CALZOLARI, GIORGIO
 Distribuzione geografica
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Continente #
NA - Nord America 6.625
EU - Europa 3.182
AS - Asia 1.975
SA - Sud America 233
OC - Oceania 79
AF - Africa 47
Continente sconosciuto - Info sul continente non disponibili 4
Totale 12.145
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Nazione #
US - Stati Uniti d'America 6.590
RU - Federazione Russa 1.292
SG - Singapore 561
CN - Cina 520
UA - Ucraina 380
IT - Italia 373
HK - Hong Kong 357
IE - Irlanda 291
SE - Svezia 258
KR - Corea 251
DE - Germania 219
BR - Brasile 188
GB - Regno Unito 164
FI - Finlandia 102
JO - Giordania 102
AU - Australia 79
IN - India 73
VN - Vietnam 35
FR - Francia 27
CA - Canada 21
CH - Svizzera 18
TR - Turchia 18
AR - Argentina 17
SC - Seychelles 17
BD - Bangladesh 14
BE - Belgio 14
NL - Olanda 13
JP - Giappone 12
EC - Ecuador 10
IQ - Iraq 10
ZA - Sudafrica 10
VE - Venezuela 8
ES - Italia 6
MA - Marocco 5
CI - Costa d'Avorio 4
EG - Egitto 4
EU - Europa 4
LT - Lituania 4
AE - Emirati Arabi Uniti 3
CL - Cile 3
ID - Indonesia 3
PK - Pakistan 3
PL - Polonia 3
RO - Romania 3
SA - Arabia Saudita 3
AG - Antigua e Barbuda 2
BO - Bolivia 2
CO - Colombia 2
CR - Costa Rica 2
DK - Danimarca 2
DO - Repubblica Dominicana 2
HN - Honduras 2
HR - Croazia 2
MX - Messico 2
NP - Nepal 2
PA - Panama 2
PT - Portogallo 2
PY - Paraguay 2
TN - Tunisia 2
AL - Albania 1
AO - Angola 1
AT - Austria 1
AZ - Azerbaigian 1
BA - Bosnia-Erzegovina 1
BG - Bulgaria 1
BH - Bahrain 1
BY - Bielorussia 1
CZ - Repubblica Ceca 1
DZ - Algeria 1
GR - Grecia 1
GT - Guatemala 1
IL - Israele 1
JM - Giamaica 1
LB - Libano 1
ML - Mali 1
MU - Mauritius 1
MY - Malesia 1
OM - Oman 1
QA - Qatar 1
RS - Serbia 1
SK - Slovacchia (Repubblica Slovacca) 1
UY - Uruguay 1
UZ - Uzbekistan 1
ZW - Zimbabwe 1
Totale 12.145
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Città #
Santa Clara 2.763
Jacksonville 519
Chandler 407
Fairfield 342
Singapore 299
Dublin 291
Hefei 270
Hong Kong 269
Seoul 247
Woodbridge 188
Ashburn 178
Wilmington 171
Cambridge 156
Houston 154
Seattle 135
Princeton 99
Buffalo 97
Ann Arbor 94
Boston 77
Melbourne 77
Florence 67
Los Angeles 64
Dallas 63
Mumbai 54
Beijing 50
The Dalles 45
Medford 40
Moscow 35
Boardman 33
Council Bluffs 32
Milan 32
San Diego 32
Frankfurt Am Main 28
Rome 20
Auburn Hills 19
New York 17
Norwalk 17
Bern 16
Dearborn 16
Kent 15
Verona 15
Brussels 14
Ho Chi Minh City 14
Salerno 13
Izmir 12
São Paulo 12
Toronto 11
West Jordan 10
Hillsboro 9
Tokyo 9
Altamura 8
Andover 8
Cagliari 8
Hanoi 8
Redondo Beach 8
Falls Church 7
Frankfurt am Main 7
Lawrence 7
London 7
Saint Petersburg 7
Shanghai 7
Guayaquil 6
Belo Horizonte 5
Cape Town 5
Caçapava 5
Pescara 5
Rio de Janeiro 5
Abidjan 4
Baghdad 4
Brasília 4
Brooklyn 4
Campinas 4
Caracas 4
Clifton 4
Cuiabá 4
Curitiba 4
Longchamps 4
Manchester 4
Palermo 4
Tianjin 4
Bochum 3
Buenos Aires 3
Catania 3
Fuzhou 3
Goiânia 3
Guangzhou 3
Helsinki 3
Johannesburg 3
Kyoto 3
Laurel 3
Madrid 3
Maracaibo 3
Montpellier 3
Munich 3
Poplar 3
Porto Alegre 3
Quito 3
Scandicci 3
Timisoara 3
Venice 3
Totale 7.872
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Nome #
Prove a scariche parziali negli isolamenti impregnati con olii 339
Analytic Derivatives and the Computation of GARCH Estimates 186
Alternative Covariance Estimators of the Standard Tobit Model 183
Alternative Estimators of FIML Covariance Matrix: A Monte Carlo Study 181
Alternative Simulation-Based Estimators of Logit Models with Random-Effects 172
A Note on the Numerical Results by Goldberger, Nagar and Odeh 169
A Program for Stochastic Simulation of Econometric Models 169
A Note on the Variance of Ex-Post Forecasts in Econometric Models 167
Control Variates for Variance Reduction in Indirect Inference: Interest Rate Models in Continuous Time 164
