CALZOLARI, GIORGIO
 Distribuzione geografica
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Continente #
NA - Nord America 7.187
EU - Europa 3.871
AS - Asia 2.594
SA - Sud America 265
OC - Oceania 79
AF - Africa 60
Continente sconosciuto - Info sul continente non disponibili 30
Totale 14.086
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Nazione #
US - Stati Uniti d'America 7.110
RU - Federazione Russa 1.294
IT - Italia 947
SG - Singapore 713
CN - Cina 683
UA - Ucraina 381
HK - Hong Kong 362
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
CA - Canada 51
JP - Giappone 41
AR - Argentina 25
TR - Turchia 21
CH - Svizzera 18
SC - Seychelles 17
BD - Bangladesh 16
IQ - Iraq 16
NL - Olanda 16
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
CO - Colombia 4
CR - Costa Rica 4
EU - Europa 4
GT - Guatemala 4
HN - Honduras 4
ID - Indonesia 4
NG - Nigeria 4
PH - Filippine 4
PL - Polonia 4
PY - Paraguay 4
SA - Arabia Saudita 4
TN - Tunisia 4
DZ - Algeria 3
RO - Romania 3
AG - Antigua e Barbuda 2
AZ - Azerbaigian 2
BH - Bahrain 2
BO - Bolivia 2
BY - Bielorussia 2
DK - Danimarca 2
DO - Repubblica Dominicana 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
BB - Barbados 1
BG - Bulgaria 1
BZ - Belize 1
CZ - Repubblica Ceca 1
GD - Grenada 1
GR - Grecia 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
PR - Porto Rico 1
QA - Qatar 1
RS - Serbia 1
SK - Slovacchia (Repubblica Slovacca) 1
TH - Thailandia 1
TT - Trinidad e Tobago 1
UY - Uruguay 1
ZW - Zimbabwe 1
Totale 14.060
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Città #
Santa Clara 2.768
Jacksonville 520
Singapore 450
Chandler 407
Fairfield 342
Dublin 291
Hong Kong 271
Hefei 270
Seoul 247
Ashburn 243
Milan 200
Woodbridge 188
Wilmington 171
Cambridge 156
Houston 155
San Jose 150
Seattle 136
Council Bluffs 131
Florence 101
Princeton 99
Buffalo 97
Ann Arbor 94
The Dalles 92
Rome 91
Ho Chi Minh City 90
Lauterbourg 82
Boston 77
Melbourne 77
Dallas 70
Hanoi 69
Los Angeles 69
Beijing 55
Mumbai 55
Medford 40
Tokyo 38
Moscow 36
Boardman 33
San Diego 32
Frankfurt Am Main 28
Naples 26
New York 26
Turin 24
Columbus 23
Auburn Hills 19
Dearborn 17
Helsinki 17
Norwalk 17
Palermo 17
Verona 17
Bern 16
Figino 16
Bologna 15
Kent 15
Brussels 14
Cagliari 14
Da Nang 14
Salerno 14
Haiphong 13
Toronto 13
Bari 12
Guangzhou 12
Izmir 12
Pescara 12
São Paulo 12
London 10
Shanghai 10
West Jordan 10
Hillsboro 9
Altamura 8
Andover 8
Redondo Beach 8
Venice 8
Falls Church 7
Frankfurt am Main 7
Lawrence 7
Montreal 7
Saint Petersburg 7
Belo Horizonte 6
Genoa 6
Guayaquil 6
Modena 6
Padua 6
Queens 6
Tashkent 6
Tianjin 6
Baghdad 5
Brescia 5
Brooklyn 5
Can Tho 5
Cape Town 5
Caçapava 5
Ninh Bình 5
Rio de Janeiro 5
Abidjan 4
Abuja 4
Atlanta 4
Brasília 4
Campinas 4
Caracas 4
Catania 4
Totale 9.150
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Nome #
Prove a scariche parziali negli isolamenti impregnati con olii 373
Alternative Estimators of FIML Covariance Matrix: A Monte Carlo Study 211
Alternative Simulation-Based Estimators of Logit Models with Random-Effects 211
Analytic Derivatives and the Computation of GARCH Estimates 209
Alternative Covariance Estimators of the Standard Tobit Model 206
A Program for Stochastic Simulation of Econometric Models 192
A Note on the Variance of Ex-Post Forecasts in Econometric Models 190
A Note on the Numerical Results by Goldberger, Nagar and Odeh 187
Control Variates for Variance Reduction in Indirect Inference: Interest Rate Models in Continuous Time 184
Alternative Specifications of the Error Process in the Stochastic Simulation of Econometric Models 182
A Package for Analytic Simulation of Econometric Models 181
