CALZOLARI, GIORGIO
 Distribuzione geografica
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Continente #
NA - Nord America 3.179
EU - Europa 1.935
AS - Asia 358
AF - Africa 18
SA - Sud America 8
Continente sconosciuto - Info sul continente non disponibili 4
OC - Oceania 1
Totale 5.503
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Nazione #
US - Stati Uniti d'America 3.166
UA - Ucraina 377
IT - Italia 305
IE - Irlanda 290
SE - Svezia 257
DE - Germania 210
RU - Federazione Russa 188
HK - Hong Kong 154
GB - Regno Unito 140
FI - Finlandia 101
JO - Giordania 100
SG - Singapore 51
CN - Cina 26
FR - Francia 18
CH - Svizzera 17
SC - Seychelles 16
TR - Turchia 16
BE - Belgio 13
CA - Canada 13
NL - Olanda 7
AR - Argentina 4
ES - Italia 4
EU - Europa 4
CL - Cile 3
IN - India 3
JP - Giappone 3
KR - Corea 3
RO - Romania 3
HR - Croazia 2
ID - Indonesia 2
AL - Albania 1
AU - Australia 1
BO - Bolivia 1
DK - Danimarca 1
GR - Grecia 1
MU - Mauritius 1
TN - Tunisia 1
Totale 5.503
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Città #
Jacksonville 519
Chandler 407
Fairfield 342
Dublin 290
Woodbridge 187
Wilmington 171
Cambridge 156
Houston 154
Ashburn 140
Seattle 134
Princeton 99
Ann Arbor 94
Boston 74
Hong Kong 66
Florence 54
Buffalo 46
Medford 40
Boardman 33
San Diego 32
Singapore 32
Frankfurt Am Main 28
Milan 26
Auburn Hills 19
Norwalk 17
Bern 16
Dearborn 16
Rome 15
Verona 15
Brussels 13
Salerno 13
Izmir 12
Beijing 10
Los Angeles 10
New York 10
West Jordan 10
Hillsboro 9
Toronto 9
Altamura 8
Andover 8
Cagliari 8
Falls Church 7
Lawrence 7
Saint Petersburg 7
Shanghai 7
Longchamps 4
Palermo 4
Bochum 3
Clifton 3
Fuzhou 3
Kyoto 3
Laurel 3
Madrid 3
Scandicci 3
Timisoara 3
Venice 3
Frankfurt am Main 2
Genoa 2
Guangzhou 2
Helsinki 2
Livorno 2
London 2
Macerata 2
Malang 2
Stony Brook 2
Turin 2
Waterloo 2
Zagreb 2
Arnsberg 1
Bagheria 1
Bareggio 1
Bethesda 1
Bolzano 1
Bremen 1
Campi Bisenzio 1
Capannori 1
Carpignano Sesia 1
Castelfranco Emilia 1
Changsha 1
Chaoyang 1
Coccaglio 1
Fiesole 1
Figline Valdarno 1
Foggia 1
Frattamaggiore 1
Gambassi 1
Goldsboro 1
Grevenbroich 1
Guidonia Montecelio 1
Huzhou 1
Impruneta 1
Kent 1
Kloten 1
La Paz 1
Leawood 1
Medesano 1
Mineo 1
Moncalieri 1
Montemurlo 1
Montréal 1
Mountain View 1
Totale 3.462
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Nome #
Prove a scariche parziali negli isolamenti impregnati con olii 165
Analytic Derivatives and the Computation of GARCH Estimates 97
Alternative Estimators of FIML Covariance Matrix: A Monte Carlo Study 97
Alternative Simulation-Based Estimators of Logit Models with Random-Effects 97
Alternative Covariance Estimators of the Standard Tobit Model 94
Forecast Variance in Dynamic Simulation of Simultaneous Equation Models 94
Estimating multiple-membership logit models with mixed effects: indirect inference versus data cloning 90
The Behavior of Trust-Region Methods in FIML-Estimation 88
A Note on the Variance of Ex-Post Forecasts in Econometric Models 86
A Program for Stochastic Simulation of Econometric Models 84
Control Variates for Variance Reduction in Indirect Inference: Interest Rate Models in Continuous Time 80
A Note on the Numerical Results by Goldberger, Nagar and Odeh 79
A Monte Carlo Approach to Compute the Asymptotic Standard Errors of Dynamic Multipliers 79
Indirect estimation of large conditionally heteroskedastic factormodels, with an application to the Dow 30 stocks 78
On the Validity of the Jarque–Bera normality test in conditionally heteroskedastic dynamic regression models 78
Asymptotic Distribution of Power Spectra and Peak Frequencies in the Stochastic Response of Econometric Models 77
A Package for Analytic Simulation of Econometric Models 77
Standard Errors of Multipliers and Forecasts from Structural Coefficients with Block-Diagonal Covariance Matrix 77
Alternative Specifications of the Error Process in the Stochastic Simulation of Econometric Models 76
Asymptotic Standard Errors of Point Elasticities Calculated from Simultaneous Equation Systems 76
Antithetic Variates to Estimate the Simulation Bias in Non-Linear Models 75
Estimating Asymptotic Standard Errors and Inconsistencies of Impact Multipliers in Nonlinear Econometric Models 74
A Curious Result on Exact FIML and Instrumental Variables 74
Imputation of Continuous Variables Missing at Random using the Method of Simulated Scores 72
Self selection and direct estimation of across-regime correlation parameter 72
Discontinuities in Indirect Estimation: an Application to EAR Models 71
Constrained Indirect Estimation 71
Gradient Methods in FIML Estimation of Econometric Models 71
Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood 70
The One-Period Forecast Errors in Nonlinear Econometric Models 69
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 69
Mode Predictors in Nonlinear Systems with Identities 69
Self-Selection and Direct Estimation of Across-Regime Correlation Parameter 67
Indirect Inference and Variance Reduction using Control Variates 66
Analyse et Mesure de l'Incertitude en Prevision d'un Modele Econometrique. Application au Modele Mini-DMS 66
Computational Efficiency of FIML Estimation 64
Indirect Estimation of Large Conditionally Heteroskedastic FactorModels, with an Application to the Dow 30 Stocks 62
