_SKIPNAVIGATION
ITA |
ENG
Personale
Recapiti
Pagina Cercachi
Italiano
Pubblicazioni
Insegnamenti
Giorgio CALZOLARI
Ruolo attuale:
Docente a Contratto
Recapiti
0552751566
giorgio.calzolari(AT)unifi.it
Giorgio CALZOLARI
Pubblicazioni
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Articolo su libro |
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Tesi di Dottorato
Gottard, Anna; Calzolari, Giorgio (2017). Estimating multiple-membership logit models with mixed effects: indirect inference versus data cloning. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, vol. 87, pp. 2334-2348, ISSN:0094-9655
DOI
Accesso ONLINE all'editore
Calzolari Giorgio; Halbleib Roxana; Parrini Alessandro (2014). Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood. COMPUTATIONAL STATISTICS & DATA ANALYSIS, vol. 76, pp. 158-171, ISSN:0167-9473
DOI
Giorgio Calzolari and Antonino Di Pino1 (2014). Self-Selection and Direct Estimation of Across-Regime Correlation Parameter. pp. 1-22
Accesso ONLINE all'editore
Giorgio Calzolari; Antonino Di Pino (2013). Self selection and direct estimation of across-regime correlation parameter. In: CLADAG 2013, San Geminiano - Modena, Italy, Sept. 18-20, 2013, CLEUP, pp. 73-76, ISBN:9788867871179
Gian Piero Aielli; Giorgio Calzolari; Gabriele Fiorentini (2013). Fast indirect estimation of latent factor models with conditional heteroskedasticity. In: Advances in Latent Variables - Methods, Models and Applications, Brescia - Department of Economics and Management, June 19-21, 2013, Vita e Pensiero, Milan, pp. 1-5, ISBN:978 88 343 2556 8
Accesso ONLINE all'editore
Giorgio Calzolari; Gabriele Fiorentini; Gian Piero Aielli (2013). Latent factor models with conditional heteroskedasticity: estimation and forecast. In: 7th International Conference on Computational and Financial Econometrics (CFE 2013), Senate House, University of London, UK, 14-16 December 2013, Computational and Financial Econometrics, pp. 112-112.
G. Calzolari (2012). Econometric notes. Firenze: Homepage dell'autore
Accesso ONLINE all'editore
G. Calzolari; L. Magazzini (2012). Autocorrelation and masked heterogeneityin panel data models estimated by maximum likelihood. EMPIRICAL ECONOMICS, vol. 43, pp. 145-152, ISSN:0377-7332
DOI
L.Magazzini; G.Calzolari (2012). Identification of linear panel data models when instruments are not available. pp. 1-13
Accesso ONLINE all'editore
G.Calzolari; L.Magazzini (2011). Moment conditions and neglected endogeneity in panel data models. pp. 1-16
Accesso ONLINE all'editore
G.Calzolari; L.Neri (2010). The method of simulated scores for estimating multinormalregression models with missing values. pp. 1-27
Accesso ONLINE all'editore
L.Magazzini; G.Calzolari (2010). Negative Variance Estimates in Panel Data Models. pp. 1-11
Accesso ONLINE all'editore
G. Calzolari; A. Di Pino (2009). Individual Wage and Reservation Wage: Efficient Estimation of a Simultaneous Equation Model with Endogenous Limited Dependent Variables. In: Societa' Italiana di Statistica. Proceedings of Scientific Meeting of the Italian Statistical Society: Statistical Methods for the Analysis of Large Data-Sets, pp. 343-346, Pescara: Universita' G. D'Annunzio, ISBN:9788861294257.
G. Calzolari; L. Magazzini (2009). Poor identification and estimation problems in panel data models with random effects and autocorrelated errors. pp. 1-14
Accesso ONLINE all'editore
M.J.Lombardi; G.Calzolari (2009). Indirect estimation of alpha-stable stochastic volatility models. COMPUTATIONAL STATISTICS & DATA ANALYSIS, vol. 53, pp. 2298-2308, ISSN:0167-9473
G.Calzolari; L. Magazzini (2008). Estimating Tobit models for panel data with autocorrelated errors.
