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 0 20 0 1 1 89
- NON-ADMISSIBILITY AND THE SPECIFICATION OF UNOBSERVED COMPONENTS MODELS 0 0 0 11 0 0 1 57
A Spectral EM Algorithm for Dynamic Factor Models 0 0 0 43 2 2 4 59
A spectral EM algorithm for dynamic factor models 0 0 1 28 0 3 6 65
A spectral EM algorithm for dynamic factor models 0 0 0 34 2 3 4 78
A tobit model with garch errors 0 0 0 108 0 0 1 323
Aggregate Output Measurements: A Common Trend Approach 0 0 2 9 1 2 5 24
Aggregate Output Measurements: A Common Trend Approach 0 0 0 2 2 2 2 20
Aggregate Output Measurements: A Common Trend Approach 0 0 0 7 3 3 4 23
Aggregate Output Measurements: a Common Trend Approach 0 0 0 26 3 4 4 30
Aggregate output measurements: a common trend approach 0 0 0 10 0 1 4 39
Alternative estimators of the covariance matrix in GARCH models 0 0 0 33 1 1 4 187
Analytic Derivatives and the Computation of GARCH Estimates 0 0 0 0 1 2 5 34
Analytic Derivatives and the Computation of Garch Estimates 0 0 0 5 3 6 9 1,254
CONSTRAINED EMM AND INDIRECT INFERENCE ESTIMATION 0 0 0 22 0 0 1 84
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 1 2 3 34
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 1 1 1 1 936
Conditional heteroskedasticity in nonlinear simultaneous equations 0 0 0 13 1 2 3 88
Conditional means of time series processes and time series processes for conditional means 0 0 0 26 1 3 3 174
Consistent Non-Gaussian Pseudo Maximum Likelihood Estimators 0 0 1 20 1 1 2 41
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 24 0 0 2 29
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 5 3 3 5 37
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 1 18 0 1 2 62
Constrained EMM and Indirect Inference Estimation 0 0 0 0 0 0 1 412
Constrained EMM and Indirect Inference Estimation. Versión Revisada 0 0 0 0 0 1 1 8
Constrained Indirect Inference Estimation 0 0 0 99 0 0 0 269
Constrained indirect inference estimation 0 0 0 1 1 2 3 14
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 20 1 1 3 133
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 0 0 0 5 0 0 1 22
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 0 0 1 54 1 3 4 76
Dynamic Specification Tests for Dynamic Factor Models 0 0 0 61 2 3 3 129
Dynamic Specification Tests for Static Factor Models 0 0 0 66 3 3 4 245
Dynamic Specification Tests for Static Factor Models 0 0 0 43 1 2 3 110
Dynamic specification tests for dynamic factor models 0 0 1 12 0 0 1 47
Estimating variances and covariances in a censored regression model 0 0 0 32 1 1 2 121
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 0 39 2 2 2 101
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 10 0 1 3 54
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 53 3 4 4 41
GDP Solera. The Ideal Vintage Mix 0 0 1 21 5 5 8 39
GDP Solera: The Ideal Vintage Mix 1 1 1 3 1 2 3 16
GDP Solera: The Ideal Vintage Mix 0 0 0 0 2 3 4 7
Identification of one independent shock in structural VARs 0 0 3 7 1 5 15 52
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model 0 0 0 2 0 0 2 891
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Models.Versión Revisada 0 0 0 0 1 1 2 8
Identification, estimation and testing of conditionally heteroskedastic factor models 0 0 1 38 0 1 4 119
Indirect Estimation of Conditionally Heteroskedastic Factor Models 0 0 0 195 2 5 5 574
Indirect Estimation of Just-Identified Models with Control Variates 0 0 0 24 1 1 5 162
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 1 3 4 4 6 48
LIKELIHOOD-BASED ESTIMATION OF LATENT GENERALISED ARCH STRUCTURES 0 0 0 34 5 5 6 148
Likelihood-Based Estimation of Latent Generalised ARCH Structures 0 0 0 1 3 6 8 30
Likelihood-based estimation of latent generalised ARCH 0 0 0 0 1 2 3 20
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 159 3 4 5 487
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 109 1 2 2 310
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 52 3 4 5 251
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 2 0 0 4 43
Moment tests of independent components 0 0 0 30 5 7 10 56
Multivariate Hermite polynomials and information matrix tests 0 0 0 2 0 1 3 10
Multivariate Hermite polynomials and information matrix tests 0 0 2 19 0 1 3 32
Multivariate Hermite polynomials and information matrix tests 0 0 1 11 1 1 3 32
Neglected Serial Correlation Tests in UCARIMA Models 0 0 1 38 1 2 5 61
New Testing Approaches for Mean-Variance Predictability 0 0 0 8 0 0 1 31
New testing approaches for mean-variance predictability 0 0 0 18 1 1 3 43
New testing approaches for mean-variance predictability 0 0 0 12 1 2 2 35
New testing approaches for mean-variance predictability 0 0 0 55 1 1 6 103
Non-Admissible Decompositions in Unobserved Components Models 0 0 0 0 0 0 0 11
Non-Admissible Decompositions in Unobserved Components Models 0 0 0 0 0 1 1 505
On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 49 0 0 4 204
On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 1 1 1 1 10
On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models 0 0 0 5 1 2 4 47
PML vs minimum χ 2: the comeback 0 0 1 15 1 1 5 18
SHORT-TERM OPTIONS WITH STOCHASTIC VOLATILITY: ESTIMATION AND EMPIRICAL PERFORMANCE 0 0 0 54 2 4 7 159
Sequential Estimation of Shape Parameters in Multivariate Dynamic Models 0 0 0 56 5 5 6 153
Short-term options with stochastic volatility: Estimation and empirical performance 0 0 0 307 0 2 4 864
Specification Tests for Non-Gaussian Maximum Likelihood Estimators 0 0 0 6 5 5 6 22
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 34 1 1 4 25
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 44 0 1 4 48
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 10 1 1 4 46
Specification tests for non-Gaussian structural vector autoregressions 0 0 0 85 4 6 9 73
THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY 0 0 0 18 1 1 2 109
Tests for Serial Dependence in Static, Non-Gaussian Factor Models 0 0 0 50 5 5 5 109
Tests for random coefficient variation in vector autoregressive models 0 0 1 6 1 2 3 14
Tests for random coefficient variation in vector autoregressive models 0 0 2 65 1 2 7 47
Tests for random coefficient variation in vector autoregressive models 0 0 0 12 2 2 2 28
The Rise and Fall of the Natural Interest Rate 0 0 1 93 1 3 8 194
The Rise and Fall of the Natural Interest Rate 0 0 0 109 1 1 2 191
The Rise and Fall of the Natural Interest Rate 0 0 0 113 1 2 10 293
The Rise and Fall of the Natural Interest Rate 0 0 0 33 1 2 2 64
The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality 0 0 0 1 2 3 3 570
The Score of Conditionally Heteroskedastic Dynamic Regression Models with Student t Innovations, and an LM Test for Multivariate Normality.Versión Revisada 0 0 0 2 0 0 0 8
The information matrix test for Gaussian mixtures 0 0 1 20 0 1 5 34
The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities 0 0 12 12 0 3 26 26
The marginal likelihood of Structural Time Series Models, with application to the euro area and US NAIRU 0 0 0 2 1 3 7 33
The rise and fall of the natural interest rate 0 1 6 95 2 5 22 207
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment 0 0 0 0 0 0 1 381
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment 0 0 0 0 1 1 2 13
Total Working Papers 1 2 42 3,100 125 198 400 13,663

