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 1 1 1 18 1 1 4 84
- NON-ADMISSIBILITY AND THE SPECIFICATION OF UNOBSERVED COMPONENTS MODELS 0 0 0 9 0 1 5 52
A Spectral EM Algorithm for Dynamic Factor Models 0 0 1 42 1 3 10 48
A spectral EM algorithm for dynamic factor models 0 0 0 33 1 1 4 62
A spectral EM algorithm for dynamic factor models 0 0 0 24 0 2 6 49
A tobit model with garch errors 0 0 2 108 0 1 12 313
Alternative estimators of the covariance matrix in GARCH models 0 0 0 32 1 2 3 172
Analytic Derivatives and the Computation of GARCH Estimates 0 0 0 0 0 0 9 17
Analytic Derivatives and the Computation of Garch Estimates 0 0 0 5 0 0 4 1,234
CONSTRAINED EMM AND INDIRECT INFERENCE ESTIMATION 0 0 1 22 0 0 2 82
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 0 1 10 13
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 1 0 0 5 929
Conditional heteroskedasticity in nonlinear simultaneous equations 0 0 0 12 1 1 3 79
Conditional means of time series processes and time series processes for conditional means 0 1 1 16 0 6 23 114
Consistent Non-Gaussian Pseudo Maximum Likelihood Estimators 0 0 3 17 0 0 8 36
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 5 1 1 4 29
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 1 23 0 1 6 21
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 2 15 0 0 7 52
Constrained EMM and Indirect Inference Estimation 0 0 0 0 0 0 3 405
Constrained EMM and Indirect Inference Estimation. Versión Revisada 0 0 0 0 0 0 2 6
Constrained Indirect Inference Estimation 0 0 0 99 1 1 1 269
Constrained indirect inference estimation 0 0 0 1 0 0 0 10
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 2 16 2 2 10 117
Dynamic Specification Tests for Dynamic Factor Models 0 0 0 59 2 3 5 110
Dynamic Specification Tests for Static Factor Models 0 0 0 66 1 1 3 235
Dynamic Specification Tests for Static Factor Models 0 0 0 41 1 1 2 100
Dynamic specification tests for dynamic factor models 0 0 1 9 0 3 9 26
Estimating variances and covariances in a censored regression model 0 0 2 31 0 1 15 110
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 1 37 0 0 9 92
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 53 0 0 6 35
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 9 0 0 4 43
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model 0 0 0 2 4 9 22 869
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Models.Versión Revisada 0 0 0 0 0 0 2 3
Identification, estimation and testing of conditionally heteroskedastic factor models 0 0 0 34 4 12 17 109
Indirect Estimation of Conditionally Heteroskedastic Factor Models 0 0 1 195 0 0 8 564
Indirect Estimation of Just-Identified Models with Control Variates 0 0 0 21 0 1 4 141
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 2 0 0 7 23
LIKELIHOOD-BASED ESTIMATION OF LATENT GENERALISED ARCH STRUCTURES 0 0 0 34 0 0 5 137
Likelihood-Based Estimation of Latent Generalised ARCH Structures 0 0 0 1 0 1 6 13
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 109 0 1 8 303
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 2 0 1 6 34
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 52 1 1 6 239
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 158 0 0 6 476
Neglected Serial Correlation Tests in UCARIMA Models 0 0 0 36 0 0 4 47
New Testing Approaches for Mean-Variance Predictability 0 0 3 5 0 1 8 14
New testing approaches for mean-variance predictability 0 0 6 54 0 2 29 74
New testing approaches for mean-variance predictability 1 1 3 10 1 4 11 24
New testing approaches for mean-variance predictability 0 0 2 18 1 3 14 22
Non-Admissible Decompositions in Unobserved Components Models 0 0 0 0 0 0 7 501
Non-Admissible Decompositions in Unobserved Components Models 0 0 0 0 0 0 3 5
On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models 0 0 3 46 0 0 7 187
On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 0 0 1 3 5
On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models 0 0 0 3 1 1 7 32
SHORT-TERM OPTIONS WITH STOCHASTIC VOLATILITY: ESTIMATION AND EMPIRICAL PERFORMANCE 0 0 0 54 0 0 1 149
Sequential Estimation of Shape Parameters in Multivariate Dynamic Models 0 0 0 55 0 0 4 141
Short-term options with stochastic volatility: Estimation and empirical performance 0 0 0 305 0 1 3 848
Specification Tests for Non-Gaussian Maximum Likelihood Estimators 0 0 1 4 0 0 2 12
Specification tests for non-Gaussian maximum likelihood estimators 0 0 1 10 2 3 9 25
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 32 0 1 4 17
Specification tests for non-Gaussian maximum likelihood estimators 0 0 2 42 1 1 7 32
THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY 0 0 0 17 0 0 3 98
Tests for Serial Dependence in Static, Non-Gaussian Factor Models 0 0 0 46 0 0 3 95
The Rise and Fall of the Natural Interest Rate 0 0 0 31 2 3 20 50
The Rise and Fall of the Natural Interest Rate 0 4 23 81 5 16 69 156
The Rise and Fall of the Natural Interest Rate 0 4 14 97 5 12 43 151
The Rise and Fall of the Natural Interest Rate 1 1 8 70 2 4 28 81
The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality 0 0 0 1 0 0 5 557
The Score of Conditionally Heteroskedastic Dynamic Regression Models with Student t Innovations, and an LM Test for Multivariate Normality.Versión Revisada 0 0 0 0 0 1 2 5
The marginal likelihood of Structural Time Series Models, with application to the euro area and US NAIRU 0 0 0 1 0 1 5 17
The rise and fall of the natural interest rate 0 2 8 52 5 13 36 92
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment 0 0 0 0 0 1 6 376
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment 0 0 0 0 0 0 2 8
Total Working Papers 3 14 93 2,483 47 128 636 11,676

