Access Statistics for Gabriele Fiorentini

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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 1 89
- NON-ADMISSIBILITY AND THE SPECIFICATION OF UNOBSERVED COMPONENTS MODELS 0 0 0 11 2 2 2 59
A Spectral EM Algorithm for Dynamic Factor Models 0 0 0 43 6 13 16 72
A spectral EM algorithm for dynamic factor models 0 0 0 34 1 2 6 80
A spectral EM algorithm for dynamic factor models 0 0 0 28 1 11 16 76
A tobit model with garch errors 0 0 0 108 2 6 7 329
Aggregate Output Measurements: A Common Trend Approach 0 0 0 2 1 7 9 27
Aggregate Output Measurements: A Common Trend Approach 0 0 2 9 0 5 9 29
Aggregate Output Measurements: A Common Trend Approach 0 0 0 7 1 4 8 27
Aggregate Output Measurements: a Common Trend Approach 0 0 0 26 0 4 8 34
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 0 3 7 190
Analytic Derivatives and the Computation of GARCH Estimates 0 0 0 0 0 8 13 42
Analytic Derivatives and the Computation of Garch Estimates 0 0 0 5 0 49 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 0 7 8 943
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 0 3 5 37
Conditional heteroskedasticity in nonlinear simultaneous equations 0 0 0 13 1 3 6 91
Conditional means of time series processes and time series processes for conditional means 0 0 0 26 1 8 11 182
Consistent Non-Gaussian Pseudo Maximum Likelihood Estimators 0 0 0 20 2 2 3 43
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 1 18 0 1 3 63
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 5 0 4 8 41
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 24 1 5 5 34
Constrained EMM and Indirect Inference Estimation 0 0 0 0 1 7 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 3 6 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 0 5 7 138
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 0 0 0 54 0 8 11 84
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 0 0 0 5 2 5 5 27
Dynamic Specification Tests for Dynamic Factor Models 0 0 0 61 2 9 12 138
Dynamic Specification Tests for Static Factor Models 0 0 0 43 2 8 11 118
Dynamic Specification Tests for Static Factor Models 0 0 0 66 0 5 9 250
Dynamic specification tests for dynamic factor models 0 0 1 12 1 6 7 53
Estimating variances and covariances in a censored regression model 0 0 0 32 3 7 9 128
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 0 39 0 5 7 106
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 10 0 5 8 59
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 53 2 4 8 45
GDP Solera. The Ideal Vintage Mix 0 0 0 21 0 3 9 42
GDP Solera: The Ideal Vintage Mix 0 0 0 0 1 6 9 13
GDP Solera: The Ideal Vintage Mix 0 0 1 3 0 5 8 21
Identification of one independent shock in structural VARs 1 2 3 9 2 7 17 59
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model 0 0 0 2 1 5 7 896
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Models.Versión Revisada 1 1 1 1 1 2 3 10
Identification, estimation and testing of conditionally heteroskedastic factor models 0 0 1 38 1 5 8 124
Indirect Estimation of Conditionally Heteroskedastic Factor Models 0 0 0 195 2 8 13 582
Indirect Estimation of Just-Identified Models with Control Variates 0 0 0 24 2 5 8 167
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 1 3 0 7 12 55
Information matrix tests for multinomial logit models 0 0 2 17 1 8 14 34
LIKELIHOOD-BASED ESTIMATION OF LATENT GENERALISED ARCH STRUCTURES 0 0 0 34 2 15 21 163
Likelihood-Based Estimation of Latent Generalised ARCH Structures 0 0 0 1 0 3 10 33
Likelihood-based estimation of latent generalised ARCH 0 0 0 0 0 2 5 22
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 0 109 1 4 6 314
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 2 3 14 16 57
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 52 1 6 11 257
Moment tests of independent components 0 0 0 30 4 9 16 65
Multivariate Hermite polynomials and information matrix tests 0 0 0 2 1 4 6 14
Multivariate Hermite polynomials and information matrix tests 0 0 0 11 0 5 6 37
Multivariate Hermite polynomials and information matrix tests 0 0 1 19 0 1 3 33
Neglected Serial Correlation Tests in UCARIMA Models 0 0 0 38 0 3 5 64
New Testing Approaches for Mean-Variance Predictability 0 0 0 8 0 1 2 32
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 0 2 4 45
New testing approaches for mean-variance predictability 0 0 0 55 0 0 4 103
Non-Admissible Decompositions in Unobserved Components Models 0 0 0 0 1 4 5 509
Non-Admissible Decompositions in Unobserved Components Models 0 0 0 0 1 1 1 12
On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 49 0 8 10 212
On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 1 0 9 10 19
On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models 0 0 0 5 0 1 4 48
PML vs minimum χ 2: the comeback 0 0 1 15 1 4 9 22
SHORT-TERM OPTIONS WITH STOCHASTIC VOLATILITY: ESTIMATION AND EMPIRICAL PERFORMANCE 0 0 0 54 0 2 9 161
Sequential Estimation of Shape Parameters in Multivariate Dynamic Models 0 0 0 56 3 9 15 162
Short-term options with stochastic volatility: Estimation and empirical performance 0 0 0 307 1 6 10 870
Specification Tests for Non-Gaussian Maximum Likelihood Estimators 0 0 0 6 0 3 9 25
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 44 0 5 8 53
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 10 0 6 7 52
Specification tests for non-Gaussian structural vector autoregressions 0 0 0 85 3 8 15 81
THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY 0 0 0 18 0 7 9 116
Testing shock independence in Gaussian structural VARs 11 20 20 20 3 8 8 8
Tests for Serial Dependence in Static, Non-Gaussian Factor Models 0 1 1 51 1 5 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 3 8 50
Tests for random coefficient variation in vector autoregressive models 0 0 1 6 2 11 14 25
The Rise and Fall of the Natural Interest Rate 0 1 1 114 1 6 9 299
The Rise and Fall of the Natural Interest Rate 0 0 1 93 3 10 16 204
The Rise and Fall of the Natural Interest Rate 0 0 0 33 2 11 13 75
The Rise and Fall of the Natural Interest Rate 0 0 0 109 1 2 3 193
The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality 0 0 0 1 1 6 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 1 7 8 41
The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities 1 3 15 15 9 14 38 40
The marginal likelihood of Structural Time Series Models, with application to the euro area and US NAIRU 0 0 0 2 0 5 10 38
The rise and fall of the natural interest rate 0 1 4 96 0 4 18 211
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment 0 0 0 0 0 1 2 382
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment 0 0 0 0 1 3 5 16
Total Working Papers 14 29 59 3,146 93 544 866 14,233