Estimating Asymptotic Standard Errors and Inconsistencies of Impact Multipliers in Nonlinear Econometric Models 180
Forecast Variance in Dynamic Simulation of Simultaneous Equation Models 179
Constrained Indirect Estimation 179
A Curious Result on Exact FIML and Instrumental Variables 178
The Behavior of Trust-Region Methods in FIML-Estimation 176
A Monte Carlo Approach to Compute the Asymptotic Standard Errors of Dynamic Multipliers 176
A Tobit Model with GARCH Errors 174
Estimating multiple-membership logit models with mixed effects: indirect inference versus data cloning 174
Analyse et Mesure de l'Incertitude en Prevision d'un Modele Econometrique. Application au Modele Mini-DMS 169
Antithetic Variates to Estimate the Simulation Bias in Non-Linear Models 164
Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood 163
Modello Tobit a Effetti Casuali: Metodi di Stima Basati sulla Simulazione 162
Asymptotic Distribution of Power Spectra and Peak Frequencies in the Stochastic Response of Econometric Models 159
Discontinuities in Indirect Estimation: an Application to EAR Models 158
A Condensed Version of the O.E.C.D. Foreign Trade by Commodities Tapes 158
A Simulation Approach to Some Dynamic Properties of Econometric Models 158
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 157
Estimating Variances and Covariances in a Censored Regression Model 154
Gradient Methods in FIML Estimation of Econometric Models 153
Imputation of Continuous Variables Missing at Random using the Method of Simulated Scores 153
On the Validity of the Jarque–Bera normality test in conditionally heteroskedastic dynamic regression models 152
Indirect Inference and Variance Reduction using Control Variates 151
Constrained indirect inference estimation. 151
The One-Period Forecast Errors in Nonlinear Econometric Models 150
Computational Efficiency of FIML Estimation 149
Mode Predictors in Nonlinear Systems with Identities 149
Asymptotic Standard Errors of Point Elasticities Calculated from Simultaneous Equation Systems 148
Indirect estimation of large conditionally heteroskedastic factormodels, with an application to the Dow 30 stocks 148
A method of simulated scores for imputation of continuous variables missing at random. 147
Self-Selection and Direct Estimation of Across-Regime Correlation Parameter 146
A Trade-off Criterion for Evaluating Effectiveness and Reliability of Alternative Policy Actions 146
A bilateral linkage model for the EEC economies. 144
Self selection and direct estimation of across-regime correlation parameter 144
Analisi e simulazione stocastica di un modello aggregato dell'economia italiana. 143
User Defined Functions and Operators 141
Indirect Estimation of Large Conditionally Heteroskedastic FactorModels, with an Application to the Dow 30 Stocks 140
Standard Errors of Multipliers and Forecasts from Structural Coefficients with Block-Diagonal Covariance Matrix 140
Latent factor models with conditional heteroskedasticity: estimation and forecast 137
Fast indirect estimation of latent factor models with conditional heteroskedasticity 136
Asymptotic Properties of Dynamic Multipliers in Nonlinear Econometric Models 135
Control Variates to Estimate the Reduced Form Variances in Econometric Models 133
The method of simulated scores for estimating multinormalregression models with missing values 133
Utilizing a Program Loaded into the User Program Area, to Load Another Module in the Same User Program Area 132
On the Stability of the Klein-I Model 131
Stochastic Simulation: a Package for Monte Carlo Experiments on Econometric Models 131
Indirect Estimation of Logit Models with Random-Effects 130
Variance Reduction with Monte Carlo Estimates of Error Rates in Multivariate Classification 128
