Giorgio Calzolari
Giorgio Calzolari
professor of econometrics, Universita' di Firenze,Italy
Verified email at ds.unifi.it
TitleCited byYear
On the optimality of privacy in sequential contracting
G Calzolari, A Pavan
Journal of Economic theory 130 (1), 168-204, 2006
2272006
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models With Student t Innovations
G Fiorentini, E Sentana, G Calzolari
Journal of Business & Economic Statistics 21 (4), 532-546, 2003
1642003
Analytic derivatives and the computation of GARCH estimates
G Fiorentini, G Calzolari, L Panattoni
Journal of applied econometrics 11 (4), 399-417, 1996
1601996
Monopoly with resale
G Calzolari, A Pavan
The RAND Journal of Economics 37 (2), 362-375, 2006
1102006
Regulation of multinational banks: A theoretical inquiry
G Calzolari, G Loranth
Journal of Financial intermediation 20 (2), 178-198, 2011
982011
Multinational banking in Europe–financial stability and regulatory implications: lessons from the financial crisis
GB Navaretti, G Calzolari, AF Pozzolo, M Levi
Economic Policy 25 (64), 703-753, 2010
872010
Relational contracts and competitive screening
G Calzolari, G Spagnolo
Centre for Economic Policy Research, 2009
742009
Competition with exclusive contracts and market-share discounts
G Calzolari, V Denicoḷ
American Economic Review 103 (6), 2384-2411, 2013
692013
The one-period forecast errors in nonlinear econometric models
C Bianchi, G Calzolari
International Economic Review, 201-208, 1980
691980
Constrained indirect estimation
G Calzolari, G Fiorentini, E Sentana
The Review of Economic Studies 71 (4), 945-973, 2004
632004
Incentive regulation of multinational enterprises
G Calzolari
International Economic Review 45 (1), 257-282, 2004
592004
Antithetic variates to estimate the simulation bias in non-linear models
G Calzolari
Economics Letters 4 (4), 323-328, 1979
551979
The theory and practice of regulation with multinational enterprises
G Calzolari
Journal of Regulatory Economics 20 (2), 191-211, 2001
502001
On the validity of the Jarque–Bera normality test in conditionally heteroskedastic dynamic regression models
G Fiorentini, E Sentana, G Calzolari
Economics Letters 83 (3), 307-312, 2004
442004
Sequential contracting with multiple principals
A Pavan, G Calzolari
Journal of Economic Theory 144 (2), 503-531, 2009
432009
Procurement Contracting Stategies
GL Albano, G Calzolari, F Dini, E Iossa, G Spagnolo
Available at SSRN 908220, 2006
422006
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
E Sentana, G Calzolari, G Fiorentini
Journal of Econometrics 146 (1), 10-25, 2008
412008
Truthful revelation mechanisms for simultaneous common agency games
A Pavan, G Calzolari
American Economic Journal: Microeconomics 2 (2), 132-90, 2010
362010
Indirect estimation of α-stable stochastic volatility models
MJ Lombardi, G Calzolari
Computational Statistics & Data Analysis 53 (6), 2298-2308, 2009
362009
Optimal design of privacy policies
G Calzolari, A Pavan
manuscript, January, 2001
362001
The system can't perform the operation now. Try again later.
Articles 1–20