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 2 10 4 6 9 60
A tobit model with garch errors 0 0 0 113 0 2 3 379
Alternative covariance estimators of the standard Tobit model 0 0 0 27 0 0 2 100
Analytic Derivatives and the Computation of GARCH Estimates 0 0 2 748 4 6 13 1,411
Bayesian Analysis of the Output Gap 0 0 1 165 2 2 4 349
Comment 0 0 0 6 0 0 2 34
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 0 2 3 345
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 0 2 2 2 17
Constrained Indirect Estimation 0 0 1 78 1 1 7 290
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 4 6 6 917
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions 0 0 0 2 3 3 3 8
Dynamic specification tests for dynamic factor models 0 0 0 8 0 0 4 53
Estimation and empirical performance of Heston's stochastic volatility model: the case of a thinly traded market 0 0 1 533 0 4 9 1,215
GDP Solera: The Ideal Vintage Mix 1 1 3 5 1 3 8 10
Identification, estimation and testing of conditionally heteroskedastic factor models 0 1 2 232 5 9 20 497
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 43 1 1 3 136
Indirect inference and variance reduction using control variates 0 0 0 56 3 3 4 189
Information matrix tests for multinomial logit models 0 0 0 0 1 4 5 5
Likelihood-Based Estimation of Latent Generalized ARCH Structures 0 0 0 170 1 1 1 627
Marginal distribution of Markov-switching VAR processes 0 0 0 0 2 3 5 10
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 0 0 0 4 2 4 7 786
Moment tests of independent components 0 0 1 4 4 5 7 24
Neglected serial correlation tests in UCARIMA models 0 0 0 3 0 0 0 42
New testing approaches for mean–variance predictability 0 0 0 3 2 3 4 20
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models 0 0 0 202 1 1 3 1,204
Overcoming Nonadmissibility in ARIMA-Model-Based Signal Extraction 0 0 0 0 0 0 1 329
PML versus minimum $${\chi }^{2}$$ χ 2: the comeback 0 0 0 1 0 0 0 3
Sequential estimation of shape parameters in multivariate dynamic models 0 0 0 38 5 5 8 181
Skewness and kurtosis of multivariate Markov-switching processes 0 1 1 6 1 2 2 39
Specification tests for non-Gaussian structural vector autoregressions 0 0 0 0 1 1 7 7
Specification tests for non‐Gaussian maximum likelihood estimators 0 0 0 2 3 3 3 21
The marginal likelihood of dynamic mixture models 0 0 0 25 0 0 0 95
Total Journal Articles 1 3 14 2,484 53 82 155 9,403

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Output Measurements: A Common Trend Approach 0 0 1 1 1 2 9 12
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 0 3 3 3 6 33
Tests for Random Coefficient Variation in Vector Autoregressive Models 0 0 0 0 4 4 4 7
Total Chapters 0 0 1 4 8 9 19 52

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-12-06