CALZOLARI, GIORGIO
 Distribuzione geografica
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Continente #
NA - Nord America 7.568
EU - Europa 3.883
AS - Asia 2.606
SA - Sud America 270
OC - Oceania 79
AF - Africa 60
Continente sconosciuto - Info sul continente non disponibili 30
Totale 14.496
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Nazione #
US - Stati Uniti d'America 7.485
RU - Federazione Russa 1.294
IT - Italia 952
SG - Singapore 713
CN - Cina 683
UA - Ucraina 382
HK - Hong Kong 362
IE - Irlanda 292
VN - Vietnam 267
SE - Svezia 258
KR - Corea 252
DE - Germania 222
BR - Brasile 208
GB - Regno Unito 165
FI - Finlandia 116
FR - Francia 115
JO - Giordania 103
AU - Australia 79
IN - India 76
CA - Canada 56
JP - Giappone 43
AR - Argentina 25
TR - Turchia 21
BD - Bangladesh 20
CH - Svizzera 18
SC - Seychelles 17
IQ - Iraq 16
NL - Olanda 16
BE - Belgio 14
ZA - Sudafrica 12
EC - Ecuador 11
ES - Italia 10
VE - Venezuela 8
CL - Cile 7
PK - Pakistan 7
EG - Egitto 6
UZ - Uzbekistan 6
AE - Emirati Arabi Uniti 5
HN - Honduras 5
ID - Indonesia 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
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
TW - Taiwan 3
AG - Antigua e Barbuda 2
AL - Albania 2
AZ - Azerbaigian 2
BH - Bahrain 2
BO - Bolivia 2
BY - Bielorussia 2
DK - Danimarca 2
DO - Repubblica Dominicana 2
HR - Croazia 2
LB - Libano 2
MX - Messico 2
MY - Malesia 2
NP - Nepal 2
PA - Panama 2
PT - Portogallo 2
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
LA - Repubblica Popolare Democratica del Laos 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 14.470
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Città #
Santa Clara 2.771
Jacksonville 520
Singapore 450
Chandler 407
Fairfield 342
Dublin 292
Ashburn 273
Hong Kong 271
Hefei 270
Seoul 247
San Jose 211
Milan 200
Woodbridge 189
Wilmington 172
Houston 157
Cambridge 156
Council Bluffs 141
Seattle 137
Florence 105
Princeton 99
Buffalo 98
Ann Arbor 94
The Dalles 92
Ho Chi Minh City 91
Rome 91
Lauterbourg 82
Boston 77
Melbourne 77
Dallas 73
Los Angeles 71
Hanoi 69
Phoenix 58
Beijing 55
Mumbai 55
Medford 41
Tokyo 40
Moscow 36
Boardman 33
San Diego 33
Frankfurt Am Main 28
Chicago 27
New York 27
Naples 26
Columbus 25
Turin 25
Auburn Hills 19
Norwalk 18
Dearborn 17
Helsinki 17
Palermo 17
Toronto 17
Verona 17
Bern 16
Figino 16
Bologna 15
Kent 15
Brussels 14
Cagliari 14
Da Nang 14
Salerno 14
Haiphong 13
Bari 12
Brooklyn 12
Guangzhou 12
Izmir 12
Pescara 12
São Paulo 12
Washington 11
London 10
Shanghai 10
West Jordan 10
Hillsboro 9
Altamura 8
Andover 8
Frankfurt am Main 8
Redondo Beach 8
Venice 8
Falls Church 7
Lawrence 7
Montreal 7
Queens 7
Saint Petersburg 7
Atlanta 6
Belo Horizonte 6
Brasília 6
Genoa 6
Guayaquil 6
Modena 6
Padua 6
Tashkent 6
Tianjin 6
Baghdad 5
Brescia 5
Can Tho 5
Cape Town 5
Caçapava 5
Denver 5
Ninh Bình 5
Philadelphia 5
Rio de Janeiro 5
Totale 9.383
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Nome #
Prove a scariche parziali negli isolamenti impregnati con olii 399
Alternative Estimators of FIML Covariance Matrix: A Monte Carlo Study 214
Alternative Simulation-Based Estimators of Logit Models with Random-Effects 214
Analytic Derivatives and the Computation of GARCH Estimates 212
Alternative Covariance Estimators of the Standard Tobit Model 209
A Program for Stochastic Simulation of Econometric Models 201
A Note on the Variance of Ex-Post Forecasts in Econometric Models 197
A Note on the Numerical Results by Goldberger, Nagar and Odeh 192
Control Variates for Variance Reduction in Indirect Inference: Interest Rate Models in Continuous Time 188
Alternative Specifications of the Error Process in the Stochastic Simulation of Econometric Models 188