Indirect Estimation of alpha-Stable Distributions and Processes 128
Stime 2SLS con Componenti Principali di un Modello Non Lineare dell'Economia Italiana 127
Indirect Inference Estimation of Conditionally Heteroskedastic Factor Models 127
Aggiornamento del modello al 1974 e nuove simulazioni. 126
Standard Errors of Forecasts in Dynamic Simulation of Nonlinear Econometric Models: Some Empirical Results 124
Measuring Forecast Uncertainty: A Review with Evaluation Based on a Macro Model of the French Economy 124
Finite Sample Performance of the Robust Wald Test in Simultaneous Equation Systems 123
Indirect Estimation of Continuous Time Interest Rate Models 123
Interactive management for time series 123
Simulation of a Nonlinear Econometric Model 121
The score of conditionally heteroskedastic dynamic regression models with Student-t innovations, and an LM test for multivariate normality. 121
Simulation-Based Estimation of Tobit Model with Random Effects 120
Interactive Management of Time Series 118
Sull'Affidabilita' Previsiva dei Modelli Econometrici: Valutazione a Priori degli Errori di Previsione 117
Indirect inference for alpha-stable distributions. 117
Indirect estimation of alpha-stable stochastic volatility models 117
Software Sperimentale per la Statistica: Una Raccolta di Programmi Didattico-Applicativi. Presentazione 116
Indirect Estimation of alpha-Stable Distributions and Processes 116
Il Problema della Coerenza delle Previsioni nei Modelli Econometrici Non Lineari 115
Indirect Estimation of Logit Multilevel Models 115
Autocorrelation and masked heterogeneityin panel data models estimated by maximum likelihood 115
Indirect Inference Estimation of Conditionally Heteroskedastic Factor Models 114
Indirect Estimation of Just-Identified Models with Control Variates. 114
Indirect Inference and Variance Reduction using Control Variates 111
La Varianza delle Previsioni nei Modelli Econometrici 111
Indirect Estimation of Markov Switching Models with Endogenous Switching 110
Indirect Estimation of alpha-Stable Stochastic Volatility Models 110
Some results on the stochastic simulation of a nonlinear model of the Italian economy. 110
Stochastic simulation as a validation tool for econometric models. 109
Estimating Tobit models for panel data with autocorrelated errors 108
Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy. 106
Divergences in the results of stochastic and deterministic simulation of an Italian non-linear econometric model. 105
Evaluating Forecast Uncertainty Due to Errors in Estimated Coefficients: Empirical Comparison of Alternative Methods 104
Stima delle Equazioni Simultanee Non-Lineari: Una Rassegna 102
Individual Wage and Reservation Wage: Efficient Estimation of a Simultaneous Equation Model with Endogenous Limited Dependent Variables 101
Econometric notes 101
Simulation properties of alternative methods of estimation: an application to a model of the Italian economy. 98
Poor identification and estimation problems in panel data models with random effects and autocorrelated errors 97
Negative Variance Estimates in Panel Data Models 97
Identification of linear panel data models when instruments are not available 92
Moment conditions and neglected endogeneity in panel data models 88
Totale 14.086
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Categoria #
all - tutte 34.894
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 34.894
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022505 0 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
2025/20263.592 334 730 413 108 266 138 404 192 259 163 50 535
2026/2027237 97 140 0 0 0 0 0 0 0 0 0 0
Totale 14.086