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 1 57
A Spectral EM Algorithm for Dynamic Factor Models 0 0 0 43 0 1 3 57
A spectral EM algorithm for dynamic factor models 0 0 1 28 0 0 2 60
A spectral EM algorithm for dynamic factor models 0 0 1 34 0 0 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 1 20
Aggregate Output Measurements: A Common Trend Approach 0 0 0 7 0 1 1 20
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 0 2 4 38
Alternative estimators of the covariance matrix in GARCH models 0 0 0 33 0 1 1 184
Analytic Derivatives and the Computation of GARCH Estimates 0 0 0 0 0 2 3 31
Analytic Derivatives and the Computation of Garch Estimates 0 0 0 5 0 1 2 1,247
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 1 0 0 2 935
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 0 0 2 32
Conditional heteroskedasticity in nonlinear simultaneous equations 0 0 0 13 0 1 1 86
Conditional means of time series processes and time series processes for conditional means 0 0 0 26 0 0 0 171
Consistent Non-Gaussian Pseudo Maximum Likelihood Estimators 0 0 2 20 0 0 3 40
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 24 0 0 2 29
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 1 18 0 0 1 61
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 5 1 1 2 34
Constrained EMM and Indirect Inference Estimation 0 0 0 0 0 0 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 1 1 1 12
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 20 0 0 1 131
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 2 54 0 0 2 73
Dynamic Specification Tests for Dynamic Factor Models 0 0 0 61 0 0 0 126
Dynamic Specification Tests for Static Factor Models 0 0 0 66 0 0 0 241
Dynamic Specification Tests for Static Factor Models 0 0 0 43 0 1 1 108
Dynamic specification tests for dynamic factor models 0 0 1 12 0 0 2 47
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 0 2 99
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 10 1 1 3 52
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 53 0 0 0 37
GDP Solera. The Ideal Vintage Mix 0 0 2 21 0 0 4 33
GDP Solera: The Ideal Vintage Mix 0 0 0 2 0 0 0 13
GDP Solera: The Ideal Vintage Mix 0 0 0 0 0 0 2 4
Identification of one independent shock in structural VARs 0 0 7 7 0 2 45 45
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model 0 0 0 2 0 0 1 890
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Models.Versión Revisada 0 0 0 0 0 0 2 7
Identification, estimation and testing of conditionally heteroskedastic factor models 0 0 0 37 0 0 1 116
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 1 24 0 0 3 159
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 2 0 0 2 43
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 0 0 2 23
Likelihood-based estimation of latent generalised ARCH 0 0 0 0 0 0 1 17
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 2 0 0 4 43
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 159 0 0 0 482
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 52 0 0 1 247
Moment tests of independent components 0 0 0 30 0 0 3 49
Multivariate Hermite polynomials and information matrix tests 0 0 2 11 0 0 3 31
Multivariate Hermite polynomials and information matrix tests 0 0 0 2 0 1 2 9
Multivariate Hermite polynomials and information matrix tests 0 0 4 19 0 0 5 31
Neglected Serial Correlation Tests in UCARIMA Models 0 0 1 38 0 0 3 59
New Testing Approaches for Mean-Variance Predictability 0 0 1 8 0 0 1 30
New testing approaches for mean-variance predictability 0 0 0 18 0 0 1 41
New testing approaches for mean-variance predictability 0 0 1 55 0 0 5 99
New testing approaches for mean-variance predictability 0 0 0 12 0 0 0 33
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 1 49 0 0 4 202
On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 1 0 0 0 9
On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models 0 0 0 5 0 0 4 44
PML vs minimum χ 2: the comeback 1 1 2 15 1 2 4 16
SHORT-TERM OPTIONS WITH STOCHASTIC VOLATILITY: ESTIMATION AND EMPIRICAL PERFORMANCE 0 0 0 54 1 2 2 154
Sequential Estimation of Shape Parameters in Multivariate Dynamic Models 0 0 0 56 0 1 2 148
Short-term options with stochastic volatility: Estimation and empirical performance 0 0 0 307 0 0 2 861
Specification Tests for Non-Gaussian Maximum Likelihood Estimators 0 0 1 6 0 0 1 16
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 10 0 0 3 45
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 34 1 1 3 24
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 44 0 1 3 46
Specification tests for non-Gaussian structural vector autoregressions 0 0 4 85 0 0 11 67
THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY 0 0 0 18 0 0 0 107
Tests for Serial Dependence in Static, Non-Gaussian Factor Models 0 0 0 50 0 0 0 104
Tests for random coefficient variation in vector autoregressive models 0 0 1 12 0 0 4 26
Tests for random coefficient variation in vector autoregressive models 1 1 4 65 1 2 6 44
Tests for random coefficient variation in vector autoregressive models 0 1 1 6 0 1 1 12
The Rise and Fall of the Natural Interest Rate 0 1 2 93 0 2 11 190
The Rise and Fall of the Natural Interest Rate 0 0 0 113 0 0 8 290
The Rise and Fall of the Natural Interest Rate 0 0 0 33 0 0 0 62
The Rise and Fall of the Natural Interest Rate 0 0 0 109 0 0 2 190
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 0 567
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 0 5 20 0 0 11 33
The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities 3 5 11 11 3 8 17 17
The marginal likelihood of Structural Time Series Models, with application to the euro area and US NAIRU 0 0 0 2 0 0 2 28
The rise and fall of the natural interest rate 0 0 7 93 1 4 23 199
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment 0 0 0 0 0 1 1 12
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment 0 0 0 0 0 0 1 380
Total Working Papers 5 9 67 3,092 11 41 270 13,408