A Package for Analytic Simulation of Econometric Models 187
Estimating Asymptotic Standard Errors and Inconsistencies of Impact Multipliers in Nonlinear Econometric Models 185
Constrained Indirect Estimation 185
A Monte Carlo Approach to Compute the Asymptotic Standard Errors of Dynamic Multipliers 184
Forecast Variance in Dynamic Simulation of Simultaneous Equation Models 181
A Curious Result on Exact FIML and Instrumental Variables 181
A Tobit Model with GARCH Errors 180
The Behavior of Trust-Region Methods in FIML-Estimation 180
Estimating multiple-membership logit models with mixed effects: indirect inference versus data cloning 178
Analyse et Mesure de l'Incertitude en Prevision d'un Modele Econometrique. Application au Modele Mini-DMS 174
Discontinuities in Indirect Estimation: an Application to EAR Models 168
Antithetic Variates to Estimate the Simulation Bias in Non-Linear Models 167
Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood 167
Modello Tobit a Effetti Casuali: Metodi di Stima Basati sulla Simulazione 166
A Condensed Version of the O.E.C.D. Foreign Trade by Commodities Tapes 163
Asymptotic Distribution of Power Spectra and Peak Frequencies in the Stochastic Response of Econometric Models 162
A Simulation Approach to Some Dynamic Properties of Econometric Models 162
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 161
Estimating Variances and Covariances in a Censored Regression Model 158
Gradient Methods in FIML Estimation of Econometric Models 156
Indirect Inference and Variance Reduction using Control Variates 155
Constrained indirect inference estimation. 155
On the Validity of the Jarque–Bera normality test in conditionally heteroskedastic dynamic regression models 155
The One-Period Forecast Errors in Nonlinear Econometric Models 154
Imputation of Continuous Variables Missing at Random using the Method of Simulated Scores 154
Computational Efficiency of FIML Estimation 153
Indirect estimation of large conditionally heteroskedastic factormodels, with an application to the Dow 30 stocks 153
Asymptotic Standard Errors of Point Elasticities Calculated from Simultaneous Equation Systems 152
A Trade-off Criterion for Evaluating Effectiveness and Reliability of Alternative Policy Actions 152
A method of simulated scores for imputation of continuous variables missing at random. 151
Mode Predictors in Nonlinear Systems with Identities 151
A bilateral linkage model for the EEC economies. 150
Self-Selection and Direct Estimation of Across-Regime Correlation Parameter 148
Self selection and direct estimation of across-regime correlation parameter 148
Analisi e simulazione stocastica di un modello aggregato dell'economia italiana. 146
User Defined Functions and Operators 145
Standard Errors of Multipliers and Forecasts from Structural Coefficients with Block-Diagonal Covariance Matrix 143
Latent factor models with conditional heteroskedasticity: estimation and forecast 143
Indirect Estimation of Large Conditionally Heteroskedastic FactorModels, with an Application to the Dow 30 Stocks 142
Asymptotic Properties of Dynamic Multipliers in Nonlinear Econometric Models 140
Fast indirect estimation of latent factor models with conditional heteroskedasticity 140
Utilizing a Program Loaded into the User Program Area, to Load Another Module in the Same User Program Area 139
Control Variates to Estimate the Reduced Form Variances in Econometric Models 138
On the Stability of the Klein-I Model 136
Stochastic Simulation: a Package for Monte Carlo Experiments on Econometric Models 136
The method of simulated scores for estimating multinormalregression models with missing values 135
Indirect Estimation of Logit Models with Random-Effects 132
