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Giorgio Calzolari

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2010 – 2019

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2019
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Giorgio Calzolari:
Econometrics exams and round numbers: Use or misuse of indirect estimation methods? Commun. Stat. Simul. Comput. 48(1): 1-14 (2019)
2014
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Giorgio Calzolari, Roxana Halbleib, Alessandro Parrini:
Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood. Comput. Stat. Data Anal. 76: 158-171 (2014)

2000 – 2009

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2009
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Marco J. Lombardi, Giorgio Calzolari:
Indirect estimation of alpha-stable stochastic volatility models. Comput. Stat. Data Anal. 53(6): 2298-2308 (2009)
2006
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Francesca Di Iorio, Giorgio Calzolari:
Discontinuities in indirect estimation: An application to EAR models. Comput. Stat. Data Anal. 50(8): 2124-2136 (2006)
2002
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Giorgio Calzolari, Laura Neri:
Imputation of Continuous Variables Missing at Random using the Method of Simulated Scores. COMPSTAT 2002: 389-394

1980 – 1989

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1987
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Claus Weihs, Giorgio Calzolari, Lorenzo Panattoni:
The behavior of trust-region methods in FIML-estimation. Computing 38(2): 89-100 (1987)

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