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 2 10 0 2 5 54
A tobit model with garch errors 0 0 0 113 0 0 1 377
Alternative covariance estimators of the standard Tobit model 0 0 0 27 0 0 1 99
Analytic Derivatives and the Computation of GARCH Estimates 0 0 4 748 1 2 10 1,404
Bayesian Analysis of the Output Gap 0 0 1 165 0 1 3 347
Comment 0 0 0 6 0 0 4 34
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 0 0 0 342
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 0 0 0 0 15
Constrained Indirect Estimation 0 0 1 78 0 1 5 287
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 1 2 0 0 2 5
Dynamic specification tests for dynamic factor models 0 0 0 8 0 0 1 50
Estimation and empirical performance of Heston's stochastic volatility model: the case of a thinly traded market 0 1 1 533 2 4 6 1,211
GDP Solera: The Ideal Vintage Mix 1 1 4 4 1 2 7 7
Identification, estimation and testing of conditionally heteroskedastic factor models 0 1 2 231 0 7 11 484
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 1 43 0 0 3 134
Indirect inference and variance reduction using control variates 0 0 0 56 0 0 0 185
Information matrix tests for multinomial logit models 0 0 0 0 0 0 1 1
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 1 1 2 7
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 0 0 0 4 0 0 2 781
Moment tests of independent components 0 0 1 4 1 1 5 19
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 0 1 3 17
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models 0 0 0 202 0 0 1 1,202
Overcoming Nonadmissibility in ARIMA-Model-Based Signal Extraction 0 0 0 0 0 0 0 328
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 0 0 1 174
Skewness and kurtosis of multivariate Markov-switching processes 0 0 0 5 0 0 1 37
Specification tests for non-Gaussian structural vector autoregressions 0 0 0 0 0 2 4 4
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 0 95
Total Journal Articles 1 4 18 2,481 6 24 80 9,300

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 3 6 8
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 0 3 0 1 4 30
Tests for Random Coefficient Variation in Vector Autoregressive Models 0 0 0 0 0 0 0 3
Total Chapters 0 0 0 3 0 4 10 41

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Statistics updated 2025-07-04