Modello Tobit a Effetti Casuali: Metodi di Stima Basati sulla Simulazione 60
Estimating Variances and Covariances in a Censored Regression Model 60
A Tobit Model with GARCH Errors 54
Autocorrelation and masked heterogeneityin panel data models estimated by maximum likelihood 52
A Condensed Version of the O.E.C.D. Foreign Trade by Commodities Tapes 51
Indirect Estimation of Logit Models with Random-Effects 51
The method of simulated scores for estimating multinormalregression models with missing values 51
The score of conditionally heteroskedastic dynamic regression models with Student-t innovations, and an LM test for multivariate normality. 51
Utilizing a Program Loaded into the User Program Area, to Load Another Module in the Same User Program Area 50
Fast indirect estimation of latent factor models with conditional heteroskedasticity 50
A Trade-off Criterion for Evaluating Effectiveness and Reliability of Alternative Policy Actions 50
Indirect Estimation of alpha-Stable Distributions and Processes 49
Interactive Management of Time Series 49
Stime 2SLS con Componenti Principali di un Modello Non Lineare dell'Economia Italiana 48
Measuring Forecast Uncertainty: A Review with Evaluation Based on a Macro Model of the French Economy 48
User Defined Functions and Operators 47
Finite Sample Performance of the Robust Wald Test in Simultaneous Equation Systems 46
Stochastic Simulation: a Package for Monte Carlo Experiments on Econometric Models 46
Indirect inference for alpha-stable distributions. 46
Indirect Estimation of Logit Multilevel Models 46
Constrained indirect inference estimation. 46
Control Variates to Estimate the Reduced Form Variances in Econometric Models 45
A bilateral linkage model for the EEC economies. 45
A Simulation Approach to Some Dynamic Properties of Econometric Models 44
Stochastic simulation as a validation tool for econometric models. 44
Stima delle Equazioni Simultanee Non-Lineari: Una Rassegna 44
Latent factor models with conditional heteroskedasticity: estimation and forecast 44
Asymptotic Properties of Dynamic Multipliers in Nonlinear Econometric Models 43
Indirect Inference Estimation of Conditionally Heteroskedastic Factor Models 43
On the Stability of the Klein-I Model 42
Standard Errors of Forecasts in Dynamic Simulation of Nonlinear Econometric Models: Some Empirical Results 42
Simulation-Based Estimation of Tobit Model with Random Effects 42
Variance Reduction with Monte Carlo Estimates of Error Rates in Multivariate Classification 42
Sull'Affidabilita' Previsiva dei Modelli Econometrici: Valutazione a Priori degli Errori di Previsione 41
Indirect Inference and Variance Reduction using Control Variates 41
Il Problema della Coerenza delle Previsioni nei Modelli Econometrici Non Lineari 40
Indirect Estimation of Just-Identified Models with Control Variates. 40
Indirect estimation of alpha-stable stochastic volatility models 40
A method of simulated scores for imputation of continuous variables missing at random. 40
La Varianza delle Previsioni nei Modelli Econometrici 40
Indirect Estimation of Continuous Time Interest Rate Models 39
Indirect Inference Estimation of Conditionally Heteroskedastic Factor Models 38
Simulation of a Nonlinear Econometric Model 38
Indirect Estimation of alpha-Stable Stochastic Volatility Models 38
Aggiornamento del modello al 1974 e nuove simulazioni. 38
Some results on the stochastic simulation of a nonlinear model of the Italian economy. 38
Interactive management for time series 37
Software Sperimentale per la Statistica: Una Raccolta di Programmi Didattico-Applicativi. Presentazione 36
Indirect Estimation of Markov Switching Models with Endogenous Switching 36
Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy. 36
Divergences in the results of stochastic and deterministic simulation of an Italian non-linear econometric model. 35
Simulation properties of alternative methods of estimation: an application to a model of the Italian economy. 35
Analisi e simulazione stocastica di un modello aggregato dell'economia italiana. 35
Indirect Estimation of alpha-Stable Distributions and Processes 34
Estimating Tobit models for panel data with autocorrelated errors 33
Evaluating Forecast Uncertainty Due to Errors in Estimated Coefficients: Empirical Comparison of Alternative Methods 32
Poor identification and estimation problems in panel data models with random effects and autocorrelated errors 27
Econometric notes 27
Negative Variance Estimates in Panel Data Models 26
Moment conditions and neglected endogeneity in panel data models 25
Individual Wage and Reservation Wage: Efficient Estimation of a Simultaneous Equation Model with Endogenous Limited Dependent Variables 24
Identification of linear panel data models when instruments are not available 17
Totale 5.528
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Categoria #
all - tutte 15.991
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 15.991
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020974 0 120 12 131 79 163 83 155 74 27 117 13
2020/2021783 49 20 111 88 5 123 10 109 24 123 29 92
2021/2022515 10 71 6 23 32 21 10 29 27 18 132 136
2022/20231.419 177 99 27 105 136 309 158 82 232 21 48 25
2023/2024424 34 67 108 24 18 25 17 76 2 19 20 14
2024/2025217 132 85 0 0 0 0 0 0 0 0 0 0
Totale 5.528