Access Statistics for Gabriele Fiorentini

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
- CONTROL VARIATES FOR VARIANCE REDUCTION IN INDIRECT INFERENCE: INTEREST RATE MODELS IN CONTINUOUS TIME 0 0 2 11 0 1 8 31
- NON-ADMISSIBILITY AND THE SPECIFICATION OF UNOBSERVED COMPONENTS MODELS 0 1 2 3 1 3 14 24
-A TOBIT MODEL WITH GARCH ERRORS 1 5 17 41 2 9 40 103
Analytic Derivatives and the Computation of Garch Estimates 0 0 0 5 16 36 113 909
CONSTRAINED EMM AND INDIRECT INFERENCE ESTIMATION 0 0 5 10 0 1 10 23
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 1 8 25 72 670
Constrained EMM and Indirect Inference Estimation 0 0 0 0 1 5 26 305
Constrained Indirect Inference Estimation 2 2 5 77 2 5 13 218
INDIRECT ESTIMATION OF CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS 1 4 25 169 1 8 60 447
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model 0 0 0 2 2 6 29 697
Incentives In Primary Care and Their Impact on Potentially Avoidable Hospital Admissions 2 6 18 18 4 18 29 29
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 3 3 14 60 5 6 33 83
LIKELIHOOD-BASED ESTIMATION OF LATENT GENERALISED ARCH STRUCTURES 0 2 12 22 1 4 23 59
Likelihood-based estimation of latent generalised ARCH structures 1 3 8 41 3 9 25 169
Likelihood-based estimation of latent generalised ARCH structures 2 3 14 99 3 5 29 228
Likelihood-based estimation of latent generalised ARCH structures 1 4 17 124 4 12 44 361
Non-Admissible Decompositions in Unobserved Components Models 0 0 0 0 0 2 13 454
ON THE EFFICIENCY AND CONSISTENCY OF LIKELIHOOD ESTIMATION IN MULTIVARIATE CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS 0 0 9 20 3 5 46 51
On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models 0 4 17 53 7 14 42 97
SHORT-TERM OPTIONS WITH STOCHASTIC VOLATILITY: ESTIMATION AND EMPIRICAL PERFORMANCE 1 2 12 43 1 7 26 100
Short-term options with stochastic volatility: Estimation and empirical performance 1 2 8 283 4 8 25 738
THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY 0 0 4 12 0 1 10 34
The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality 0 0 0 1 2 5 31 442
The marginal likelihood of Structural Time Series Models, with application to the euroareaa nd US NAIRU 1 8 38 50 10 30 90 98
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment 0 0 0 0 1 5 15 317
Total Working Papers 16 49 227 1,145 81 230 866 6,687

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A tobit model with garch errors 1 4 22 39 2 10 76 125
Alternative covariance estimators of the standard Tobit model 0 1 4 13 0 3 10 44
Analytic Derivatives and the Computation of GARCH Estimates 7 17 58 468 9 23 77 919
Bayesian Analysis of the Output Gap 4 5 29 41 7 11 66 98
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 1 3 16 248
Constrained Indirect Estimation 1 3 11 51 1 6 25 156
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 3 5 25 781
Estimation and empirical performance of Heston's stochastic volatility model: the case of a thinly traded market 1 3 33 420 2 9 61 969
Identification, estimation and testing of conditionally heteroskedastic factor models 1 2 10 54 1 3 16 118
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 1 2 5 5 2 5 19 19
Indirect inference and variance reduction using control variates 0 1 6 40 3 7 25 113
Likelihood-Based Estimation of Latent Generalized ARCH Structures 3 5 23 116 5 12 48 457
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 0 0 0 4 4 19 104 551
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models 0 0 5 193 1 2 28 1,112
Overcoming Nonadmissibility in ARIMA-Model-Based Signal Extraction 0 0 0 0 0 3 12 291
Total Journal Articles 19 43 206 1,444 41 121 608 6,001

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Statistics updated 2009-11-04