Giorgio Calzolari

According to our database, Giorgio Calzolari authored at least 6 papers between 1987 and 2019.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2019

Econometrics exams and round numbers: Use or misuse of indirect estimation methods?

Giorgio Calzolari

Commun. Stat. Simul. Comput., 2019

2014

Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood.

Giorgio Calzolari, Roxana Halbleib, Alessandro Parrini

Comput. Stat. Data Anal., 2014

2009

Indirect estimation of alpha-stable stochastic volatility models.

Marco J. Lombardi, Giorgio Calzolari

Comput. Stat. Data Anal., 2009

2006

Discontinuities in indirect estimation: An application to EAR models.

Francesca Di Iorio, Giorgio Calzolari

Comput. Stat. Data Anal., 2006

2002

Imputation of Continuous Variables Missing at Random using the Method of Simulated Scores.

Giorgio Calzolari, Laura Neri

Proceedings of the COMPSTAT 2002, 2002

1987

The behavior of trust-region methods in FIML-estimation.

Claus Weihs, Giorgio Calzolari, Lorenzo Panattoni

Computing, 1987