CALZOLARI, GIORGIO
 Distribuzione geografica
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Continente #
NA - Nord America 6.951
EU - Europa 3.332
AS - Asia 2.590
SA - Sud America 261
OC - Oceania 79
AF - Africa 60
Continente sconosciuto - Info sul continente non disponibili 4
Totale 13.277
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Nazione #
US - Stati Uniti d'America 6.914
RU - Federazione Russa 1.294
SG - Singapore 712
CN - Cina 681
IT - Italia 409
UA - Ucraina 381
HK - Hong Kong 361
IE - Irlanda 291
VN - Vietnam 266
SE - Svezia 258
KR - Corea 252
DE - Germania 220
BR - Brasile 204
GB - Regno Unito 165
FI - Finlandia 116
FR - Francia 115
JO - Giordania 103
AU - Australia 79
IN - India 75
JP - Giappone 41
AR - Argentina 22
CA - Canada 22
TR - Turchia 21
CH - Svizzera 18
SC - Seychelles 17
BD - Bangladesh 16
IQ - Iraq 16
NL - Olanda 15
BE - Belgio 14
ZA - Sudafrica 12
EC - Ecuador 10
ES - Italia 8
VE - Venezuela 8
CL - Cile 7
PK - Pakistan 7
EG - Egitto 6
UZ - Uzbekistan 6
AE - Emirati Arabi Uniti 5
LT - Lituania 5
MA - Marocco 5
CI - Costa d'Avorio 4
EU - Europa 4
ID - Indonesia 4
NG - Nigeria 4
PH - Filippine 4
PL - Polonia 4
PY - Paraguay 4
SA - Arabia Saudita 4
TN - Tunisia 4
CO - Colombia 3
DZ - Algeria 3
RO - Romania 3
AG - Antigua e Barbuda 2
AZ - Azerbaigian 2
BH - Bahrain 2
BO - Bolivia 2
BY - Bielorussia 2
CR - Costa Rica 2
DK - Danimarca 2
DO - Repubblica Dominicana 2
HN - Honduras 2
HR - Croazia 2
MX - Messico 2
MY - Malesia 2
NP - Nepal 2
PA - Panama 2
PT - Portogallo 2
TW - Taiwan 2
AL - Albania 1
AO - Angola 1
AT - Austria 1
BA - Bosnia-Erzegovina 1
BG - Bulgaria 1
CZ - Repubblica Ceca 1
GD - Grenada 1
GR - Grecia 1
GT - Guatemala 1
IL - Israele 1
JM - Giamaica 1
KE - Kenya 1
LB - Libano 1
LK - Sri Lanka 1
ML - Mali 1
MU - Mauritius 1
OM - Oman 1
QA - Qatar 1
RS - Serbia 1
SK - Slovacchia (Repubblica Slovacca) 1
TH - Thailandia 1
UY - Uruguay 1
ZW - Zimbabwe 1
Totale 13.277
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Città #
Santa Clara 2.765
Jacksonville 519
Singapore 450
Chandler 407
Fairfield 342
Dublin 291
Hefei 270
Hong Kong 270
Seoul 247
Ashburn 236
Woodbridge 188
Wilmington 171
Cambridge 156
Houston 155
San Jose 150
Seattle 136
Princeton 99
Buffalo 97
Ann Arbor 94
The Dalles 92
Ho Chi Minh City 90
Lauterbourg 82
Boston 77
Florence 77
Melbourne 77
Hanoi 69
Dallas 68
Los Angeles 65
Mumbai 55
Beijing 54
Medford 40
Tokyo 38
Moscow 36
Boardman 33
Milan 33
Council Bluffs 32
San Diego 32
Frankfurt Am Main 28
New York 26
Rome 23
Auburn Hills 19
Helsinki 17
Norwalk 17
Bern 16
Dearborn 16
Kent 15
Verona 15
Brussels 14
Da Nang 14
Haiphong 13
Salerno 13
Guangzhou 12
Izmir 12
São Paulo 12
Toronto 11
Shanghai 10
West Jordan 10
Hillsboro 9
Altamura 8
Andover 8
Cagliari 8
Redondo Beach 8
Falls Church 7
Frankfurt am Main 7
Lawrence 7
London 7
Saint Petersburg 7
Belo Horizonte 6
Guayaquil 6
Tashkent 6
Tianjin 6
Baghdad 5
Can Tho 5
Cape Town 5
Caçapava 5
Ninh Bình 5
Palermo 5
Pescara 5
Rio de Janeiro 5
Abidjan 4
Abuja 4
Bologna 4
Brasília 4
Brooklyn 4
Campinas 4
Caracas 4
Clifton 4
Cuiabá 4
Curitiba 4
Denver 4
Hải Dương 4
Johannesburg 4
Lahore 4
Longchamps 4
Manchester 4
Naples 4
Poplar 4
Warsaw 4
Ankara 3
Atlanta 3
Totale 8.628
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Nome #
Prove a scariche parziali negli isolamenti impregnati con olii 360
Analytic Derivatives and the Computation of GARCH Estimates 204
Alternative Estimators of FIML Covariance Matrix: A Monte Carlo Study 204
Alternative Covariance Estimators of the Standard Tobit Model 198
Alternative Simulation-Based Estimators of Logit Models with Random-Effects 190
A Program for Stochastic Simulation of Econometric Models 187
A Note on the Variance of Ex-Post Forecasts in Econometric Models 184
A Note on the Numerical Results by Goldberger, Nagar and Odeh 184
