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 1 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 1 2 22 79
A spectral EM algorithm for dynamic factor models 1 1 1 29 1 1 19 81
A spectral EM algorithm for dynamic factor models 0 0 0 34 1 1 11 86
A tobit model with garch errors 1 1 1 109 1 2 9 332
Aggregate Output Measurements: A Common Trend Approach 0 0 0 7 1 1 10 30
Aggregate Output Measurements: A Common Trend Approach 0 0 0 2 2 3 14 32
Aggregate Output Measurements: A Common Trend Approach 0 0 0 9 1 2 14 36
Aggregate Output Measurements: a Common Trend Approach 0 0 0 26 1 1 16 42
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 0 2 10 196
Analytic Derivatives and the Computation of GARCH Estimates 0 0 0 0 2 2 14 46
Analytic Derivatives and the Computation of Garch Estimates 0 0 0 5 0 0 58 1,306
CONSTRAINED EMM AND INDIRECT INFERENCE ESTIMATION 0 0 0 22 0 0 3 87
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 0 0 8 40
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 1 0 0 10 945
Conditional heteroskedasticity in nonlinear simultaneous equations 0 0 0 13 1 1 13 99
Conditional means of time series processes and time series processes for conditional means 0 0 0 26 2 2 17 188
Consistent Non-Gaussian Pseudo Maximum Likelihood Estimators 0 0 0 20 0 0 6 46
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 24 0 0 9 38
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 5 0 0 11 45
Constrained EMM and Indirect Inference Estimation 0 0 0 0 1 1 8 420
Constrained EMM and Indirect Inference Estimation. Versión Revisada 0 0 0 0 0 0 4 11
Constrained Indirect Inference Estimation 0 0 0 99 1 1 7 276
Constrained indirect inference estimation 0 0 0 1 1 1 7 19
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 20 0 1 13 145
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 0 0 0 54 0 2 13 86
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 0 0 0 5 2 2 8 30
Dynamic Specification Tests for Dynamic Factor Models 0 0 0 61 0 1 18 144
Dynamic Specification Tests for Static Factor Models 0 0 0 66 0 2 13 255
Dynamic Specification Tests for Static Factor Models 0 0 0 43 0 0 15 123
Dynamic specification tests for dynamic factor models 0 0 0 12 1 1 12 59
Estimating variances and covariances in a censored regression model 0 0 0 32 0 0 11 131
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 0 39 0 0 12 111
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 10 1 1 13 66
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 53 1 1 11 48
GDP Solera. The Ideal Vintage Mix 0 0 0 21 1 1 11 45
GDP Solera: The Ideal Vintage Mix 0 0 1 3 2 2 11 25
GDP Solera: The Ideal Vintage Mix 0 0 0 0 1 2 12 16
Identification of one independent shock in structural VARs 0 0 4 11 2 8 30 77
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model 0 0 0 2 0 0 9 900
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Models.Versión Revisada 0 0 1 1 0 0 4 11
Identification, estimation and testing of conditionally heteroskedastic factor models 0 0 0 38 1 2 11 129
Indirect Estimation of Conditionally Heteroskedastic Factor Models 0 0 0 195 0 0 15 584
Indirect Estimation of Just-Identified Models with Control Variates 0 0 0 24 0 0 7 168
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 3 1 1 15 59
Information matrix tests for multinomial logit models 0 0 1 17 0 2 17 41
Information matrix tests for switching regressions 0 1 17 17 0 1 8 8
LIKELIHOOD-BASED ESTIMATION OF LATENT GENERALISED ARCH STRUCTURES 0 0 0 34 0 1 23 166
Likelihood-Based Estimation of Latent Generalised ARCH Structures 0 0 0 1 0 0 11 35
Likelihood-based estimation of latent generalised ARCH 0 0 0 0 0 0 7 25
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 52 0 0 16 263
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 109 2 2 15 323
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 159 0 0 10 493
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 2 1 1 18 61
Moment tests of independent components 0 0 0 30 1 1 20 69
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 2 1 1 9 18
Multivariate Hermite polynomials and information matrix tests 0 0 0 11 0 1 13 44
Neglected Serial Correlation Tests in UCARIMA Models 0 0 0 38 0 1 8 67
New Testing Approaches for Mean-Variance Predictability 0 0 0 8 1 1 3 34
New testing approaches for mean-variance predictability 0 0 0 12 0 1 6 39
New testing approaches for mean-variance predictability 0 0 0 18 1 3 8 50
New testing approaches for mean-variance predictability 0 0 0 55 0 0 1 103
Non-Admissible Decompositions in Unobserved Components Models 0 0 0 0 0 0 5 509
Non-Admissible Decompositions in Unobserved Components Models 0 0 0 0 0 0 1 12
On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 49 1 1 14 218
On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 1 1 1 14 23
On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models 0 0 0 5 1 1 10 55
PML vs minimum χ 2: the comeback 0 0 0 15 0 0 9 26
SHORT-TERM OPTIONS WITH STOCHASTIC VOLATILITY: ESTIMATION AND EMPIRICAL PERFORMANCE 0 0 0 54 2 3 9 164
Sequential Estimation of Shape Parameters in Multivariate Dynamic Models 0 0 0 56 0 1 21 169
Short-term options with stochastic volatility: Estimation and empirical performance 0 0 0 307 1 1 11 873
Specification Tests for Non-Gaussian Maximum Likelihood Estimators 0 0 0 6 0 1 11 28
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 34 1 2 5 29
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 44 0 0 7 54
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 10 1 1 13 58
Specification tests for non-Gaussian structural vector autoregressions 0 0 0 85 1 2 19 86
THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY 0 0 0 18 0 1 12 120
Testing Shock Independence in Gaussian Structural VARs 2 5 5 5 2 2 2 2
Testing shock independence in Gaussian structural VARs 0 1 23 23 0 1 13 13
Tests for Serial Dependence in Static, Non-Gaussian Factor Models 0 0 1 51 0 0 11 115
Tests for random coefficient variation in vector autoregressive models 0 0 0 65 0 1 10 55
Tests for random coefficient variation in vector autoregressive models 0 0 0 6 0 0 19 31
Tests for random coefficient variation in vector autoregressive models 0 0 0 12 0 0 3 29
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 1 1 19 81
The Rise and Fall of the Natural Interest Rate 0 0 1 94 3 3 22 213
The Rise and Fall of the Natural Interest Rate 0 0 1 114 1 1 17 308
The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality 0 0 0 1 1 1 12 579
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 5 13
The information matrix test for Gaussian mixtures 0 0 1 21 0 0 12 45
The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities 0 1 10 22 1 2 32 55
The marginal likelihood of Structural Time Series Models, with application to the euro area and US NAIRU 0 0 0 2 0 0 14 44
The rise and fall of the natural interest rate 0 0 3 97 1 1 16 218
Unobservable No More: Estimating the Natural Rate of Interest under Flat IS and Phillips Curves 1 2 3 3 2 7 9 9
Unobservable no more: estimating the natural rate of interest under flat IS and Phillips curves 4 5 17 17 8 12 23 23
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment 0 0 0 0 0 1 5 17
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment 0 0 0 0 0 0 2 383
Total Working Papers 9 17 91 3,205 67 117 1,181 14,670

