

64. A package for analytic simulation of econometric models
    MPRA Paper, University Library of Munich, Germany
65. Condensed version of the OECD foreign trade by commodities tapes
    MPRA Paper, University Library of Munich, Germany
66. On the restricted reduced form of the Klein-I model: revised computations to complete "A note on the numerical results by Goldberger, Nagar and Odeh", Econometrica, 47 (1979)
    MPRA Paper, University Library of Munich, Germany
67. Some results on the stochastic simulation of a nonlinear model of the Italian economy
    MPRA Paper, University Library of Munich, Germany View citations (1)
68. Stochastic simulation experiments on Model 5 of Bonn University
    MPRA Paper, University Library of Munich, Germany
69. The asymptotic distribution of impact multipliers for a non-linear structural econometric model
    MPRA Paper, University Library of Munich, Germany
70. The asymptotic distribution of power spectra in dynamic econometric models
    MPRA Paper, University Library of Munich, Germany
71. The deterministic simulation bias in the Klein-Goldberger model
    MPRA Paper, University Library of Munich, Germany

1978

72. A manageable support for the O.E.C.D. data on foreign trade by commodities
    MPRA Paper, University Library of Munich, Germany View citations (1)
73. La varianza dell'errore di previsione nei modelli econometrici: applicazione ad un modello nonlineare dell'economia italiana
    (The variance of forecast errors in econometric models: application to a nonlinear model of the Italian economy)
    MPRA Paper, University Library of Munich, Germany
74. Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy
    MPRA Paper, University Library of Munich, Germany View citations (3)
75. Stochastic simulation and dynamic properties of the new version of the Italian model
    MPRA Paper, University Library of Munich, Germany
76. Stochastic simulation of econometric models: installation procedures and user's instructions
    MPRA Paper, University Library of Munich, Germany View citations (2)
77. Stochastic simulation: a package for Monte Carlo experiments on econometric models
    MPRA Paper, University Library of Munich, Germany
78. Ven der Giessen's reordering algorithm in the program for stochastic simulation of econometric models
    MPRA Paper, University Library of Munich, Germany

1977

79. Stochastic simulation as a validation tool for econometric models
    MPRA Paper, University Library of Munich, Germany View citations (8)

1976

80. Analisi e simulazione stocastica di un modello aggregato dell'economia italiana 1952-1971
    (Analysis and stochastic simulation of a macro model of the Italian economy 1952-1971)
    MPRA Paper, University Library of Munich, Germany
81. Divergences in the results of stochastic and deterministic simulation of an Italian non linear econometric model
    MPRA Paper, University Library of Munich, Germany View citations (15)
82. Generation and testing of pseudo-random numbers to be used in the stochastic simulation of econometric models
    MPRA Paper, University Library of Munich, Germany View citations (4)
83. Monte Carlo methods in econometrics: a package for the stochastic simulation
    MPRA Paper, University Library of Munich, Germany
84. Simulation properties of alternative methods of estimation: an application to a model of the Italian economy
    MPRA Paper, University Library of Munich, Germany
85. Stochastic simulation of an aggregated model of the Italian economy: methodological and empirical aspects
    MPRA Paper, University Library of Munich, Germany
86. User defined functions and operators
    MPRA Paper, University Library of Munich, Germany
87. Utilizing a program loaded into the user program area to load another module in the same user program area
    MPRA Paper, University Library of Munich, Germany

1975

88. Aggiornamento del modello al 1974 e nuove simulazioni
    (Updating the model and new simulations for 1974)
    MPRA Paper, University Library of Munich, Germany View citations (1)
89. DMS/2: un sistema per la soluzione e simulazione interattiva di modelli econometrici
    (DMS/2: a system for interactive solution and simulation of econometric models)
    MPRA Paper, University Library of Munich, Germany