Alternative Specifications of the Error Process in the Stochastic Simulation of Econometric Models 181
Control Variates for Variance Reduction in Indirect Inference: Interest Rate Models in Continuous Time 176
Forecast Variance in Dynamic Simulation of Simultaneous Equation Models 172
A Monte Carlo Approach to Compute the Asymptotic Standard Errors of Dynamic Multipliers 171
The Behavior of Trust-Region Methods in FIML-Estimation 170
A Package for Analytic Simulation of Econometric Models 170
Estimating Asymptotic Standard Errors and Inconsistencies of Impact Multipliers in Nonlinear Econometric Models 165
Constrained Indirect Estimation 164
A Tobit Model with GARCH Errors 159
Analyse et Mesure de l'Incertitude en Prevision d'un Modele Econometrique. Application au Modele Mini-DMS 158
Asymptotic Distribution of Power Spectra and Peak Frequencies in the Stochastic Response of Econometric Models 157
Modello Tobit a Effetti Casuali: Metodi di Stima Basati sulla Simulazione 157
A Curious Result on Exact FIML and Instrumental Variables 157
Estimating multiple-membership logit models with mixed effects: indirect inference versus data cloning 157
A Simulation Approach to Some Dynamic Properties of Econometric Models 155
Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood 155
Antithetic Variates to Estimate the Simulation Bias in Non-Linear Models 154
Discontinuities in Indirect Estimation: an Application to EAR Models 153
A Condensed Version of the O.E.C.D. Foreign Trade by Commodities Tapes 152
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 148
Gradient Methods in FIML Estimation of Econometric Models 146
Imputation of Continuous Variables Missing at Random using the Method of Simulated Scores 146
Indirect estimation of large conditionally heteroskedastic factormodels, with an application to the Dow 30 stocks 145
The One-Period Forecast Errors in Nonlinear Econometric Models 144
Asymptotic Standard Errors of Point Elasticities Calculated from Simultaneous Equation Systems 143
Self-Selection and Direct Estimation of Across-Regime Correlation Parameter 143
Computational Efficiency of FIML Estimation 142
Indirect Inference and Variance Reduction using Control Variates 142
On the Validity of the Jarque–Bera normality test in conditionally heteroskedastic dynamic regression models 142
Estimating Variances and Covariances in a Censored Regression Model 142
A Trade-off Criterion for Evaluating Effectiveness and Reliability of Alternative Policy Actions 141
Self selection and direct estimation of across-regime correlation parameter 140
Indirect Estimation of Large Conditionally Heteroskedastic FactorModels, with an Application to the Dow 30 Stocks 137
Mode Predictors in Nonlinear Systems with Identities 137
Analisi e simulazione stocastica di un modello aggregato dell'economia italiana. 136
A bilateral linkage model for the EEC economies. 135
Constrained indirect inference estimation. 134
User Defined Functions and Operators 133
A method of simulated scores for imputation of continuous variables missing at random. 132
Standard Errors of Multipliers and Forecasts from Structural Coefficients with Block-Diagonal Covariance Matrix 129
Asymptotic Properties of Dynamic Multipliers in Nonlinear Econometric Models 128
Fast indirect estimation of latent factor models with conditional heteroskedasticity 128
The method of simulated scores for estimating multinormalregression models with missing values 127
Utilizing a Program Loaded into the User Program Area, to Load Another Module in the Same User Program Area 125
Indirect Estimation of Logit Models with Random-Effects 125
Latent factor models with conditional heteroskedasticity: estimation and forecast 125
Stochastic Simulation: a Package for Monte Carlo Experiments on Econometric Models 124