M.J. LOMBARDI; G. CALZOLARI (2008). Indirect Estimation of alpha-Stable Distributions and Processes. ECONOMETRICS JOURNAL, vol. 11, pp. 193-208, ISSN:1368-4221
E. SENTANA; G. CALZOLARI; G. FIORENTINI (2008). Indirect estimation of large conditionally heteroskedastic factormodels, with an application to the Dow 30 stocks. JOURNAL OF ECONOMETRICS, vol. 146, pp. 10-25, ISSN:0304-4076
MAGAZZINI L; G. CALZOLARI (2007). Modello Tobit a Effetti Casuali: Metodi di Stima Basati sulla Simulazione.
E.Sentana; G.Calzolari; G.Fiorentini (2007). Indirect Estimation of Large Conditionally Heteroskedastic FactorModels, with an Application to the Dow 30 Stocks.
Accesso ONLINE all'editore
LOMBARDI M. J; G. CALZOLARI (2006). Indirect Estimation of alpha-Stable Stochastic Volatility Models.
DI IORIO F; G. CALZOLARI (2006). Discontinuities in Indirect Estimation: an Application to EAR Models. COMPUTATIONAL STATISTICS & DATA ANALYSIS, vol. 50, pp. 2124-2136., ISSN:0167-9473
OTRANTO E; G. CALZOLARI; DI IORIO F (2005). Indirect Estimation of Markov Switching Models with Endogenous Switching. In: C. PROVASI; a cura di. S.Co. 2005: Modelli Complessi e Metodi Computazionali Intensivi per la Stima e la Previsione, pp. 227-232, PADOVA: CLEUP.
G. FIORENTINI; E. SENTANA; G. CALZOLARI (2004). On the Validity of the Jarque–Bera normality test in conditionally heteroskedastic dynamic regression models. ECONOMICS LETTERS, vol. 83, pp. 307-312, ISSN:0165-1765
G. CALZOLARI; G. FIORENTINI; E. SENTANA (2004). Constrained Indirect Estimation. REVIEW OF ECONOMIC STUDIES, vol. 71, pp. 945-973, ISSN:0034-6527
LOMBARDI M. J; G. CALZOLARI (2004). Indirect Estimation of alpha-Stable Distributions and Processes.
LOMBARDI M. J.; G. CALZOLARI; GALLO G. M. (2003). Indirect inference for alpha-stable distributions.. In: Dipartimento di Statistica, a cura di. S.Co. 2003: Modelli Complessi e Metodi Computazionali Intensivi per la Stima e la Previsione., pp. 278-283, Venezia: Universita' Ca' Foscari.
FIORENTINI G; SENTANA E; G. CALZOLARI (2003). Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, vol. 21, pp. 532-546, ISSN:0735-0015
G. CALZOLARI; L. NERI (2002). A method of simulated scores for imputation of continuous variables missing at random.. Firenze: Quaderni Dipart. Statistica "G.Parenti", 49/2002.
G. CALZOLARI; NERI L. (2002). Imputation of Continuous Variables Missing at Random using the Method of Simulated Scores. In: W. Haerdle, B. Roenz, Eds.. Compstat 2002, Proceedings in Computational Statistics, 15th Symposium held in Berlin, pp. 389-394, Heidelberg: Physica Verlag.
G. CALZOLARI; FIORENTINI G; SENTANA E (2001). Indirect Inference Estimation of Conditionally Heteroskedastic Factor Models. In: C. PROVASI; a cura di. Modelli Complessi e Metodi Computazionali Intensivi per la Stima e la Previsione, pp. 63-68, PADOVA: CLEUP Editrice.
