Giorgio Calzolari

2003–2004

A researcher in the Science corpus: 3 papers; trusts 3 researchers and is trusted by 22 researchers here, as inferred from the citation graph.

Whom Giorgio Calzolari trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. William B. White
2. Russell Davidson
3. Luc Bauwens

Who trusts Giorgio Calzolari overall

1. J. Mencía
2. Enrique Sentana
3. Nikolaos Antonakakis
4. B. Pesaran
5. Dante Amengual
6. Christian M. Hafner
7. M. Carrasco
8. George Filis

Papers from Giorgio Calzolari's perspective

Ordered by how strongly the researchers Giorgio Calzolari trusts endorse each paper. Same corpus, a different order for every researcher.

1. A New Class of Multivariate Skew Densities, with Application to GARCH Models
2. Matrix Differential Calculus with Applications in Statistics and Econometrics
3. Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence
4. On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models
5. All in the Family
6. Estimation and inference in econometrics
7. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
8. A Conditional Likelihood Ratio Test for Structural Models
9. Optimal Two‐Sided Invariant Similar Tests for Instrumental Variables Regression
10. Pivotal statistics for testing structural parameters in instrumental variables regression

Their papers

• Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models With Student t Innovations (2003) — 155 citations
• Constrained Indirect Estimation (2004) — 58 citations
• On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models (2004) — 64 citations