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 1 4 6 94
- NON-ADMISSIBILITY AND THE SPECIFICATION OF UNOBSERVED COMPONENTS MODELS 0 0 0 11 0 0 2 59
A Spectral EM Algorithm for Dynamic Factor Models 0 0 0 43 0 3 20 77
A spectral EM algorithm for dynamic factor models 0 0 0 34 0 3 11 85
A spectral EM algorithm for dynamic factor models 0 0 0 28 0 3 20 80
A tobit model with garch errors 0 0 0 108 1 2 9 331
Aggregate Output Measurements: A Common Trend Approach 0 0 0 2 1 2 12 30
Aggregate Output Measurements: A Common Trend Approach 0 0 0 7 0 2 9 29
Aggregate Output Measurements: A Common Trend Approach 0 0 2 9 1 3 15 35
Aggregate Output Measurements: a Common Trend Approach 0 0 0 26 0 6 15 41
Aggregate output measurements: a common trend approach 0 0 0 10 0 0 2 40
Alternative estimators of the covariance matrix in GARCH models 0 0 0 33 2 5 12 196
Analytic Derivatives and the Computation of GARCH Estimates 0 0 0 0 0 2 13 44
Analytic Derivatives and the Computation of Garch Estimates 0 0 0 5 0 3 59 1,306
CONSTRAINED EMM AND INDIRECT INFERENCE ESTIMATION 0 0 0 22 0 1 3 87
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 0 2 8 40
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 1 0 1 10 945
Conditional heteroskedasticity in nonlinear simultaneous equations 0 0 0 13 0 7 12 98
Conditional means of time series processes and time series processes for conditional means 0 0 0 26 0 4 15 186
Consistent Non-Gaussian Pseudo Maximum Likelihood Estimators 0 0 0 20 0 3 6 46
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 24 0 2 9 38
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 18 0 0 2 63
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 5 0 4 11 45
Constrained EMM and Indirect Inference Estimation 0 0 0 0 0 0 7 419
Constrained EMM and Indirect Inference Estimation. Versión Revisada 0 0 0 0 0 3 4 11
Constrained Indirect Inference Estimation 0 0 0 99 0 0 6 275
Constrained indirect inference estimation 0 0 0 1 0 1 6 18
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 20 1 6 14 145
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 0 0 0 5 0 1 6 28
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 0 0 0 54 2 2 13 86
Dynamic Specification Tests for Dynamic Factor Models 0 0 0 61 0 3 17 143
Dynamic Specification Tests for Static Factor Models 0 0 0 43 0 4 15 123
Dynamic Specification Tests for Static Factor Models 0 0 0 66 1 2 13 254
Dynamic specification tests for dynamic factor models 0 0 0 12 0 4 11 58
Estimating variances and covariances in a censored regression model 0 0 0 32 0 1 12 131
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 0 39 0 5 12 111
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 10 0 5 13 65
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 53 0 0 10 47
GDP Solera. The Ideal Vintage Mix 0 0 0 21 0 2 11 44
GDP Solera: The Ideal Vintage Mix 0 0 1 3 0 0 10 23
GDP Solera: The Ideal Vintage Mix 0 0 0 0 1 2 11 15
Identification of one independent shock in structural VARs 0 1 4 11 4 12 28 73
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model 0 0 0 2 0 4 10 900
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Models.Versión Revisada 0 0 1 1 0 1 4 11
Identification, estimation and testing of conditionally heteroskedastic factor models 0 0 1 38 0 3 11 127
Indirect Estimation of Conditionally Heteroskedastic Factor Models 0 0 0 195 0 2 15 584
Indirect Estimation of Just-Identified Models with Control Variates 0 0 0 24 0 1 9 168
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 1 3 0 2 15 58
Information matrix tests for multinomial logit models 0 0 2 17 2 6 19 41
Information matrix tests for switching regressions 0 8 16 16 0 4 7 7
LIKELIHOOD-BASED ESTIMATION OF LATENT GENERALISED ARCH STRUCTURES 0 0 0 34 0 2 23 165
Likelihood-Based Estimation of Latent Generalised ARCH Structures 0 0 0 1 0 1 12 35
Likelihood-based estimation of latent generalised ARCH 0 0 0 0 0 2 8 25
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 2 0 3 17 60
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 159 0 1 11 493
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 52 0 5 16 263
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 109 0 5 13 321
Moment tests of independent components 0 0 0 30 0 2 19 68
Multivariate Hermite polynomials and information matrix tests 0 0 0 2 0 3 8 17
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 6 13 44
Neglected Serial Correlation Tests in UCARIMA Models 0 0 0 38 0 2 7 66
New Testing Approaches for Mean-Variance Predictability 0 0 0 8 0 1 3 33
New testing approaches for mean-variance predictability 0 0 0 18 1 2 7 48
New testing approaches for mean-variance predictability 0 0 0 12 1 1 6 39
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 0 0 1 12
Non-Admissible Decompositions in Unobserved Components Models 0 0 0 0 0 0 5 509
On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 49 0 2 15 217
On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 1 0 3 13 22
On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models 0 0 0 5 0 5 10 54
PML vs minimum χ 2: the comeback 0 0 0 15 0 4 10 26
SHORT-TERM OPTIONS WITH STOCHASTIC VOLATILITY: ESTIMATION AND EMPIRICAL PERFORMANCE 0 0 0 54 1 1 8 162
Sequential Estimation of Shape Parameters in Multivariate Dynamic Models 0 0 0 56 1 7 21 169
Short-term options with stochastic volatility: Estimation and empirical performance 0 0 0 307 0 2 11 872
Specification Tests for Non-Gaussian Maximum Likelihood Estimators 0 0 0 6 0 0 11 27
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 10 0 5 12 57
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 34 0 1 3 27
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 44 0 1 8 54
Specification tests for non-Gaussian structural vector autoregressions 0 0 0 85 1 4 18 85
THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY 0 0 0 18 1 4 13 120
Testing Shock Independence in Gaussian Structural VARs 0 0 0 0 0 0 0 0
Testing shock independence in Gaussian structural VARs 0 2 22 22 0 4 12 12
Tests for Serial Dependence in Static, Non-Gaussian Factor Models 0 0 1 51 0 1 11 115
Tests for random coefficient variation in vector autoregressive models 0 0 0 12 0 0 3 29
Tests for random coefficient variation in vector autoregressive models 0 0 0 65 1 5 11 55
Tests for random coefficient variation in vector autoregressive models 0 0 0 6 0 3 19 31
The Rise and Fall of the Natural Interest Rate 0 0 1 114 0 6 17 307
The Rise and Fall of the Natural Interest Rate 0 0 1 94 0 5 20 210
The Rise and Fall of the Natural Interest Rate 0 0 0 109 0 0 3 193
The Rise and Fall of the Natural Interest Rate 0 0 0 33 0 4 18 80
The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality 0 0 0 1 0 2 11 578
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 1 2 4 12
The information matrix test for Gaussian mixtures 0 1 1 21 0 4 12 45
The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities 0 3 10 21 0 8 36 53
The marginal likelihood of Structural Time Series Models, with application to the euro area and US NAIRU 0 0 0 2 0 4 16 44
The rise and fall of the natural interest rate 0 1 4 97 0 6 18 217
Unobservable No More: Estimating the Natural Rate of Interest under Flat IS and Phillips Curves 0 1 1 1 0 2 2 2
Unobservable no more: estimating the natural rate of interest under flat IS and Phillips curves 0 10 12 12 1 7 12 12
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment 0 0 0 0 0 0 4 16
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment 0 0 0 0 0 1 3 383
Total Working Papers 0 27 81 3,188 27 277 1,150 14,580