Forecast Variance in Dynamic Simulation of Simultaneous Equation Models 162
The Behavior of Trust-Region Methods in FIML-Estimation 162
Alternative Specifications of the Error Process in the Stochastic Simulation of Econometric Models 161
A Package for Analytic Simulation of Econometric Models 156
A Monte Carlo Approach to Compute the Asymptotic Standard Errors of Dynamic Multipliers 152
Estimating Asymptotic Standard Errors and Inconsistencies of Impact Multipliers in Nonlinear Econometric Models 150
Asymptotic Distribution of Power Spectra and Peak Frequencies in the Stochastic Response of Econometric Models 148
Constrained Indirect Estimation 147
Analyse et Mesure de l'Incertitude en Prevision d'un Modele Econometrique. Application au Modele Mini-DMS 146
A Curious Result on Exact FIML and Instrumental Variables 146
Estimating multiple-membership logit models with mixed effects: indirect inference versus data cloning 143
A Tobit Model with GARCH Errors 142
Antithetic Variates to Estimate the Simulation Bias in Non-Linear Models 142
Imputation of Continuous Variables Missing at Random using the Method of Simulated Scores 142
Gradient Methods in FIML Estimation of Econometric Models 140
Modello Tobit a Effetti Casuali: Metodi di Stima Basati sulla Simulazione 140
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 138
Discontinuities in Indirect Estimation: an Application to EAR Models 136
A Condensed Version of the O.E.C.D. Foreign Trade by Commodities Tapes 136
Indirect Inference and Variance Reduction using Control Variates 135
A Simulation Approach to Some Dynamic Properties of Econometric Models 135
Indirect estimation of large conditionally heteroskedastic factormodels, with an application to the Dow 30 stocks 135
Self selection and direct estimation of across-regime correlation parameter 134
The One-Period Forecast Errors in Nonlinear Econometric Models 133
Asymptotic Standard Errors of Point Elasticities Calculated from Simultaneous Equation Systems 132
On the Validity of the Jarque–Bera normality test in conditionally heteroskedastic dynamic regression models 132
Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood 132
Computational Efficiency of FIML Estimation 131
Estimating Variances and Covariances in a Censored Regression Model 131
Self-Selection and Direct Estimation of Across-Regime Correlation Parameter 128
Mode Predictors in Nonlinear Systems with Identities 127
Indirect Estimation of Large Conditionally Heteroskedastic FactorModels, with an Application to the Dow 30 Stocks 125
A Trade-off Criterion for Evaluating Effectiveness and Reliability of Alternative Policy Actions 123
Standard Errors of Multipliers and Forecasts from Structural Coefficients with Block-Diagonal Covariance Matrix 122
Constrained indirect inference estimation. 120
A bilateral linkage model for the EEC economies. 120
Fast indirect estimation of latent factor models with conditional heteroskedasticity 118
Asymptotic Properties of Dynamic Multipliers in Nonlinear Econometric Models 116
Stochastic Simulation: a Package for Monte Carlo Experiments on Econometric Models 116
User Defined Functions and Operators 116
Analisi e simulazione stocastica di un modello aggregato dell'economia italiana. 116
Utilizing a Program Loaded into the User Program Area, to Load Another Module in the Same User Program Area 115
Stime 2SLS con Componenti Principali di un Modello Non Lineare dell'Economia Italiana 113
A method of simulated scores for imputation of continuous variables missing at random. 113
Control Variates to Estimate the Reduced Form Variances in Econometric Models 112
Indirect Estimation of alpha-Stable Distributions and Processes 112
Latent factor models with conditional heteroskedasticity: estimation and forecast 112
