The behavior of trust-region methods in FIML-estimation. - Claus Weihs; Giorgio Calzolari; Lorenzo Panattoni (Computing, 1987)

Imputation of Continuous Variables Missing at Random using the Method of Simulated Scores. - Giorgio Calzolari; Laura Neri (COMPSTAT, 2002)

Discontinuities in indirect estimation: An application to EAR models. - Francesca Di Iorio; Giorgio Calzolari (Comput. Stat. Data Anal., 2006)

Indirect estimation of alpha-stable stochastic volatility models. - Marco J. Lombardi; Giorgio Calzolari (Comput. Stat. Data Anal., 2009)

Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood. - Giorgio Calzolari; Roxana Halbleib; Alessandro Parrini (Comput. Stat. Data Anal., 2014)

Econometrics exams and round numbers: Use or misuse of indirect estimation methods? - Giorgio Calzolari (Commun. Stat. Simul. Comput., 2019)