Giorgio Calzolari

Giorgio Calzolari

Università degli Studi di Firenze

H-index: 31

Europe-Italy

About Giorgio Calzolari

Giorgio Calzolari, With an exceptional h-index of 31 and a recent h-index of 20 (since 2020), a distinguished researcher at Università degli Studi di Firenze, specializes in the field of Econometrics.

His recent articles reflect a diverse array of research interests and contributions to the field:

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Sequential Estimation of Multivariate Factor Stochastic Volatility Models

A Lagrange multiplier test for the mean stationarity assumption in dynamic panel-data models

Assessing individual skill influence on housework time of Italian women: an endogenous-switching approach

A latent factor model for forecasting realized variances

Maximum likelihood estimation of an across-regime correlation parameter

Estimating the Change in Housework Time of the Italian Woman after the Retirement of the Male Partner: An Approach Based on a Two-Regime Model Estimated by ML

Artificial intelligence, algorithmic pricing, and collusion

Giorgio Calzolari Information

University

Position

professor of econometrics Italy

Citations(all)

4622

Citations(since 2020)

1903

Cited By

3314

hIndex(all)

31

hIndex(since 2020)

20

i10Index(all)

75

i10Index(since 2020)

26

Email

University Profile Page

Università degli Studi di Firenze

Google Scholar

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Giorgio Calzolari Skills & Research Interests

Econometrics

Top articles of Giorgio Calzolari

Title

Journal

Author(s)

Publication Date

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American Economic Journal: Economic Policy

Valentin Lang

David Mihalyi

Andrea F Presbitero

Andreas Gulyas

Sebastian Seitz

...

2023/5

Sequential Estimation of Multivariate Factor Stochastic Volatility Models

arXiv preprint arXiv:2302.07052

Giorgio Calzolari

Roxana Halbleib

Christian Mücher

2023/2/14

A Lagrange multiplier test for the mean stationarity assumption in dynamic panel-data models

The Stata Journal

Laura Magazzini

Giorgio Calzolari

2023/6

Assessing individual skill influence on housework time of Italian women: an endogenous-switching approach

Statistical Methods & Applications

Giorgio Calzolari

Maria Gabriella Campolo

Antonino Di Pino

Laura Magazzini

2023/6

A latent factor model for forecasting realized variances

Journal of Financial Econometrics

Giorgio Calzolari

Roxana Halbleib

Aygul Zagidullina

2021/12/1

Maximum likelihood estimation of an across-regime correlation parameter

The Stata Journal

Giorgio Calzolari

Maria Gabriella Campolo

Antonino Di Pino

Laura Magazzini

2021/6

Estimating the Change in Housework Time of the Italian Woman after the Retirement of the Male Partner: An Approach Based on a Two-Regime Model Estimated by ML

G Calzolari

MG Campolo

A Di Pino Incognito

L Magazzini

2020

Artificial intelligence, algorithmic pricing, and collusion

American Economic Review

Emilio Calvano

Giacomo Calzolari

Vincenzo Denicolo

Sergio Pastorello

2020/10/1

See List of Professors in Giorgio Calzolari University(Università degli Studi di Firenze)