G. CALZOLARI; F. DI IORIO; G. FIORENTINI (2001). Indirect Inference and Variance Reduction using Control Variates. METRON, vol. LIX, pp. 39-53, ISSN:0026-1424
G. CALZOLARI; F. MEALLI; C. RAMPICHINI (2001). Alternative Simulation-Based Estimators of Logit Models with Random-Effects. Firenze: Quaderni Dipart. Statistica "G.Parenti", 49/2002
G. CALZOLARI; G. FIORENTINI; E. SENTANA (2001). Constrained indirect inference estimation.. pp. 1-76
CALZOLARI G.; L. MAGAZZINI; F. MEALLI (2001). Simulation-Based Estimation of Tobit Model with Random Effects. In: R. FRIEDMANN; L. KNUEPPEL; AND H. LUETKEPOHL; Eds.. Econometric Studies, a Festschrift in Honour of Joachim Frohn, pp. 349-370, MUENSTER: LIT Verlag, ISBN:9783825855994.
G. FIORENTINI; E. SENTANA; G. CALZOLARI (2000). The score of conditionally heteroskedastic dynamic regression models with Student-t innovations, and an LM test for multivariate normality..
G. CALZOLARI; F. DI IORIO; G. FIORENTINI (1999). Indirect Inference and Variance Reduction using Control Variates. In: S.Co., Venezia, 1999, pp. 229-234.
WEIHS C.; G. CALZOLARI; M. C. ROEHL (1999). Variance Reduction with Monte Carlo Estimates of Error Rates in Multivariate Classification. pp. 1-12
G. CALZOLARI; MEALLI F.; RAMPICHINI C. (1999). Indirect Estimation of Logit Multilevel Models.
G. CALZOLARI; F. DI IORIO; G. FIORENTINI (1999). Indirect Estimation of Just-Identified Models with Control Variates.. Firenze: Quaderni Dipart. Statistica "G.Parenti", 46/1999
G. CALZOLARI; MEALLI F.; RAMPICHINI C. (1998). Indirect Estimation of Logit Models with Random-Effects.
G. CALZOLARI; DI IORIO F.; FIORENTINI G. (1998). Indirect Estimation of Continuous Time Interest Rate Models.
G. CALZOLARI; F. DI IORIO ; G. FIORENTINI (1998). Control Variates for Variance Reduction in Indirect Inference: Interest Rate Models in Continuous Time. ECONOMETRICS JOURNAL, vol. 1, pp. C100-C112, ISSN:1368-4221
G. CALZOLARI; FIORENTINI G.; SENTANA E. (1998). Indirect Inference Estimation of Conditionally Heteroskedastic Factor Models.
G. CALZOLARI; FIORENTINI G (1998). A Tobit Model with GARCH Errors. ECONOMETRIC REVIEWS, vol. 17, pp. 85-104, ISSN:0747-4938
G. FIORENTINI; G. CALZOLARI; L. PANATTONI (1996). Analytic Derivatives and the Computation of GARCH Estimates. JOURNAL OF APPLIED ECONOMETRICS, vol. 11, pp. 399-417, ISSN:0883-7252
G. CALZOLARI (1994). Software Sperimentale per la Statistica: Una Raccolta di Programmi Didattico-Applicativi. Presentazione. di SOCIETA' ITALIANA DI STATISTICA; A CURA DI, FIRENZE: Centro Duplicazione Offset, pp. 5-6.
G. CALZOLARI; G. FIORENTINI (1993). Estimating Variances and Covariances in a Censored Regression Model. STATISTICA, vol. 53, pp. 323-339, ISSN:0390-590X
G. CALZOLARI; G. FIORENTINI (1993). Alternative Covariance Estimators of the Standard Tobit Model. ECONOMICS LETTERS, vol. 42, pp. 5-13, ISSN:0165-1765
G. CALZOLARI; L. SAMPOLI (1993). A Curious Result on Exact FIML and Instrumental Variables. ECONOMETRIC THEORY, vol. 9, pp. 296-309, ISSN:0266-4666
G. CALZOLARI (1992). Stima delle Equazioni Simultanee Non-Lineari: Una Rassegna. In: Societa' Italiana di Statistica. Atti della XXXVI Riunione Scientifica della Societa' Italiana di Statistica, pp. 447-458, Roma: CISU. Centro d'Informazione e Stampa Universitaria.