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 0 10 0 2 14 68
A tobit model with garch errors 0 0 0 113 0 2 13 390
Alternative covariance estimators of the standard Tobit model 0 0 0 27 0 6 10 109
Analytic Derivatives and the Computation of GARCH Estimates 0 2 4 752 0 4 17 1,421
Bayesian Analysis of the Output Gap 0 0 1 166 0 3 11 358
Comment 0 0 0 6 0 2 6 40
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 0 3 14 356
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 0 0 2 14 29
Constrained Indirect Estimation 0 0 0 78 0 2 11 298
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 0 3 10 921
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions 0 0 0 2 0 1 7 12
Dynamic specification tests for dynamic factor models 0 0 0 8 0 2 13 63
Estimation and empirical performance of Heston's stochastic volatility model: the case of a thinly traded market 0 1 1 534 0 4 13 1,224
GDP Solera: The Ideal Vintage Mix 0 0 1 5 0 2 10 17
Identification, estimation and testing of conditionally heteroskedastic factor models 0 1 2 233 1 6 21 505
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 43 0 3 10 144
Indirect inference and variance reduction using control variates 0 0 0 56 0 6 13 198
Information matrix tests for multinomial logit models 0 0 0 0 0 4 17 18
Likelihood-Based Estimation of Latent Generalized ARCH Structures 0 0 0 170 0 1 8 634
Marginal distribution of Markov-switching VAR processes 0 0 0 0 0 1 7 14
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 0 0 0 4 0 0 18 799
Moment tests of independent components 0 0 0 4 0 2 14 33
Neglected serial correlation tests in UCARIMA models 0 0 0 3 0 4 17 59
New testing approaches for mean–variance predictability 0 0 0 3 0 3 8 25
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models 0 0 0 202 0 4 11 1,213
Overcoming Nonadmissibility in ARIMA-Model-Based Signal Extraction 0 0 0 0 0 3 9 337
PML versus minimum $${\chi }^{2}$$ χ 2: the comeback 0 0 0 1 0 4 10 13
Sequential estimation of shape parameters in multivariate dynamic models 0 0 0 38 0 5 15 189
Skewness and kurtosis of multivariate Markov-switching processes 0 0 1 6 0 2 12 49
Specification tests for non-Gaussian structural vector autoregressions 0 0 0 0 1 3 18 22
Specification tests for non‐Gaussian maximum likelihood estimators 0 0 0 2 0 1 17 35
The information matrix test for Gaussian mixtures 0 0 0 0 0 0 0 0
The marginal likelihood of dynamic mixture models 0 0 0 25 0 5 11 106
Total Journal Articles 0 4 10 2,491 2 95 399 9,699

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 1 5 19 27
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 0 3 0 6 13 43
Tests for Random Coefficient Variation in Vector Autoregressive Models 0 0 0 0 0 4 16 19
Total Chapters 0 0 1 4 1 15 48 89

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Statistics updated 2026-07-10