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 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 1 3 5 60
A spectral EM algorithm for dynamic factor models 0 0 0 34 0 3 4 78
A spectral EM algorithm for dynamic factor models 0 0 1 28 1 3 7 66
A tobit model with garch errors 0 0 0 108 0 0 1 323
Aggregate Output Measurements: A Common Trend Approach 0 0 0 2 3 5 5 23
Aggregate Output Measurements: A Common Trend Approach 0 0 2 9 0 1 5 24
Aggregate Output Measurements: A Common Trend Approach 0 0 0 7 0 3 4 23
Aggregate Output Measurements: a Common Trend Approach 0 0 0 26 2 5 6 32
Aggregate output measurements: a common trend approach 0 0 0 10 0 0 4 39
Alternative estimators of the covariance matrix in GARCH models 0 0 0 33 1 2 5 188
Analytic Derivatives and the Computation of GARCH Estimates 0 0 0 0 3 4 8 37
Analytic Derivatives and the Computation of Garch Estimates 0 0 0 5 16 22 24 1,270
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 2 3 3 938
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 1 3 4 35
Conditional heteroskedasticity in nonlinear simultaneous equations 0 0 0 13 1 3 4 89
Conditional means of time series processes and time series processes for conditional means 0 0 0 26 5 8 8 179
Consistent Non-Gaussian Pseudo Maximum Likelihood Estimators 0 0 0 20 0 1 1 41
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 24 0 0 1 29
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 1 18 0 1 2 62
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 5 1 4 6 38
Constrained EMM and Indirect Inference Estimation 0 0 0 0 2 2 2 414
Constrained EMM and Indirect Inference Estimation. Versión Revisada 0 0 0 0 0 1 1 8
Constrained Indirect Inference Estimation 0 0 0 99 1 1 1 270
Constrained indirect inference estimation 0 0 0 1 0 2 3 14
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 20 1 2 4 134
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 0 0 0 54 6 9 9 82
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 0 0 0 5 0 0 1 22
Dynamic Specification Tests for Dynamic Factor Models 0 0 0 61 0 3 3 129
Dynamic Specification Tests for Static Factor Models 0 0 0 66 4 7 8 249
Dynamic Specification Tests for Static Factor Models 0 0 0 43 1 3 4 111
Dynamic specification tests for dynamic factor models 0 0 1 12 1 1 2 48
Estimating variances and covariances in a censored regression model 0 0 0 32 2 3 4 123
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 0 39 1 3 3 102
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 10 3 4 6 57
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 53 1 5 5 42
GDP Solera. The Ideal Vintage Mix 0 0 0 21 2 7 8 41
GDP Solera: The Ideal Vintage Mix 0 0 0 0 2 5 6 9
GDP Solera: The Ideal Vintage Mix 0 1 1 3 1 2 4 17
Identification of one independent shock in structural VARs 1 1 3 8 3 6 15 55
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model 0 0 0 2 1 1 3 892
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Models.Versión Revisada 0 0 0 0 0 1 2 8
Identification, estimation and testing of conditionally heteroskedastic factor models 0 0 1 38 1 2 5 120
Indirect Estimation of Conditionally Heteroskedastic Factor Models 0 0 0 195 2 6 7 576
Indirect Estimation of Just-Identified Models with Control Variates 0 0 0 24 0 1 5 162
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 1 3 3 7 9 51
LIKELIHOOD-BASED ESTIMATION OF LATENT GENERALISED ARCH STRUCTURES 0 0 0 34 2 7 8 150
Likelihood-Based Estimation of Latent Generalised ARCH Structures 0 0 0 1 1 4 9 31
Likelihood-based estimation of latent generalised ARCH 0 0 0 0 1 2 4 21
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 159 0 4 5 487
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 52 0 4 5 251
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 109 1 3 3 311
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 2 0 0 3 43
Moment tests of independent components 0 0 0 30 3 9 13 59
Multivariate Hermite polynomials and information matrix tests 0 0 0 2 1 2 4 11
Multivariate Hermite polynomials and information matrix tests 0 0 1 19 1 2 3 33
Multivariate Hermite polynomials and information matrix tests 0 0 0 11 2 3 3 34
Neglected Serial Correlation Tests in UCARIMA Models 0 0 0 38 1 3 5 62
New Testing Approaches for Mean-Variance Predictability 0 0 0 8 1 1 2 32
New testing approaches for mean-variance predictability 0 0 0 55 0 1 6 103
New testing approaches for mean-variance predictability 0 0 0 18 1 2 4 44
New testing approaches for mean-variance predictability 0 0 0 12 0 2 2 35
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 3 3 7 207
On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 1 4 5 5 14
On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models 0 0 0 5 0 2 4 47
PML vs minimum χ 2: the comeback 0 0 1 15 1 2 6 19
SHORT-TERM OPTIONS WITH STOCHASTIC VOLATILITY: ESTIMATION AND EMPIRICAL PERFORMANCE 0 0 0 54 1 4 8 160
Sequential Estimation of Shape Parameters in Multivariate Dynamic Models 0 0 0 56 2 7 8 155
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 0 5 6 22
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 10 2 3 6 48
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 44 3 4 7 51
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 34 0 1 4 25
Specification tests for non-Gaussian structural vector autoregressions 0 0 0 85 2 8 11 75
THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY 0 0 0 18 3 4 5 112
Tests for Serial Dependence in Static, Non-Gaussian Factor Models 1 1 1 51 1 6 6 110
Tests for random coefficient variation in vector autoregressive models 0 0 0 12 0 2 2 28
Tests for random coefficient variation in vector autoregressive models 0 0 1 65 1 3 6 48
Tests for random coefficient variation in vector autoregressive models 0 0 1 6 3 5 6 17
The Rise and Fall of the Natural Interest Rate 0 0 0 33 0 2 2 64
The Rise and Fall of the Natural Interest Rate 0 0 0 109 0 1 2 191
The Rise and Fall of the Natural Interest Rate 0 0 0 113 0 1 9 293
The Rise and Fall of the Natural Interest Rate 0 0 1 93 1 3 9 195
The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality 0 0 0 1 2 5 5 572
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 0 20 1 2 3 35
The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities 1 1 13 13 1 3 27 27
The marginal likelihood of Structural Time Series Models, with application to the euro area and US NAIRU 0 0 0 2 2 4 8 35
The rise and fall of the natural interest rate 0 1 5 95 1 6 22 208
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment 0 0 0 0 1 2 3 14
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment 0 0 0 0 1 1 2 382
Total Working Papers 3 5 35 3,103 126 305 503 13,789