Stime 2SLS con Componenti Principali di un Modello Non Lineare dell'Economia Italiana 131
Variance Reduction with Monte Carlo Estimates of Error Rates in Multivariate Classification 131
Indirect Estimation of alpha-Stable Distributions and Processes 131
Indirect Inference Estimation of Conditionally Heteroskedastic Factor Models 130
Aggiornamento del modello al 1974 e nuove simulazioni. 130
Measuring Forecast Uncertainty: A Review with Evaluation Based on a Macro Model of the French Economy 129
Indirect Inference and Variance Reduction using Control Variates 128
Standard Errors of Forecasts in Dynamic Simulation of Nonlinear Econometric Models: Some Empirical Results 127
Interactive management for time series 126
Finite Sample Performance of the Robust Wald Test in Simultaneous Equation Systems 125
The score of conditionally heteroskedastic dynamic regression models with Student-t innovations, and an LM test for multivariate normality. 125
Simulation of a Nonlinear Econometric Model 124
Indirect Estimation of Continuous Time Interest Rate Models 124
Sull'Affidabilita' Previsiva dei Modelli Econometrici: Valutazione a Priori degli Errori di Previsione 122
Simulation-Based Estimation of Tobit Model with Random Effects 122
Indirect estimation of alpha-stable stochastic volatility models 121
Interactive Management of Time Series 121
Indirect inference for alpha-stable distributions. 120
Indirect Estimation of alpha-Stable Distributions and Processes 120
Software Sperimentale per la Statistica: Una Raccolta di Programmi Didattico-Applicativi. Presentazione 119
Indirect Inference Estimation of Conditionally Heteroskedastic Factor Models 118
Indirect Estimation of Logit Multilevel Models 118
Autocorrelation and masked heterogeneityin panel data models estimated by maximum likelihood 118
Indirect Estimation of Just-Identified Models with Control Variates. 117
Il Problema della Coerenza delle Previsioni nei Modelli Econometrici Non Lineari 116
Indirect Estimation of alpha-Stable Stochastic Volatility Models 114
La Varianza delle Previsioni nei Modelli Econometrici 114
Estimating Tobit models for panel data with autocorrelated errors 114
Indirect Estimation of Markov Switching Models with Endogenous Switching 113
Some results on the stochastic simulation of a nonlinear model of the Italian economy. 113
Stochastic simulation as a validation tool for econometric models. 112
Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy. 108
Evaluating Forecast Uncertainty Due to Errors in Estimated Coefficients: Empirical Comparison of Alternative Methods 107
Divergences in the results of stochastic and deterministic simulation of an Italian non-linear econometric model. 106
Stima delle Equazioni Simultanee Non-Lineari: Una Rassegna 105
Individual Wage and Reservation Wage: Efficient Estimation of a Simultaneous Equation Model with Endogenous Limited Dependent Variables 104
Econometric notes 104
Poor identification and estimation problems in panel data models with random effects and autocorrelated errors 101
Simulation properties of alternative methods of estimation: an application to a model of the Italian economy. 100
Negative Variance Estimates in Panel Data Models 98
Identification of linear panel data models when instruments are not available 94
Moment conditions and neglected endogeneity in panel data models 91
Totale 14.496
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Categoria #
all - tutte 36.327
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 36.327
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022428 0 0 0 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
2026/2027647 97 156 335 59 0 0 0 0 0 0 0 0
Totale 14.496