G. CALZOLARI; PANATTONI L (1990). Mode Predictors in Nonlinear Systems with Identities. INTERNATIONAL JOURNAL OF FORECASTING, vol. 6, pp. 317-326, ISSN:0169-2070
STERBENZ F. P; G. CALZOLARI (1990). Alternative Specifications of the Error Process in the Stochastic Simulation of Econometric Models. JOURNAL OF APPLIED ECONOMETRICS, vol. 5, pp. 137-150, ISSN:0883-7252
G. CALZOLARI; PANATTONI L (1988). Il Problema della Coerenza delle Previsioni nei Modelli Econometrici Non Lineari. In: Societa' Italiana di Statistica. Atti della XXXIV Riunione Scientifica della Societa' Italiana di Statistica, pp. 271-278, SIENA: Nuova Immagine Editrice.
BIANCHI C.; BRILLET J. L.; G. CALZOLARI (1988). A Trade-off Criterion for Evaluating Effectiveness and Reliability of Alternative Policy Actions. In: Dodicesimo Convegno A.M.A.S.E.S., Palermo, 14-16 Settembre, vol. Atti del Dodicesimo Convegno A.M.A.S.E.S., pp. 185-217.
G. CALZOLARI; PANATTONI L (1988). Finite Sample Performance of the Robust Wald Test in Simultaneous Equation Systems. ADVANCES IN ECONOMETRICS, vol. 7, pp. 163-191, ISSN:0731-9053
G. CALZOLARI; PANATTONI L (1988). Alternative Estimators of FIML Covariance Matrix: A Monte Carlo Study. ECONOMETRICA, vol. 56, pp. 701-714., ISSN:0012-9682, Blackwell Publishing Limited:9600 Garsington Road, Oxford OX4 2DQ United Kingdom:011 44 1865 776868 , (781)388-8200, EMAIL: agentservices@oxon.blackwellpublishing.com, e-help@blackwellpublishers.co.uk, INTERNET: http://www.blackwellpublishing.com, Fax: 011 44 1865 714591:
G. CALZOLARI; PANATTONI L. (1987). Gradient Methods in FIML Estimation of Econometric Models. In: C. CARRARO; D. SARTORE; EDS. Developments of Control Theory for Economic Analysis, pp. 143-153, DORDRECHT: Martinus Nijhoff, Kluver Acedemic Publishers.
G. CALZOLARI; L. PANATTONI; C. WEIHS (1987). Computational Efficiency of FIML Estimation. JOURNAL OF ECONOMETRICS, vol. 36, pp. 299-310, ISSN:0304-4076, Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598:
G. CALZOLARI (1987). Forecast Variance in Dynamic Simulation of Simultaneous Equation Models. ECONOMETRICA, vol. 55, pp. 1473-1476., ISSN:0012-9682, Blackwell Publishing Limited:9600 Garsington Road, Oxford OX4 2DQ United Kingdom:011 44 1865 776868 , (781)388-8200, EMAIL: agentservices@oxon.blackwellpublishing.com, e-help@blackwellpublishers.co.uk, INTERNET: http://www.blackwellpublishing.com, Fax: 011 44 1865 714591:
WEIHS C; G. CALZOLARI; PANATTONI L (1987). The Behavior of Trust-Region Methods in FIML-Estimation. COMPUTING, vol. 38, pp. 89-100., ISSN:0010-485X, Springer-Verlag Wien:Sachsenplatz 4-6, PO Box 89, A-1201 Vienna Austria:011 43 1 3302415, EMAIL: springer@springer.co.at, INTERNET: http://link.springer-ny.com, Fax: 011 43 1 3302426:
BIANCHI C; BRILLET J. L; G. CALZOLARI (1987). Measuring Forecast Uncertainty: A Review with Evaluation Based on a Macro Model of the French Economy. INTERNATIONAL JOURNAL OF FORECASTING, vol. 3, pp. 211-227, ISSN:0169-2070
G. CALZOLARI (1987). La Varianza delle Previsioni nei Modelli Econometrici. PADOVA: CLEUP Editore
G. CALZOLARI; STERBENZ F. P (1986). Control Variates to Estimate the Reduced Form Variances in Econometric Models. ECONOMETRICA, vol. 54, pp. 1483-1490., ISSN:0012-9682, Blackwell Publishing Limited:9600 Garsington Road, Oxford OX4 2DQ United Kingdom:011 44 1865 776868 , (781)388-8200, EMAIL: agentservices@oxon.blackwellpublishing.com, e-help@blackwellpublishers.co.uk, INTERNET: http://www.blackwellpublishing.com, Fax: 011 44 1865 714591:
BIANCHI C; G. CALZOLARI; CORSI P; PANATTONI L (1985). Asymptotic Properties of Dynamic Multipliers in Nonlinear Econometric Models. ECONOMIC NOTES, vol. 14, pp. 97-117, ISSN:0391-5026
BIANCHI C; BRILLET J. L; G. CALZOLARI (1984). Analyse et Mesure de l'Incertitude en Prevision d'un Modele Econometrique. Application au Modele Mini-DMS. ANNALES DE L'I.N.S.E.E., vol. 54, pp. 31-62, ISSN:0019-0209
G. CALZOLARI (1983). Asymptotic Standard Errors of Point Elasticities Calculated from Simultaneous Equation Systems. ECONOMICS LETTERS, vol. 11, pp. 237-244, ISSN:0165-1765
G. CALZOLARI (1983). Asymptotic Distribution of Power Spectra and Peak Frequencies in the Stochastic Response of Econometric Models. JOURNAL OF ECONOMIC DYNAMICS & CONTROL, vol. 5, pp. 235-247, ISSN:0165-1889
G. CALZOLARI (1983). Sull'Affidabilita' Previsiva dei Modelli Econometrici: Valutazione a Priori degli Errori di Previsione. NOTE DI INFORMATICA, vol. 3, pp. 15-28, ISSN:0392-8993
BIANCHI C.; G. CALZOLARI (1983). Standard Errors of Forecasts in Dynamic Simulation of Nonlinear Econometric Models: Some Empirical Results. In: O. D. ANDERSON; ED.. Time Series Analysis: Theory and Practice 3, pp. 177-198, AMSTERDAM: North-Holland Publishing Company.
BIANCHI C; G. CALZOLARI; SARTORI F (1982). Stime 2SLS con Componenti Principali di un Modello Non Lineare dell'Economia Italiana. NOTE ECONOMICHE, vol. 2, pp. 114-137, ISSN:0391-8289
BIANCHI C.; G. CALZOLARI (1982). Evaluating Forecast Uncertainty Due to Errors in Estimated Coefficients: Empirical Comparison of Alternative Methods. In: G. C. CHOW; P. CORSI; EDS. Evaluating the Reliability of Macro-Economic Models, pp. 251-277, NEW YORK: John Wiley & Sons, Inc..
BIANCHI C; G. CALZOLARI (1981). A Simulation Approach to Some Dynamic Properties of Econometric Models. In: G. CASTELLANI; P. MAZZOLENI; EDS.. Mathematical Programming and its Economic Application, pp. 607-621, MILANO: Franco Angeli Editore.
