Controlvariatesforvariancereductioninindirectinference:interestratemodelsincontinuoustime Calzolari,GiorgioandDiIorio,FrancescaandFiorentini,Gabriele MunichPersonalRePEcArchive

Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix. Calzolari, Giorgio and

Uncertainty of policy recommendations for nonlinear econometric models: some empirical results. Calzolari, Giorgio and Bianchi, Carlo and Corsi, Paolo and

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Continuous time stochastic processes are used as dynamical models for discrete time mea- surements (time series and panel data).. Thus causal effects are formulated on a

Universita’ di Firenze, Italy., CEMFI, Madrid, Spain.

Estimation of nonlinear simultaneous equations: a survey.

IBM Scientific Center, Pisa, Italy., Prometeia Calcolo, Bologna, Italy. 4

Coherent Forecast with Nonlinear Econometric Models. Calzolari, Giorgio and