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 0 0 88
- NON-ADMISSIBILITY AND THE SPECIFICATION OF UNOBSERVED COMPONENTS MODELS 0 0 0 11 0 0 0 56
A Spectral EM Algorithm for Dynamic Factor Models 0 0 1 43 1 1 4 56
A spectral EM algorithm for dynamic factor models 0 0 1 27 0 1 2 59
A spectral EM algorithm for dynamic factor models 0 0 1 34 0 1 2 74
A tobit model with garch errors 0 0 0 108 0 0 1 322
Aggregate Output Measurements: A Common Trend Approach 0 0 0 7 0 0 0 19
Aggregate Output Measurements: A Common Trend Approach 0 0 2 7 0 0 2 19
Aggregate Output Measurements: A Common Trend Approach 0 0 0 2 0 0 0 18
Aggregate Output Measurements: a Common Trend Approach 0 0 0 26 0 0 0 26
Aggregate output measurements: a common trend approach 0 0 1 10 1 1 4 36
Alternative estimators of the covariance matrix in GARCH models 0 0 0 33 0 0 0 183
Analytic Derivatives and the Computation of GARCH Estimates 0 0 0 0 0 0 2 29
Analytic Derivatives and the Computation of Garch Estimates 0 0 0 5 0 1 1 1,246
CONSTRAINED EMM AND INDIRECT INFERENCE ESTIMATION 0 0 0 22 0 0 0 83
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 1 0 0 3 935
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 0 1 1 31
Conditional heteroskedasticity in nonlinear simultaneous equations 0 0 0 13 0 0 1 85
Conditional means of time series processes and time series processes for conditional means 0 0 1 26 0 0 2 171
Consistent Non-Gaussian Pseudo Maximum Likelihood Estimators 0 2 3 20 0 2 4 40
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 5 0 0 0 32
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 24 0 1 1 28
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 17 0 0 0 60
Constrained EMM and Indirect Inference Estimation 0 0 0 0 0 2 2 412
Constrained EMM and Indirect Inference Estimation. Versión Revisada 0 0 0 0 0 0 1 7
Constrained Indirect Inference Estimation 0 0 0 99 0 0 0 269
Constrained indirect inference estimation 0 0 0 1 0 0 0 11
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 20 1 1 1 131
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 0 0 1 5 0 0 2 21
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 0 2 5 54 0 2 8 73
Dynamic Specification Tests for Dynamic Factor Models 0 0 1 61 0 0 1 126
Dynamic Specification Tests for Static Factor Models 0 0 1 43 0 0 1 107
Dynamic Specification Tests for Static Factor Models 0 0 0 66 0 0 0 241
Dynamic specification tests for dynamic factor models 0 0 0 11 0 1 1 46
Estimating variances and covariances in a censored regression model 0 0 0 32 0 0 0 119
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 0 39 0 1 2 99
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 1 10 0 1 3 51
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 53 0 0 1 37
GDP Solera. The Ideal Vintage Mix 0 2 5 21 0 3 8 33
GDP Solera: The Ideal Vintage Mix 0 0 0 2 0 0 1 13
GDP Solera: The Ideal Vintage Mix 0 0 0 0 1 1 2 4
Identification of one independent shock in structural VARs 1 6 6 6 2 42 42 42
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model 0 0 0 2 0 0 4 889
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Models.Versión Revisada 0 0 0 0 0 1 1 6
Identification, estimation and testing of conditionally heteroskedastic factor models 0 0 0 37 0 0 1 115
Indirect Estimation of Conditionally Heteroskedastic Factor Models 0 0 0 195 0 0 0 569
Indirect Estimation of Just-Identified Models with Control Variates 0 0 2 24 1 1 10 158
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 2 0 1 1 42
LIKELIHOOD-BASED ESTIMATION OF LATENT GENERALISED ARCH STRUCTURES 0 0 0 34 0 0 1 142
Likelihood-Based Estimation of Latent Generalised ARCH Structures 0 0 0 1 1 1 2 23
Likelihood-based estimation of latent generalised ARCH 0 0 0 0 0 1 1 17
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 2 0 1 1 40
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 52 0 0 0 246
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 109 0 0 1 308
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 159 0 0 0 482
Moment tests of independent components 0 0 2 30 1 1 5 47
Multivariate Hermite polynomials and information matrix tests 0 1 3 18 0 1 4 30
Multivariate Hermite polynomials and information matrix tests 0 0 0 2 0 0 1 7
Multivariate Hermite polynomials and information matrix tests 0 2 4 11 0 3 7 31
Neglected Serial Correlation Tests in UCARIMA Models 0 1 2 38 1 2 3 58
New Testing Approaches for Mean-Variance Predictability 0 1 2 8 0 1 2 30
New testing approaches for mean-variance predictability 0 0 1 55 1 1 4 98
New testing approaches for mean-variance predictability 0 0 0 12 0 0 0 33
New testing approaches for mean-variance predictability 0 0 0 18 1 1 1 41
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 0 0 504
On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models 0 0 2 49 2 3 6 202
On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 1 0 0 1 9
On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models 0 0 0 5 1 2 6 44
PML vs minimum χ 2: the comeback 0 1 3 14 0 1 3 13
SHORT-TERM OPTIONS WITH STOCHASTIC VOLATILITY: ESTIMATION AND EMPIRICAL PERFORMANCE 0 0 0 54 0 0 0 152
Sequential Estimation of Shape Parameters in Multivariate Dynamic Models 0 0 1 56 0 1 2 147
Short-term options with stochastic volatility: Estimation and empirical performance 0 0 0 307 0 0 2 860
Specification Tests for Non-Gaussian Maximum Likelihood Estimators 0 1 2 6 0 1 2 16
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 34 0 0 0 21
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 44 0 0 1 44
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 10 2 2 2 44
Specification tests for non-Gaussian structural vector autoregressions 0 1 7 85 1 4 14 65
THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY 0 0 0 18 0 0 1 107
Tests for Serial Dependence in Static, Non-Gaussian Factor Models 0 0 1 50 0 0 1 104
Tests for random coefficient variation in vector autoregressive models 0 0 1 12 0 2 4 26
Tests for random coefficient variation in vector autoregressive models 0 2 5 64 0 3 7 42
Tests for random coefficient variation in vector autoregressive models 0 0 0 5 0 0 0 11
The Rise and Fall of the Natural Interest Rate 0 0 0 33 0 0 1 62
The Rise and Fall of the Natural Interest Rate 0 1 5 92 1 4 17 187
The Rise and Fall of the Natural Interest Rate 0 0 1 113 3 4 11 287
The Rise and Fall of the Natural Interest Rate 0 0 1 109 1 1 5 190
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 1 567
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 2 20 20 0 4 32 32
The marginal likelihood of Structural Time Series Models, with application to the euro area and US NAIRU 0 0 0 2 1 2 2 28
The rise and fall of the natural interest rate 2 4 14 92 2 4 25 188
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment 0 0 0 0 0 0 0 11
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment 0 0 0 0 0 0 2 380
Total Working Papers 3 29 109 3,071 26 117 304 13,312