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A spectral EM algorithm for dynamic factor models 0 0 1 3 0 0 7 30
A tobit model with garch errors 0 0 2 106 1 2 11 336
Alternative covariance estimators of the standard Tobit model 0 0 0 27 0 0 2 96
Analytic Derivatives and the Computation of GARCH Estimates 0 0 2 730 0 0 9 1,352
Bayesian Analysis of the Output Gap 0 0 1 159 0 0 6 327
Comment 0 0 0 6 1 1 3 20
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 0 0 6 336
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 0 0 1 4 4
Constrained Indirect Estimation 0 0 1 72 0 2 7 274
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 0 0 1 910
Dynamic specification tests for dynamic factor models 0 0 1 5 0 1 7 29
Estimation and empirical performance of Heston's stochastic volatility model: the case of a thinly traded market 0 1 2 524 0 1 8 1,180
Identification, estimation and testing of conditionally heteroskedastic factor models 0 2 10 189 1 6 27 384
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 42 0 2 7 117
Indirect inference and variance reduction using control variates 0 0 0 56 0 0 1 179
Likelihood-Based Estimation of Latent Generalized ARCH Structures 0 0 0 170 0 1 8 623
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 0 0 0 4 0 1 10 751
Neglected serial correlation tests in UCARIMA models 0 0 1 3 0 0 10 37
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models 0 0 0 202 1 3 8 1,188
Overcoming Nonadmissibility in ARIMA-Model-Based Signal Extraction 0 0 0 0 0 0 3 323
Sequential estimation of shape parameters in multivariate dynamic models 0 0 1 37 0 0 4 168
Skewness and kurtosis of multivariate Markov-switching processes 0 0 0 3 1 1 2 22
The marginal likelihood of dynamic mixture models 0 0 0 25 0 1 6 78
Total Journal Articles 0 3 22 2,363 5 23 157 8,764

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 0 1 1 1 7 20
Total Chapters 0 0 0 1 1 1 7 20

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Statistics updated 2021-01-03