1974

90. Interactive management for time series
    MPRA Paper, University Library of Munich, Germany View citations (3)
    Also in MPRA Paper, University Library of Munich, Germany (1974) View citations (2)
    MPRA Paper, University Library of Munich, Germany (1974) View citations (2)

1973

91. IMTS: un linguaggio per la gestione dell'archivio delle serie storiche
    (IMTS: a programming language to manage the time series data base)
    MPRA Paper, University Library of Munich, Germany

Journal Articles

2023

1. A Lagrange multiplier test for the mean stationarity assumption in dynamic panel-data models
   Stata Journal, 2023, 23, (2), 418-437 View citations (1)
2. Assessing individual skill influence on housework time of Italian women: an endogenous-switching approach
   Statistical Methods & Applications, 2023, 32, (2), 659-679

2021

3. A Latent Factor Model for Forecasting Realized Variances*
   (Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk)
   Journal of Financial Econometrics, 2021, 19, (5), 860-909 View citations (2)
4. Maximum likelihood estimation of an across-regime correlation parameter
   Stata Journal, 2021, 21, (2), 430-461 View citations (1)

2020

5. Testing initial conditions in dynamic panel data models
   Econometric Reviews, 2020, 39, (2), 115-134 View citations (2)
   Also in Econometric Reviews, 2019, 39, (2), 115-134 (2019)

2018

6. Estimating stable latent factor models by indirect inference
   Journal of Econometrics, 2018, 205, (1), 280-301 View citations (6)

2017

7. Self-selection and direct estimation of across-regime correlation parameter
   Journal of Applied Statistics, 2017, 44, (12), 2142-2160 View citations (1)
   See also Working Paper Self-Selection and Direct Estimation of Across-Regime Correlation Parameter, Econometrics Working Papers Archive (2014) (2014)

2014

8. Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood
   Computational Statistics & Data Analysis, 2014, 76, (C), 158-171 View citations (9)
   See also Working Paper Estimating Stable Factor Models By Indirect Inference, Working Paper Series of the Department of Economics, University of Konstanz (2014) (2014)

2012

9. Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood
   Empirical Economics, 2012, 43, (1), 145-152 View citations (4)
   See also Working Paper Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood, Working Papers (2009) (2009)

2009

10. Indirect estimation of [alpha]-stable stochastic volatility models
    Computational Statistics & Data Analysis, 2009, 53, (6), 2298-2308 View citations (8)
    See also Working Paper Indirect estimation of alpha-stable stochastic volatility models, Econometrics Working Papers Archive (2006) View citations (6) (2006)

2008

11. Indirect Estimation of α-Stable Distributions and Processes
    Econometrics Journal, 2008, 11, (1), 193-208 View citations (12)
    See also Working Paper Indirect estimation of alpha-stable distributions and processes, Econometrics Working Papers Archive (2004) View citations (3) (2004)
12. Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
    Journal of Econometrics, 2008, 146, (1), 10-25 View citations (36)
    See also Working Paper Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks, Working Paper series (2007) View citations (1) (2007)

2006

13. Discontinuities in indirect estimation: An application to EAR models
    Computational Statistics & Data Analysis, 2006, 50, (8), 2124-2136 View citations (4)

2004

14. Constrained Indirect Estimation
    The Review of Economic Studies, 2004, 71, (4), 945-973 View citations (62)
15. On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models
    Economics Letters, 2004, 83, (3), 307-312 View citations (28)
    See also Working Paper On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models, Working Papers (2003) View citations (1) (2003)

2003

16. Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations
    Journal of Business & Economic Statistics, 2003, 21, (4), 532-46 View citations (152)
    See also Working Paper THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY, Working Papers. Serie AD (2000) View citations (7) (2000)

2001

17. Indirect inference and variance reduction using control variates
    Metron - International Journal of Statistics, 2001, LIX, (1-2), 39-53 View citations (1)