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 7 9 61
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 1 1 3 101
Analytic Derivatives and the Computation of GARCH Estimates 0 0 2 748 1 6 13 1,412
Bayesian Analysis of the Output Gap 0 0 0 165 0 2 3 349
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 3 5 6 348
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 0 3 5 5 20
Constrained Indirect Estimation 0 0 0 78 1 2 6 291
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 0 6 6 917
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions 0 0 0 2 1 4 4 9
Dynamic specification tests for dynamic factor models 0 0 0 8 0 0 3 53
Estimation and empirical performance of Heston's stochastic volatility model: the case of a thinly traded market 0 0 1 533 1 5 10 1,216
GDP Solera: The Ideal Vintage Mix 0 1 2 5 2 3 9 12
Identification, estimation and testing of conditionally heteroskedastic factor models 0 1 2 232 0 8 20 497
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 43 0 1 2 136
Indirect inference and variance reduction using control variates 0 0 0 56 1 4 5 190
Information matrix tests for multinomial logit models 0 0 0 0 3 6 8 8
Likelihood-Based Estimation of Latent Generalized ARCH Structures 0 0 0 170 1 2 2 628
Marginal distribution of Markov-switching VAR processes 0 0 0 0 1 4 6 11
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 0 0 0 4 2 6 8 788
Moment tests of independent components 0 0 0 4 1 6 7 25
Neglected serial correlation tests in UCARIMA models 0 0 0 3 2 2 2 44
New testing approaches for mean–variance predictability 0 0 0 3 1 4 5 21
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models 0 0 0 202 1 2 4 1,205
Overcoming Nonadmissibility in ARIMA-Model-Based Signal Extraction 0 0 0 0 3 3 4 332
PML versus minimum $${\chi }^{2}$$ χ 2: the comeback 0 0 0 1 3 3 3 6
Sequential estimation of shape parameters in multivariate dynamic models 0 0 0 38 0 5 8 181
Skewness and kurtosis of multivariate Markov-switching processes 0 1 1 6 0 2 2 39
Specification tests for non-Gaussian structural vector autoregressions 0 0 0 0 1 2 7 8
Specification tests for non‐Gaussian maximum likelihood estimators 0 0 0 2 1 4 4 22
The marginal likelihood of dynamic mixture models 0 0 0 25 0 0 0 95
Total Journal Articles 0 3 9 2,484 35 112 179 9,438

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 3 4 12 15
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 0 3 0 3 6 33
Tests for Random Coefficient Variation in Vector Autoregressive Models 0 0 0 0 6 10 10 13
Total Chapters 0 0 1 4 9 17 28 61

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Statistics updated 2026-01-09