Stime 2SLS con Componenti Principali di un Modello Non Lineare dell'Economia Italiana 122
Control Variates to Estimate the Reduced Form Variances in Econometric Models 121
Indirect Estimation of alpha-Stable Distributions and Processes 121
Aggiornamento del modello al 1974 e nuove simulazioni. 119
The score of conditionally heteroskedastic dynamic regression models with Student-t innovations, and an LM test for multivariate normality. 119
Indirect Inference Estimation of Conditionally Heteroskedastic Factor Models 117
Measuring Forecast Uncertainty: A Review with Evaluation Based on a Macro Model of the French Economy 117
Finite Sample Performance of the Robust Wald Test in Simultaneous Equation Systems 116
On the Stability of the Klein-I Model 115
Sull'Affidabilita' Previsiva dei Modelli Econometrici: Valutazione a Priori degli Errori di Previsione 115
Indirect Estimation of Continuous Time Interest Rate Models 115
Simulation-Based Estimation of Tobit Model with Random Effects 114
Indirect Estimation of alpha-Stable Distributions and Processes 114
Variance Reduction with Monte Carlo Estimates of Error Rates in Multivariate Classification 112
Indirect Inference Estimation of Conditionally Heteroskedastic Factor Models 111
Simulation of a Nonlinear Econometric Model 111
Interactive Management of Time Series 111
Standard Errors of Forecasts in Dynamic Simulation of Nonlinear Econometric Models: Some Empirical Results 110
Software Sperimentale per la Statistica: Una Raccolta di Programmi Didattico-Applicativi. Presentazione 109
Indirect inference for alpha-stable distributions. 109
Indirect Estimation of Just-Identified Models with Control Variates. 109
Indirect Estimation of Logit Multilevel Models 109
La Varianza delle Previsioni nei Modelli Econometrici 109
Autocorrelation and masked heterogeneityin panel data models estimated by maximum likelihood 109
Indirect estimation of alpha-stable stochastic volatility models 108
Il Problema della Coerenza delle Previsioni nei Modelli Econometrici Non Lineari 107
Interactive management for time series 107
Indirect Estimation of alpha-Stable Stochastic Volatility Models 105
Indirect Estimation of Markov Switching Models with Endogenous Switching 104
Indirect Inference and Variance Reduction using Control Variates 103
Stochastic simulation as a validation tool for econometric models. 102
Divergences in the results of stochastic and deterministic simulation of an Italian non-linear econometric model. 101
Evaluating Forecast Uncertainty Due to Errors in Estimated Coefficients: Empirical Comparison of Alternative Methods 97
Simulation properties of alternative methods of estimation: an application to a model of the Italian economy. 97
Some results on the stochastic simulation of a nonlinear model of the Italian economy. 97
Stima delle Equazioni Simultanee Non-Lineari: Una Rassegna 96
Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy. 95
Poor identification and estimation problems in panel data models with random effects and autocorrelated errors 95
Econometric notes 95
Individual Wage and Reservation Wage: Efficient Estimation of a Simultaneous Equation Model with Endogenous Limited Dependent Variables 93
Estimating Tobit models for panel data with autocorrelated errors 91
Negative Variance Estimates in Panel Data Models 90
Identification of linear panel data models when instruments are not available 88
Moment conditions and neglected endogeneity in panel data models 84
Totale 13.302
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Categoria #
all - tutte 32.023
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 32.023
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021121 0 0 0 0 0 0 0 0 0 0 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
2025/20263.045 334 730 413 108 266 138 404 192 259 163 38 0
Totale 13.302