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 0 3 57
A spectral EM algorithm for dynamic factor models 0 0 0 34 0 1 2 75
A spectral EM algorithm for dynamic factor models 0 0 1 28 1 3 5 63
A tobit model with garch errors 0 0 0 108 0 1 1 323
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 2 0 0 0 18
Aggregate Output Measurements: A Common Trend Approach 0 2 2 9 1 3 4 23
Aggregate Output Measurements: a Common Trend Approach 0 0 0 26 1 1 1 27
Aggregate output measurements: a common trend approach 0 0 0 10 1 1 4 39
Alternative estimators of the covariance matrix in GARCH models 0 0 0 33 0 2 3 186
Analytic Derivatives and the Computation of GARCH Estimates 0 0 0 0 1 2 5 33
Analytic Derivatives and the Computation of Garch Estimates 0 0 0 5 0 1 3 1,248
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 0 0 0 2 32
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 1 0 0 0 935
Conditional heteroskedasticity in nonlinear simultaneous equations 0 0 0 13 0 0 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 2 40
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 0 0 2 34
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 24 0 0 2 29
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 0 0 1 12
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 20 0 1 2 132
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 0 0 2 54 0 0 2 73
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 0 0 126
Dynamic Specification Tests for Static Factor Models 0 0 0 66 0 1 1 242
Dynamic Specification Tests for Static Factor Models 0 0 0 43 0 0 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 1 1 120
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 0 39 0 0 1 99
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 10 0 1 3 53
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 1 4 34
GDP Solera: The Ideal Vintage Mix 0 0 0 2 1 2 2 15
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 2 4 49 49
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model 0 0 0 2 0 1 2 891
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 1 1 38 0 2 3 118
Indirect Estimation of Conditionally Heteroskedastic Factor Models 0 0 0 195 1 1 1 570
Indirect Estimation of Just-Identified Models with Control Variates 0 0 0 24 0 2 4 161
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 1 1 3 0 1 3 44
LIKELIHOOD-BASED ESTIMATION OF LATENT GENERALISED ARCH STRUCTURES 0 0 0 34 0 1 1 143
Likelihood-Based Estimation of Latent Generalised ARCH Structures 0 0 0 1 3 4 5 27
Likelihood-based estimation of latent generalised ARCH 0 0 0 0 1 2 3 19
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 109 0 0 0 308
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 52 0 0 1 247
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 1 1 483
Moment tests of independent components 0 0 0 30 1 1 4 50
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 0 2 9
Multivariate Hermite polynomials and information matrix tests 0 0 2 19 0 0 2 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 1 2 31
New testing approaches for mean-variance predictability 0 0 0 55 0 3 6 102
New testing approaches for mean-variance predictability 0 0 0 12 0 0 0 33
New testing approaches for mean-variance predictability 0 0 0 18 0 1 2 42
Non-Admissible Decompositions in Unobserved Components Models 0 0 0 0 0 0 0 504
Non-Admissible Decompositions in Unobserved Components Models 0 0 0 0 0 0 0 11
On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 49 0 2 5 204
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 1 4 45
PML vs minimum χ 2: the comeback 0 0 2 15 0 1 5 17
SHORT-TERM OPTIONS WITH STOCHASTIC VOLATILITY: ESTIMATION AND EMPIRICAL PERFORMANCE 0 0 0 54 1 2 4 156
Sequential Estimation of Shape Parameters in Multivariate Dynamic Models 0 0 0 56 0 0 2 148
Short-term options with stochastic volatility: Estimation and empirical performance 0 0 0 307 0 1 2 862
Specification Tests for Non-Gaussian Maximum Likelihood Estimators 0 0 1 6 0 1 2 17
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 44 0 1 4 47
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 34 0 0 3 24
Specification tests for non-Gaussian structural vector autoregressions 0 0 1 85 0 0 6 67
THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY 0 0 0 18 0 1 1 108
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 6 0 0 1 12
Tests for random coefficient variation in vector autoregressive models 0 0 4 65 0 1 7 45
Tests for random coefficient variation in vector autoregressive models 0 0 0 12 0 0 3 26
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 0 113 1 2 9 292
The Rise and Fall of the Natural Interest Rate 0 0 0 109 0 0 1 190
The Rise and Fall of the Natural Interest Rate 0 0 2 93 1 2 10 192
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 3 20 0 0 6 33
The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities 0 1 12 12 1 7 24 24
The marginal likelihood of Structural Time Series Models, with application to the euro area and US NAIRU 0 0 0 2 1 3 5 31
The rise and fall of the natural interest rate 0 1 7 94 0 3 24 202
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment 0 0 0 0 0 1 1 381
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment 0 0 0 0 0 0 1 12
Total Working Papers 0 6 59 3,098 19 76 306 13,484

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 2 10 0 0 4 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 1 2 100
Analytic Derivatives and the Computation of GARCH Estimates 0 0 3 748 1 2 9 1,406
Bayesian Analysis of the Output Gap 0 0 1 165 0 0 2 347
Comment 0 0 0 6 0 0 3 34
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 0 1 1 343
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 0 0 0 0 15
Constrained Indirect Estimation 0 0 1 78 0 2 6 289
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 0 2 0 0 1 5
Dynamic specification tests for dynamic factor models 0 0 0 8 0 3 4 53
Estimation and empirical performance of Heston's stochastic volatility model: the case of a thinly traded market 0 0 1 533 0 0 6 1,211
GDP Solera: The Ideal Vintage Mix 0 0 4 4 2 2 9 9
Identification, estimation and testing of conditionally heteroskedastic factor models 0 0 2 231 1 5 15 489
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 1 43 0 1 4 135
Indirect inference and variance reduction using control variates 0 0 0 56 0 1 1 186
Information matrix tests for multinomial logit models 0 0 0 0 1 1 2 2
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 0 0 2 7
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 0 0 0 4 0 1 3 782
Moment tests of independent components 0 0 1 4 0 0 2 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 0 3 17
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models 0 0 0 202 0 1 2 1,203
Overcoming Nonadmissibility in ARIMA-Model-Based Signal Extraction 0 0 0 0 0 1 1 329
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 2 3 176
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 6 6
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 0 0 16 2,481 5 26 94 9,326

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 1 1 1 1 3 9 11
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 0 3 0 0 4 30
Tests for Random Coefficient Variation in Vector Autoregressive Models 0 0 0 0 0 0 0 3
Total Chapters 0 1 1 4 1 3 13 44

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Statistics updated 2025-10-06