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 0 5 13 65
A tobit model with garch errors 0 0 0 113 1 5 8 384
Alternative covariance estimators of the standard Tobit model 0 0 0 27 0 3 4 103
Analytic Derivatives and the Computation of GARCH Estimates 0 2 2 750 0 6 15 1,417
Bayesian Analysis of the Output Gap 0 0 0 165 2 5 8 354
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 3 8 11 353
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 0 1 7 9 24
Constrained Indirect Estimation 0 0 0 78 1 5 9 295
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 1 1 7 918
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions 0 0 0 2 0 3 6 11
Dynamic specification tests for dynamic factor models 0 0 0 8 1 6 9 59
Estimation and empirical performance of Heston's stochastic volatility model: the case of a thinly traded market 0 0 1 533 0 4 13 1,219
GDP Solera: The Ideal Vintage Mix 0 0 2 5 0 5 10 15
Identification, estimation and testing of conditionally heteroskedastic factor models 0 0 2 232 1 2 22 499
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 43 1 4 6 140
Indirect inference and variance reduction using control variates 0 0 0 56 0 2 6 191
Information matrix tests for multinomial logit models 0 0 0 0 1 9 14 14
Likelihood-Based Estimation of Latent Generalized ARCH Structures 0 0 0 170 1 6 7 633
Marginal distribution of Markov-switching VAR processes 0 0 0 0 0 2 7 12
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 0 0 0 4 2 11 16 797
Moment tests of independent components 0 0 0 4 1 6 12 30
Neglected serial correlation tests in UCARIMA models 0 0 0 3 3 12 12 54
New testing approaches for mean–variance predictability 0 0 0 3 0 2 6 22
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models 0 0 0 202 0 5 7 1,209
Overcoming Nonadmissibility in ARIMA-Model-Based Signal Extraction 0 0 0 0 1 5 6 334
PML versus minimum $${\chi }^{2}$$ χ 2: the comeback 0 0 0 1 0 5 5 8
Sequential estimation of shape parameters in multivariate dynamic models 0 0 0 38 1 3 10 184
Skewness and kurtosis of multivariate Markov-switching processes 0 0 1 6 2 6 8 45
Specification tests for non-Gaussian structural vector autoregressions 0 0 0 0 3 10 15 17
Specification tests for non‐Gaussian maximum likelihood estimators 0 0 0 2 1 13 16 34
The marginal likelihood of dynamic mixture models 0 0 0 25 0 5 5 100
Total Journal Articles 0 2 9 2,486 28 175 306 9,578

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 8 15 20
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 8 12 15
Total Chapters 0 0 1 4 2 20 35 72

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