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 1 15 69
A tobit model with garch errors 1 1 1 114 1 1 14 391
Alternative covariance estimators of the standard Tobit model 0 0 0 27 0 0 9 109
Analytic Derivatives and the Computation of GARCH Estimates 1 1 5 753 3 4 20 1,425
Bayesian Analysis of the Output Gap 0 0 1 166 0 0 11 358
Comment 0 0 0 6 1 1 7 41
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 0 0 13 356
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 0 0 0 14 29
Constrained Indirect Estimation 0 0 0 78 0 0 9 298
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 0 1 11 922
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions 0 0 0 2 0 0 7 12
Dynamic specification tests for dynamic factor models 0 0 0 8 1 2 12 65
Estimation and empirical performance of Heston's stochastic volatility model: the case of a thinly traded market 0 0 1 534 3 3 16 1,227
GDP Solera: The Ideal Vintage Mix 0 0 1 5 0 0 10 17
Identification, estimation and testing of conditionally heteroskedastic factor models 0 0 2 233 0 2 18 506
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 43 0 0 9 144
Indirect inference and variance reduction using control variates 0 0 0 56 1 1 13 199
Information matrix tests for multinomial logit models 0 0 0 0 0 1 18 19
Likelihood-Based Estimation of Latent Generalized ARCH Structures 0 0 0 170 1 2 10 636
Marginal distribution of Markov-switching VAR processes 0 0 0 0 0 1 8 15
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 0 0 0 4 0 0 17 799
Moment tests of independent components 0 0 0 4 0 1 15 34
Neglected serial correlation tests in UCARIMA models 0 0 0 3 1 1 18 60
New testing approaches for mean–variance predictability 0 0 0 3 0 0 8 25
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models 0 0 0 202 0 0 10 1,213
Overcoming Nonadmissibility in ARIMA-Model-Based Signal Extraction 0 0 0 0 0 0 8 337
PML versus minimum $${\chi }^{2}$$ χ 2: the comeback 0 0 0 1 0 0 10 13
Sequential estimation of shape parameters in multivariate dynamic models 0 0 0 38 1 1 14 190
Skewness and kurtosis of multivariate Markov-switching processes 0 0 1 6 0 0 12 49
Specification tests for non-Gaussian structural vector autoregressions 0 0 0 0 0 1 16 22
Specification tests for non‐Gaussian maximum likelihood estimators 0 0 0 2 0 1 18 36
The information matrix test for Gaussian mixtures 0 0 0 0 1 1 1 1
The marginal likelihood of dynamic mixture models 0 0 0 25 0 1 12 107
Total Journal Articles 2 2 12 2,493 14 27 403 9,724

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 1 0 1 17 27
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 0 3 0 0 13 43
Tests for Random Coefficient Variation in Vector Autoregressive Models 0 0 0 0 1 1 17 20
Total Chapters 0 0 0 4 1 2 47 90

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Statistics updated 2026-09-10