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 2 3 4 92
- NON-ADMISSIBILITY AND THE SPECIFICATION OF UNOBSERVED COMPONENTS MODELS 0 0 0 11 0 2 2 59
A Spectral EM Algorithm for Dynamic Factor Models 0 0 0 43 2 10 20 76
A spectral EM algorithm for dynamic factor models 0 0 0 28 2 4 19 79
A spectral EM algorithm for dynamic factor models 0 0 0 34 2 5 10 84
A tobit model with garch errors 0 0 0 108 1 3 8 330
Aggregate Output Measurements: A Common Trend Approach 0 0 0 7 2 3 10 29
Aggregate Output Measurements: A Common Trend Approach 0 0 0 2 1 3 11 29
Aggregate Output Measurements: A Common Trend Approach 0 0 2 9 2 5 14 34
Aggregate Output Measurements: a Common Trend Approach 0 0 0 26 5 6 14 40
Aggregate output measurements: a common trend approach 0 0 0 10 0 0 3 40
Alternative estimators of the covariance matrix in GARCH models 0 0 0 33 3 4 10 194
Analytic Derivatives and the Computation of GARCH Estimates 0 0 0 0 2 2 14 44
Analytic Derivatives and the Computation of Garch Estimates 0 0 0 5 3 3 60 1,306
CONSTRAINED EMM AND INDIRECT INFERENCE ESTIMATION 0 0 0 22 1 1 3 87
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 2 3 8 40
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 1 1 2 10 945
Conditional heteroskedasticity in nonlinear simultaneous equations 0 0 0 13 5 6 10 96
Conditional means of time series processes and time series processes for conditional means 0 0 0 26 4 5 15 186
Consistent Non-Gaussian Pseudo Maximum Likelihood Estimators 0 0 0 20 2 4 5 45
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 5 3 3 11 44
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 24 2 5 9 38
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 18 0 0 2 63
Constrained EMM and Indirect Inference Estimation 0 0 0 0 0 1 7 419
Constrained EMM and Indirect Inference Estimation. Versión Revisada 0 0 0 0 2 2 3 10
Constrained Indirect Inference Estimation 0 0 0 99 0 3 6 275
Constrained indirect inference estimation 0 0 0 1 1 1 7 18
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 20 5 6 13 144
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 0 0 0 54 0 0 11 84
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 0 0 0 5 1 3 6 28
Dynamic Specification Tests for Dynamic Factor Models 0 0 0 61 2 6 16 142
Dynamic Specification Tests for Static Factor Models 0 0 0 43 4 7 16 123
Dynamic Specification Tests for Static Factor Models 0 0 0 66 1 3 12 253
Dynamic specification tests for dynamic factor models 0 0 0 12 4 6 11 58
Estimating variances and covariances in a censored regression model 0 0 0 32 1 6 12 131
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 0 39 5 5 12 111
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 10 4 5 13 64
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 53 0 4 10 47
GDP Solera. The Ideal Vintage Mix 0 0 0 21 1 1 10 43
GDP Solera: The Ideal Vintage Mix 0 0 0 0 0 1 9 13
GDP Solera: The Ideal Vintage Mix 0 0 1 3 0 2 10 23
Identification of one independent shock in structural VARs 1 3 4 11 7 11 24 68
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model 0 0 0 2 4 5 10 900
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Models.Versión Revisada 0 1 1 1 0 1 3 10
Identification, estimation and testing of conditionally heteroskedastic factor models 0 0 1 38 2 3 10 126
Indirect Estimation of Conditionally Heteroskedastic Factor Models 0 0 0 195 2 4 15 584
Indirect Estimation of Just-Identified Models with Control Variates 0 0 0 24 0 2 8 167
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 1 3 1 2 14 57
Information matrix tests for multinomial logit models 0 0 2 17 3 5 17 38
Information matrix tests for switching regressions 7 15 15 15 1 4 4 4
LIKELIHOOD-BASED ESTIMATION OF LATENT GENERALISED ARCH STRUCTURES 0 0 0 34 2 4 23 165
Likelihood-Based Estimation of Latent Generalised ARCH Structures 0 0 0 1 0 1 11 34
Likelihood-based estimation of latent generalised ARCH 0 0 0 0 2 3 8 25
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 109 3 6 11 319
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 2 2 5 16 59
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 159 0 0 10 492
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 52 5 7 16 263
Moment tests of independent components 0 0 0 30 2 7 19 68
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 3 4 10 41
Multivariate Hermite polynomials and information matrix tests 0 0 0 2 2 3 7 16
Neglected Serial Correlation Tests in UCARIMA Models 0 0 0 38 2 2 7 66
New Testing Approaches for Mean-Variance Predictability 0 0 0 8 1 1 3 33
New testing approaches for mean-variance predictability 0 0 0 18 0 1 5 46
New testing approaches for mean-variance predictability 0 0 0 12 0 0 5 38
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 1 1 12
Non-Admissible Decompositions in Unobserved Components Models 0 0 0 0 0 1 5 509
On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 49 2 5 15 217
On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 1 3 3 13 22
On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models 0 0 0 5 5 6 10 54
PML vs minimum χ 2: the comeback 0 0 1 15 4 5 12 26
SHORT-TERM OPTIONS WITH STOCHASTIC VOLATILITY: ESTIMATION AND EMPIRICAL PERFORMANCE 0 0 0 54 0 0 9 161
Sequential Estimation of Shape Parameters in Multivariate Dynamic Models 0 0 0 56 6 9 21 168
Short-term options with stochastic volatility: Estimation and empirical performance 0 0 0 307 2 3 11 872
Specification Tests for Non-Gaussian Maximum Likelihood Estimators 0 0 0 6 0 2 11 27
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 34 1 1 4 27
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 10 4 4 11 56
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 44 0 0 8 53
Specification tests for non-Gaussian structural vector autoregressions 0 0 0 85 3 6 17 84
THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY 0 0 0 18 3 3 12 119
Testing shock independence in Gaussian structural VARs 1 12 21 21 3 6 11 11
Tests for Serial Dependence in Static, Non-Gaussian Factor Models 0 0 1 51 1 2 11 115
Tests for random coefficient variation in vector autoregressive models 0 0 1 65 3 3 11 53
Tests for random coefficient variation in vector autoregressive models 0 0 1 6 2 7 19 30
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 1 3 193
The Rise and Fall of the Natural Interest Rate 0 1 1 94 5 9 21 210
The Rise and Fall of the Natural Interest Rate 0 0 1 114 5 8 16 306
The Rise and Fall of the Natural Interest Rate 0 0 0 33 3 6 17 79
The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality 0 0 0 1 2 3 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 1 3 11
The information matrix test for Gaussian mixtures 1 1 1 21 3 4 11 44
The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities 1 5 13 19 6 20 42 51
The marginal likelihood of Structural Time Series Models, with application to the euro area and US NAIRU 0 0 0 2 3 5 15 43
The rise and fall of the natural interest rate 1 1 4 97 5 5 21 216
Unobservable no more: estimating the natural rate of interest under flat IS and Phillips curves 10 12 12 12 6 11 11 11
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment 0 0 0 0 0 1 4 16
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment 0 0 0 0 1 1 3 383
Total Working Papers 22 51 84 3,183 204 367 1,111 14,507

