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 1 1 2 90
- NON-ADMISSIBILITY AND THE SPECIFICATION OF UNOBSERVED COMPONENTS MODELS 0 0 0 11 0 2 2 59
A Spectral EM Algorithm for Dynamic Factor Models 0 0 0 43 2 14 18 74
A spectral EM algorithm for dynamic factor models 0 0 0 34 2 4 8 82
A spectral EM algorithm for dynamic factor models 0 0 0 28 1 11 17 77
A tobit model with garch errors 0 0 0 108 0 6 7 329
Aggregate Output Measurements: A Common Trend Approach 0 0 0 7 0 4 8 27
Aggregate Output Measurements: A Common Trend Approach 0 0 0 2 1 5 10 28
Aggregate Output Measurements: A Common Trend Approach 0 0 2 9 3 8 12 32
Aggregate Output Measurements: a Common Trend Approach 0 0 0 26 1 3 9 35
Aggregate output measurements: a common trend approach 0 0 0 10 0 1 4 40
Alternative estimators of the covariance matrix in GARCH models 0 0 0 33 1 3 8 191
Analytic Derivatives and the Computation of GARCH Estimates 0 0 0 0 0 5 13 42
Analytic Derivatives and the Computation of Garch Estimates 0 0 0 5 0 33 57 1,303
CONSTRAINED EMM AND INDIRECT INFERENCE ESTIMATION 0 0 0 22 0 2 2 86
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 1 1 6 9 944
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 1 3 6 38
Conditional heteroskedasticity in nonlinear simultaneous equations 0 0 0 13 0 2 6 91
Conditional means of time series processes and time series processes for conditional means 0 0 0 26 0 3 11 182
Consistent Non-Gaussian Pseudo Maximum Likelihood Estimators 0 0 0 20 0 2 3 43
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 24 2 7 7 36
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 18 0 1 2 63
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 5 0 3 8 41
Constrained EMM and Indirect Inference Estimation 0 0 0 0 0 5 7 419
Constrained EMM and Indirect Inference Estimation. Versión Revisada 0 0 0 0 0 0 1 8
Constrained Indirect Inference Estimation 0 0 0 99 0 5 6 275
Constrained indirect inference estimation 0 0 0 1 0 3 6 17
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 20 1 5 8 139
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 0 0 0 54 0 2 11 84
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 0 0 0 5 0 5 5 27
Dynamic Specification Tests for Dynamic Factor Models 0 0 0 61 2 11 14 140
Dynamic Specification Tests for Static Factor Models 0 0 0 66 2 3 11 252
Dynamic Specification Tests for Static Factor Models 0 0 0 43 1 8 12 119
Dynamic specification tests for dynamic factor models 0 0 0 12 1 6 7 54
Estimating variances and covariances in a censored regression model 0 0 0 32 2 7 11 130
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 0 39 0 4 7 106
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 10 1 3 9 60
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 53 2 5 10 47
GDP Solera. The Ideal Vintage Mix 0 0 0 21 0 1 9 42
GDP Solera: The Ideal Vintage Mix 0 0 0 0 0 4 9 13
GDP Solera: The Ideal Vintage Mix 0 0 1 3 2 6 10 23
Identification of one independent shock in structural VARs 1 2 3 10 2 6 18 61
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model 0 0 0 2 0 4 6 896
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Models.Versión Revisada 0 1 1 1 0 2 3 10
Identification, estimation and testing of conditionally heteroskedastic factor models 0 0 1 38 0 4 8 124
Indirect Estimation of Conditionally Heteroskedastic Factor Models 0 0 0 195 0 6 13 582
Indirect Estimation of Just-Identified Models with Control Variates 0 0 0 24 0 5 8 167
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 1 3 1 5 13 56
Information matrix tests for multinomial logit models 0 0 2 17 1 8 14 35
LIKELIHOOD-BASED ESTIMATION OF LATENT GENERALISED ARCH STRUCTURES 0 0 0 34 0 13 21 163
Likelihood-Based Estimation of Latent Generalised ARCH Structures 0 0 0 1 1 3 11 34
Likelihood-based estimation of latent generalised ARCH 0 0 0 0 1 2 6 23
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 109 2 5 8 316
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 159 0 5 10 492
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 52 1 7 11 258
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 2 0 14 14 57
Moment tests of independent components 0 0 0 30 1 7 17 66
Multivariate Hermite polynomials and information matrix tests 0 0 0 2 0 3 6 14
Multivariate Hermite polynomials and information matrix tests 0 0 0 19 0 0 2 33
Multivariate Hermite polynomials and information matrix tests 0 0 0 11 1 4 7 38
Neglected Serial Correlation Tests in UCARIMA Models 0 0 0 38 0 2 5 64
New Testing Approaches for Mean-Variance Predictability 0 0 0 8 0 0 2 32
New testing approaches for mean-variance predictability 0 0 0 55 0 0 4 103
New testing approaches for mean-variance predictability 0 0 0 12 0 3 5 38
New testing approaches for mean-variance predictability 0 0 0 18 1 2 5 46
Non-Admissible Decompositions in Unobserved Components Models 0 0 0 0 0 1 1 12
Non-Admissible Decompositions in Unobserved Components Models 0 0 0 0 0 4 5 509
On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 49 3 8 13 215
On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 1 0 5 10 19
On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models 0 0 0 5 1 2 5 49
PML vs minimum χ 2: the comeback 0 0 1 15 0 3 8 22
SHORT-TERM OPTIONS WITH STOCHASTIC VOLATILITY: ESTIMATION AND EMPIRICAL PERFORMANCE 0 0 0 54 0 1 9 161
Sequential Estimation of Shape Parameters in Multivariate Dynamic Models 0 0 0 56 0 7 15 162
Short-term options with stochastic volatility: Estimation and empirical performance 0 0 0 307 0 6 9 870
Specification Tests for Non-Gaussian Maximum Likelihood Estimators 0 0 0 6 2 5 11 27
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 34 0 1 3 26
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 10 0 4 7 52
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 44 0 2 8 53
Specification tests for non-Gaussian structural vector autoregressions 0 0 0 85 0 6 14 81
THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY 0 0 0 18 0 4 9 116
Testing shock independence in Gaussian structural VARs 0 20 20 20 0 8 8 8
Tests for Serial Dependence in Static, Non-Gaussian Factor Models 0 0 1 51 0 4 10 114
Tests for random coefficient variation in vector autoregressive models 0 0 0 12 0 1 3 29
Tests for random coefficient variation in vector autoregressive models 0 0 1 65 0 2 8 50
Tests for random coefficient variation in vector autoregressive models 0 0 1 6 3 11 17 28
The Rise and Fall of the Natural Interest Rate 0 0 0 109 0 2 3 193
The Rise and Fall of the Natural Interest Rate 1 1 2 94 1 10 17 205
The Rise and Fall of the Natural Interest Rate 0 0 0 33 1 12 14 76
The Rise and Fall of the Natural Interest Rate 0 1 1 114 2 8 11 301
The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality 0 0 0 1 0 4 9 576
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 2 2 10
The information matrix test for Gaussian mixtures 0 0 0 20 0 6 8 41
The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities 3 5 12 18 5 18 36 45
The marginal likelihood of Structural Time Series Models, with application to the euro area and US NAIRU 0 0 0 2 2 5 12 40
The rise and fall of the natural interest rate 0 1 3 96 0 3 16 211
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment 0 0 0 0 0 0 2 382
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment 0 0 0 0 0 2 5 16
Total Working Papers 5 31 53 3,151 62 479 907 14,295