1998

18. A tobit model with garch errors
    Econometric Reviews, 1998, 17, (1), 85-104 View citations (15)
    See also Working Paper A tobit model with garch errors, Working Papers. Serie AD (1997) View citations (1) (1997)
19. Control variates for variance reduction in indirect inference: Interest rate models in continuous time
    Econometrics Journal, 1998, 1, (ConferenceIssue), C100-C112 View citations (11)
    See also Working Paper - CONTROL VARIATES FOR VARIANCE REDUCTION IN INDIRECT INFERENCE: INTEREST RATE MODELS IN CONTINUOUS TIME, Working Papers. Serie AD (1998) View citations (10) (1998)

1996

20. Analytic Derivatives and the Computation of GARCH Estimates
    Journal of Applied Econometrics, 1996, 11, (4), 399-417 View citations (87)
    See also Working Paper Analytic Derivatives and the Computation of GARCH Estimates, Working Papers (1995) (1995)

1993

21. A Curious Result on Exact FIML and Instrumental Variables
    Econometric Theory, 1993, 9, (2), 296-309 View citations (6)
22. Alternative covariance estimators of the standard Tobit model
    Economics Letters, 1993, 42, (1), 5-13 View citations (8)

1990

23. Alternative Specifications of the Error Process in the Stochastic Simulation of Econometric Models
    Journal of Applied Econometrics, 1990, 5, (2), 137-50 View citations (4)
24. Mode predictors in nonlinear systems with identities
    International Journal of Forecasting, 1990, 6, (3), 317-326 View citations (2)
    See also Working Paper Coherent Forecast with Nonlinear Econometric Models, MPRA Paper (1988) (1988)

1988

25. Alternative Estimators of FIML Covariance Matrix: A Monte Carlo Stud y
    Econometrica, 1988, 56, (3), 701-14 View citations (12)

1987

26. Computational efficiency of FIML estimation
    Journal of Econometrics, 1987, 36, (3), 299-310 View citations (10)
27. Forecast Variance in Dynamic Simulation of Simultaneous Equation Models
    Econometrica, 1987, 55, (6), 1473-76 View citations (3)
28. Measuring forecast uncertainty: A review with evaluation based on a macro model of the French economy
    International Journal of Forecasting, 1987, 3, (2), 211-227 View citations (4)
    See also Working Paper Forecast variance in simultaneous equation models: analytic and Monte Carlo methods, MPRA Paper (1987) (1987)

1986

29. Control Variates to Estimate the Reduced Form Variances in Econometric Models
    Econometrica, 1986, 54, (6), 1483-90 View citations (6)

1983

30. Asymptotic distribution of power spectra and peak frequencies in the stochastic response of econometric models
    Journal of Economic Dynamics and Control, 1983, 5, (1), 235-247 View citations (1)
31. Asymptotic standard errors of point elasticities calculated from simultaneous equation systems
    Economics Letters, 1983, 11, (3), 237-244

1981

32. A Note on the Variance of Ex-Post Forecasts in Econometric Models
    Econometrica, 1981, 49, (6), 1593-95 View citations (15)
33. Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models
    Journal of Econometrics, 1981, 16, (3), 277-294 View citations (12)

1980

34. The One-Period Forecast Errors in Nonlinear Econometric Models
    International Economic Review, 1980, 21, (1), 201-08 View citations (26)

1979

35. A Monte Carlo approach to compute the asymptotic standard errors of dynamic multipliers
    Economics Letters, 1979, 2, (2), 161-164 View citations (3)
36. A Note on the Numerical Results by Goldberger, Nagar, and Odeh
    Econometrica, 1979, 47, (2), 505-06 View citations (10)
37. Antithetic variates to estimate the simulation bias in non-linear models
    Economics Letters, 1979, 4, (4), 323-328 View citations (21)
38. On the stability of the Klein-I model
    Economics Letters, 1979, 4, (1), 33-35 View citations (1)

1978

39. A Program for Stochastic Simulation of Econometric Models
    Econometrica, 1978, 46, (1), 235-36 View citations (21)