Indirect Estimation of Logit Models with Random-Effects 111
The score of conditionally heteroskedastic dynamic regression models with Student-t innovations, and an LM test for multivariate normality. 111
Finite Sample Performance of the Robust Wald Test in Simultaneous Equation Systems 110
The method of simulated scores for estimating multinormalregression models with missing values 110
Sull'Affidabilita' Previsiva dei Modelli Econometrici: Valutazione a Priori degli Errori di Previsione 108
Standard Errors of Forecasts in Dynamic Simulation of Nonlinear Econometric Models: Some Empirical Results 107
Simulation-Based Estimation of Tobit Model with Random Effects 107
Aggiornamento del modello al 1974 e nuove simulazioni. 107
Measuring Forecast Uncertainty: A Review with Evaluation Based on a Macro Model of the French Economy 107
Indirect Inference Estimation of Conditionally Heteroskedastic Factor Models 106
Autocorrelation and masked heterogeneityin panel data models estimated by maximum likelihood 106
On the Stability of the Klein-I Model 105
Indirect Inference Estimation of Conditionally Heteroskedastic Factor Models 104
Variance Reduction with Monte Carlo Estimates of Error Rates in Multivariate Classification 104
Indirect Estimation of Logit Multilevel Models 103
Software Sperimentale per la Statistica: Una Raccolta di Programmi Didattico-Applicativi. Presentazione 102
Indirect inference for alpha-stable distributions. 102
Interactive Management of Time Series 102
Indirect Inference and Variance Reduction using Control Variates 100
Indirect Estimation of Just-Identified Models with Control Variates. 100
Simulation of a Nonlinear Econometric Model 99
Indirect estimation of alpha-stable stochastic volatility models 99
Indirect Estimation of Markov Switching Models with Endogenous Switching 98
Il Problema della Coerenza delle Previsioni nei Modelli Econometrici Non Lineari 98
Indirect Estimation of Continuous Time Interest Rate Models 98
Indirect Estimation of alpha-Stable Distributions and Processes 98
Indirect Estimation of alpha-Stable Stochastic Volatility Models 97
La Varianza delle Previsioni nei Modelli Econometrici 95
Stochastic simulation as a validation tool for econometric models. 94
Interactive management for time series 94
Divergences in the results of stochastic and deterministic simulation of an Italian non-linear econometric model. 93
Stima delle Equazioni Simultanee Non-Lineari: Una Rassegna 93
Evaluating Forecast Uncertainty Due to Errors in Estimated Coefficients: Empirical Comparison of Alternative Methods 91
Econometric notes 89
Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy. 88
Some results on the stochastic simulation of a nonlinear model of the Italian economy. 88
Simulation properties of alternative methods of estimation: an application to a model of the Italian economy. 87
Poor identification and estimation problems in panel data models with random effects and autocorrelated errors 87
Estimating Tobit models for panel data with autocorrelated errors 85
Negative Variance Estimates in Panel Data Models 83
Individual Wage and Reservation Wage: Efficient Estimation of a Simultaneous Equation Model with Endogenous Limited Dependent Variables 78
Identification of linear panel data models when instruments are not available 78
Moment conditions and neglected endogeneity in panel data models 75
Totale 12.170
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Categoria #
all - tutte 28.991
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 28.991
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021510 0 0 0 0 0 123 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
2024/20254.946 132 374 251 473 2.098 997 72 222 72 67 130 58
2025/20261.913 334 730 413 108 266 62 0 0 0 0 0 0
Totale 12.170