G. CALZOLARI (1981). A Note on the Variance of Ex-Post Forecasts in Econometric Models. ECONOMETRICA, vol. 49, pp. 1593-1595., ISSN:0012-9682, Blackwell Publishing Limited:9600 Garsington Road, Oxford OX4 2DQ United Kingdom:011 44 1865 776868 , (781)388-8200, EMAIL: agentservices@oxon.blackwellpublishing.com, e-help@blackwellpublishers.co.uk, INTERNET: http://www.blackwellpublishing.com, Fax: 011 44 1865 714591:
BIANCHI C; G. CALZOLARI; CORSI P (1981). Standard Errors of Multipliers and Forecasts from Structural Coefficients with Block-Diagonal Covariance Matrix. In: J. M. L. JANSSEN; L. F. PAU; AND A. J. STRASZAK; EDS. Dynamic Modelling and Control of National Economies (IFAC), pp. 311-316, OXFORD: Pergamon Press.
BIANCHI C; G. CALZOLARI; CORSI P (1981). Estimating Asymptotic Standard Errors and Inconsistencies of Impact Multipliers in Nonlinear Econometric Models. JOURNAL OF ECONOMETRICS, vol. 16, pp. 277-294, ISSN:0304-4076, Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598:
BIANCHI C; G. CALZOLARI; CORSI P (1980). A Package for Analytic Simulation of Econometric Models. In: K. Iracki, K. Malanowski, S. Walukiewicz, Eds.. Optimization Techniques, Proceedings of the 9th IFIP Conference on Optimization Techniques, Warsaw, September 4-8, 1979, pp. 404-413, BERLIN: Springer Verlag.
BIANCHI C; G. CALZOLARI (1980). Simulation of a Nonlinear Econometric Model. In: L. DEKKER; G. SAVASTANO; G. C. VANSTEENKISTE; EDS. Simulation of Systems '79, pp. 105-113, AMSTERDAM: North-Holland Publishing Company.
BIANCHI C.; G. CALZOLARI (1980). The One-Period Forecast Errors in Nonlinear Econometric Models. INTERNATIONAL ECONOMIC REVIEW, vol. 21, pp. 201-208, ISSN:0020-6598
G. CALZOLARI (1979). Antithetic Variates to Estimate the Simulation Bias in Non-Linear Models. ECONOMICS LETTERS, vol. 4, pp. 323-328, ISSN:0165-1765
BIANCHI C; G. CALZOLARI (1979). A Condensed Version of the O.E.C.D. Foreign Trade by Commodities Tapes. IBM TECHNICAL DISCLOSURE BULLETIN, vol. 22, pp. 1944-1946, ISSN:0018-8689
BIANCHI C.; G. CALZOLARI; CORSI P. (1979). A Note on the Numerical Results by Goldberger, Nagar and Odeh. ECONOMETRICA, vol. 47, pp. 505-506, ISSN:0012-9682, Blackwell Publishing Limited:9600 Garsington Road, Oxford OX4 2DQ United Kingdom:011 44 1865 776868 , (781)388-8200, EMAIL: agentservices@oxon.blackwellpublishing.com, e-help@blackwellpublishers.co.uk, INTERNET: http://www.blackwellpublishing.com, Fax: 011 44 1865 714591:
BIANCHI C; G. CALZOLARI; CORSI P (1979). A Monte Carlo Approach to Compute the Asymptotic Standard Errors of Dynamic Multipliers. ECONOMICS LETTERS, vol. 2, pp. 161-164, ISSN:0165-1765
BIANCHI C; G. CALZOLARI; CORSI P (1979). On the Stability of the Klein-I Model. ECONOMICS LETTERS, vol. 4, pp. 33-35, ISSN:0165-1765
C. Bianchi; G. Calzolari; P. Corsi (1979). Some results on the stochastic simulation of a nonlinear model of the Italian economy.. In: J.M.L. Janssen, L.F. Pau, A. Straszak, Eds.. Models and Decision Making in National Economies, pp. 411-418, Amsterdam: North-Holland Publishing Company.
