Loading...

← Back to Leaderboard

Giorgio Calzolari

Global rank #6173 93%

Institution: Università degli Studi di Firenze

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://labdisia.disia.unifi.it/calzolari

First Publication: 1979

Most Recent: 2018

RePEc ID: pca337 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 1.01 0.00 0.00 2.01
All Time 0.67 3.02 4.69 0.00 16.92

Publication Statistics

Raw Publications 15
Coauthorship-Adjusted Count 15.48

Publications (15)

Year Article Journal Tier Authors
2018 Estimating stable latent factor models by indirect inference Journal of Econometrics A 2
2008 Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks Journal of Econometrics A 3
2004 On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models Economics Letters C 3
2004 Constrained Indirect Estimation Review of Economic Studies S 3
1993 A Curious Result on Exact FIML and Instrumental Variables Econometric Theory B 2
1993 Alternative covariance estimators of the standard Tobit model Economics Letters C 2
1990 Mode predictors in nonlinear systems with identities International Journal of Forecasting B 2
1987 Measuring forecast uncertainty : A review with evaluation based on a macro model of the French economy International Journal of Forecasting B 3
1987 Computational efficiency of FIML estimation Journal of Econometrics A 3
1983 Asymptotic distribution of power spectra and peak frequencies in the stochastic response of econometric models Journal of Economic Dynamics and Control B 1
1983 Asymptotic standard errors of point elasticities calculated from simultaneous equation systems Economics Letters C 1
1981 Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models Journal of Econometrics A 3
1979 A Monte Carlo approach to compute the asymptotic standard errors of dynamic multipliers Economics Letters C 3
1979 On the stability of the Klein-I model Economics Letters C 3
1979 Antithetic variates to estimate the simulation bias in non-linear models Economics Letters C 1