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 1 2 13 67
A tobit model with garch errors 0 0 0 113 2 7 13 390
Alternative covariance estimators of the standard Tobit model 0 0 0 27 6 6 10 109
Analytic Derivatives and the Computation of GARCH Estimates 1 1 3 751 1 1 15 1,418
Bayesian Analysis of the Output Gap 0 1 1 166 3 6 12 358
Comment 0 0 0 6 2 2 6 40
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 3 6 14 356
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 0 2 6 14 29
Constrained Indirect Estimation 0 0 0 78 1 3 10 297
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 3 4 10 921
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions 0 0 0 2 1 1 7 12
Dynamic specification tests for dynamic factor models 0 0 0 8 2 5 13 63
Estimation and empirical performance of Heston's stochastic volatility model: the case of a thinly traded market 0 0 1 533 2 3 15 1,222
GDP Solera: The Ideal Vintage Mix 0 0 2 5 2 2 11 17
Identification, estimation and testing of conditionally heteroskedastic factor models 0 0 2 232 4 5 21 503
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 43 2 4 9 143
Indirect inference and variance reduction using control variates 0 0 0 56 5 6 12 197
Information matrix tests for multinomial logit models 0 0 0 0 3 4 16 17
Likelihood-Based Estimation of Latent Generalized ARCH Structures 0 0 0 170 1 2 8 634
Marginal distribution of Markov-switching VAR processes 0 0 0 0 1 2 8 14
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 0 0 0 4 0 4 18 799
Moment tests of independent components 0 0 0 4 1 3 14 32
Neglected serial correlation tests in UCARIMA models 0 0 0 3 4 8 17 59
New testing approaches for mean–variance predictability 0 0 0 3 2 2 7 24
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models 0 0 0 202 3 3 10 1,212
Overcoming Nonadmissibility in ARIMA-Model-Based Signal Extraction 0 0 0 0 2 3 8 336
PML versus minimum $${\chi }^{2}$$ χ 2: the comeback 0 0 0 1 4 5 10 13
Sequential estimation of shape parameters in multivariate dynamic models 0 0 0 38 3 4 13 187
Skewness and kurtosis of multivariate Markov-switching processes 0 0 1 6 2 6 12 49
Specification tests for non-Gaussian structural vector autoregressions 0 0 0 0 1 6 17 20
Specification tests for non‐Gaussian maximum likelihood estimators 0 0 0 2 1 2 17 35
The marginal likelihood of dynamic mixture models 0 0 0 25 4 5 10 105
Total Journal Articles 1 2 10 2,488 74 128 390 9,678

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 7 18 25
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 0 3 5 5 13 42
Tests for Random Coefficient Variation in Vector Autoregressive Models 0 0 0 0 4 4 16 19
Total Chapters 0 0 1 4 12 16 47 86

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Statistics updated 2026-05-06