P.Ranuzzi; C.Bianchi; G.Calzolari (1979). A bilateral linkage model for the EEC economies.. In: J.M.L.Janssen, L.F.Pau, A.Straszak, Eds.. Models and Decision Making in National Economies, pp. 171-178, Amsterdam: North-Holland Publishing Company.
BIANCHI C; G. CALZOLARI; CORSI P (1978). Stochastic Simulation: a Package for Monte Carlo Experiments on Econometric Models. IBM TECHNICAL DISCLOSURE BULLETIN, vol. 20, pp. 3972-3975, ISSN:0018-8689
BIANCHI C; G. CALZOLARI; CORSI P (1978). A Program for Stochastic Simulation of Econometric Models. ECONOMETRICA, vol. 46, pp. 235-236, ISSN:0012-9682, Blackwell Publishing Limited:9600 Garsington Road, Oxford OX4 2DQ United Kingdom:011 44 1865 776868 , (781)388-8200, EMAIL: agentservices@oxon.blackwellpublishing.com, e-help@blackwellpublishers.co.uk, INTERNET: http://www.blackwellpublishing.com, Fax: 011 44 1865 714591:
C.Bianchi; G.Calzolari; E.M.Cleur (1978). Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy.. In: L.C.A.Corsten, J.Hermans, Eds.. Compstat 1978, Proceedings in Computational Statistics, pp. 348-354, Vienna: Physica Verlag.
G.Calzolari; P.Corsi (1977). Stochastic simulation as a validation tool for econometric models.. In: A.Straszak, B.V.Wagle, Eds.. Models for regional planning and policy-making, pp. 359-369, Peterlee: IBM-UKSC 0097.
C.Bianchi; G.Calzolari; P.Corsi; F.Sartori; I.Specioso (1977). Aggiornamento del modello al 1974 e nuove simulazioni.. In: Giorgio Fua'. Il Modellaccio, Vol.4, pp. 162-188, Milano: Franco Angeli Editore.
BIANCHI C; G. CALZOLARI; CORSI P (1976). Utilizing a Program Loaded into the User Program Area, to Load Another Module in the Same User Program Area. IBM TECHNICAL DISCLOSURE BULLETIN, vol. 19, pp. 1303-1305, ISSN:0018-8689
BIANCHI C; G. CALZOLARI; CORSI P (1976). User Defined Functions and Operators. IBM TECHNICAL DISCLOSURE BULLETIN, vol. 19, pp. 1300-1302, ISSN:0018-8689
C.Bianchi; G.Calzolari; T.A.Ciriani; E.M.Cleur; G.C.Romagnoli; B.Sitzia (1976). Analisi e simulazione stocastica di un modello aggregato dell'economia italiana.. In: A cura della Segreteria del G.E.S. Prefazione di S.Lombardini e A.Ruberti. Teoria dei Sistemi ed Economia, pp. 193-219, Bologna: Il Mulino.
C. Bianchi; G. Calzolari; P. Corsi (1976). Divergences in the results of stochastic and deterministic simulation of an Italian non-linear econometric model.. In: L. Dekker, Ed.. Simulation of Systems, pp. 653-661, Amsterdam: North-Holland Publishing Company.
C.Bianchi; G.Calzolari; P.Corsi (1976). Simulation properties of alternative methods of estimation: an application to a model of the Italian economy.. In: J.Gordesch, P.Naeve. Compstat 1976, Proceedings in Computational Statistics, pp. 407-415, Vienna: Physica Verlag.
BIANCHI C; G. CALZOLARI; CORSI P (1974). Interactive Management of Time Series. IBM TECHNICAL DISCLOSURE BULLETIN, vol. 17, pp. 1653-1657, ISSN:0018-8689
G.Calzolari (1974). Interactive management for time series. In: G.Brockmann, F.Ferschl, L.Schmetterer. Compstat 1974, Proceedings in Computational Statistics, pp. 468-478, Vienna: Physica Verlag.
G. Calzolari (1969). Prove a scariche parziali negli isolamenti impregnati con olii. (Tutor: V. Modoni)