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 1 1 9 0 2 4 52
A tobit model with garch errors 0 0 1 113 0 0 2 376
Alternative covariance estimators of the standard Tobit model 0 0 0 27 0 0 0 98
Analytic Derivatives and the Computation of GARCH Estimates 1 2 6 747 2 4 12 1,401
Bayesian Analysis of the Output Gap 0 1 1 165 0 1 2 346
Comment 0 0 0 6 0 0 2 32
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 0 0 1 342
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 0 0 0 0 15
Constrained Indirect Estimation 0 1 1 78 0 2 4 285
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 0 0 0 911
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions 0 0 2 2 0 0 4 5
Dynamic specification tests for dynamic factor models 0 0 0 8 0 1 4 50
Estimation and empirical performance of Heston's stochastic volatility model: the case of a thinly traded market 0 0 0 532 0 1 4 1,206
GDP Solera: The Ideal Vintage Mix 0 2 3 3 1 3 4 4
Identification, estimation and testing of conditionally heteroskedastic factor models 0 0 7 230 0 2 19 477
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 1 43 0 2 3 134
Indirect inference and variance reduction using control variates 0 0 0 56 0 0 2 185
Likelihood-Based Estimation of Latent Generalized ARCH Structures 0 0 0 170 0 0 0 626
Marginal distribution of Markov-switching VAR processes 0 0 0 0 0 0 0 5
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 0 0 0 4 1 2 5 781
Moment tests of independent components 0 1 2 4 0 1 7 18
Neglected serial correlation tests in UCARIMA models 0 0 0 3 0 0 0 42
New testing approaches for mean–variance predictability 0 0 1 3 0 1 4 16
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models 0 0 0 202 1 1 2 1,202
Overcoming Nonadmissibility in ARIMA-Model-Based Signal Extraction 0 0 0 0 0 0 1 328
PML versus minimum $${\chi }^{2}$$ χ 2: the comeback 0 0 1 1 0 0 2 3
Sequential estimation of shape parameters in multivariate dynamic models 0 0 0 38 0 0 2 173
Skewness and kurtosis of multivariate Markov-switching processes 0 0 1 5 0 0 3 37
Specification tests for non‐Gaussian maximum likelihood estimators 0 0 0 2 0 0 1 18
The marginal likelihood of dynamic mixture models 0 0 0 25 0 0 1 95
Total Journal Articles 1 8 28 2,476 5 23 95 9,263


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 0 0 0 1 2 3
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 1 3 0 1 2 27
Tests for Random Coefficient Variation in Vector Autoregressive Models 0 0 0 0 0 0 1 3
Total Chapters 0 0 1 3 0 2 5 33


Statistics updated 2025-02-05