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 10 1 5 14 66
A tobit model with garch errors 0 0 0 113 4 9 11 388
Alternative covariance estimators of the standard Tobit model 0 0 0 27 0 2 4 103
Analytic Derivatives and the Computation of GARCH Estimates 0 2 2 750 0 5 15 1,417
Bayesian Analysis of the Output Gap 1 1 1 166 1 6 9 355
Comment 0 0 0 6 0 4 4 38
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 0 5 11 353
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 0 3 7 12 27
Constrained Indirect Estimation 0 0 0 78 1 5 10 296
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 0 1 7 918
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions 0 0 0 2 0 2 6 11
Dynamic specification tests for dynamic factor models 0 0 0 8 2 8 11 61
Estimation and empirical performance of Heston's stochastic volatility model: the case of a thinly traded market 0 0 1 533 1 4 13 1,220
GDP Solera: The Ideal Vintage Mix 0 0 2 5 0 3 10 15
Identification, estimation and testing of conditionally heteroskedastic factor models 0 0 2 232 0 2 22 499
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 43 1 5 7 141
Indirect inference and variance reduction using control variates 0 0 0 56 1 2 7 192
Information matrix tests for multinomial logit models 0 0 0 0 0 6 13 14
Likelihood-Based Estimation of Latent Generalized ARCH Structures 0 0 0 170 0 5 7 633
Marginal distribution of Markov-switching VAR processes 0 0 0 0 1 2 7 13
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 0 0 0 4 2 11 18 799
Moment tests of independent components 0 0 0 4 1 6 13 31
Neglected serial correlation tests in UCARIMA models 0 0 0 3 1 11 13 55
New testing approaches for mean–variance predictability 0 0 0 3 0 1 6 22
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models 0 0 0 202 0 4 7 1,209
Overcoming Nonadmissibility in ARIMA-Model-Based Signal Extraction 0 0 0 0 0 2 6 334
PML versus minimum $${\chi }^{2}$$ χ 2: the comeback 0 0 0 1 1 3 6 9
Sequential estimation of shape parameters in multivariate dynamic models 0 0 0 38 0 3 10 184
Skewness and kurtosis of multivariate Markov-switching processes 0 0 1 6 2 8 10 47
Specification tests for non-Gaussian structural vector autoregressions 0 0 0 0 2 11 17 19
Specification tests for non‐Gaussian maximum likelihood estimators 0 0 0 2 0 12 16 34
The marginal likelihood of dynamic mixture models 0 0 0 25 1 6 6 101
Total Journal Articles 1 3 10 2,487 26 166 328 9,604

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 2 7 17 22
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 0 3 0 4 8 37
Tests for Random Coefficient Variation in Vector Autoregressive Models 0 0 0 0 0 2 12 15
Total Chapters 0 0 1 4 2 13 37 74

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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-04-09