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 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 6 9 10 66
A spectral EM algorithm for dynamic factor models 0 0 1 28 9 10 16 75
A spectral EM algorithm for dynamic factor models 0 0 0 34 1 3 5 79
A tobit model with garch errors 0 0 0 108 4 4 5 327
Aggregate Output Measurements: A Common Trend Approach 0 0 2 9 5 6 10 29
Aggregate Output Measurements: A Common Trend Approach 0 0 0 2 3 8 8 26
Aggregate Output Measurements: A Common Trend Approach 0 0 0 7 3 6 7 26
Aggregate Output Measurements: a Common Trend Approach 0 0 0 26 2 7 8 34
Aggregate output measurements: a common trend approach 0 0 0 10 1 1 4 40
Alternative estimators of the covariance matrix in GARCH models 0 0 0 33 2 4 7 190
Analytic Derivatives and the Computation of GARCH Estimates 0 0 0 0 5 9 13 42
Analytic Derivatives and the Computation of Garch Estimates 0 0 0 5 33 52 57 1,303
CONSTRAINED EMM AND INDIRECT INFERENCE ESTIMATION 0 0 0 22 2 2 3 86
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 1 5 8 8 943
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 2 4 6 37
Conditional heteroskedasticity in nonlinear simultaneous equations 0 0 0 13 1 3 5 90
Conditional means of time series processes and time series processes for conditional means 0 0 0 26 2 8 10 181
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 5 3 7 9 41
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 1 18 1 1 3 63
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 24 4 4 5 33
Constrained EMM and Indirect Inference Estimation 0 0 0 0 4 6 6 418
Constrained EMM and Indirect Inference Estimation. Versión Revisada 0 0 0 0 0 0 1 8
Constrained Indirect Inference Estimation 0 0 0 99 2 3 3 272
Constrained indirect inference estimation 0 0 0 1 3 4 6 17
Control variates for variance reduction in indirect inference: interest rate models in continuous time 0 0 0 20 4 6 7 138
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 0 0 0 54 2 9 11 84
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 0 0 0 5 3 3 4 25
Dynamic Specification Tests for Dynamic Factor Models 0 0 0 61 7 9 10 136
Dynamic Specification Tests for Static Factor Models 0 0 0 66 1 8 9 250
Dynamic Specification Tests for Static Factor Models 0 0 0 43 5 7 9 116
Dynamic specification tests for dynamic factor models 0 0 1 12 4 5 6 52
Estimating variances and covariances in a censored regression model 0 0 0 32 2 5 6 125
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 0 39 4 7 7 106
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 53 1 5 6 43
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 10 2 5 8 59
GDP Solera. The Ideal Vintage Mix 0 0 0 21 1 8 9 42
GDP Solera: The Ideal Vintage Mix 0 0 0 0 3 7 8 12
GDP Solera: The Ideal Vintage Mix 0 1 1 3 4 6 8 21
Identification of one independent shock in structural VARs 0 1 2 8 2 6 15 57
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model 0 0 0 2 3 4 6 895
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Models.Versión Revisada 0 0 0 0 1 2 3 9
Identification, estimation and testing of conditionally heteroskedastic factor models 0 0 1 38 3 4 8 123
Indirect Estimation of Conditionally Heteroskedastic Factor Models 0 0 0 195 4 8 11 580
Indirect Estimation of Just-Identified Models with Control Variates 0 0 0 24 3 4 7 165
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 1 3 4 11 13 55
LIKELIHOOD-BASED ESTIMATION OF LATENT GENERALISED ARCH STRUCTURES 0 0 0 34 11 18 19 161
Likelihood-Based Estimation of Latent Generalised ARCH Structures 0 0 0 1 2 6 10 33
Likelihood-based estimation of latent generalised ARCH 0 0 0 0 1 3 5 22
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 52 5 8 10 256
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 2 11 11 14 54
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 159 5 8 10 492
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 109 2 4 5 313
Moment tests of independent components 0 0 0 30 2 10 14 61
Multivariate Hermite polynomials and information matrix tests 0 0 0 11 3 6 6 37
Multivariate Hermite polynomials and information matrix tests 0 0 0 2 2 3 6 13
Multivariate Hermite polynomials and information matrix tests 0 0 1 19 0 1 3 33
Neglected Serial Correlation Tests in UCARIMA Models 0 0 0 38 2 4 6 64
New Testing Approaches for Mean-Variance Predictability 0 0 0 8 0 1 2 32
New testing approaches for mean-variance predictability 0 0 0 18 1 3 4 45
New testing approaches for mean-variance predictability 0 0 0 55 0 1 5 103
New testing approaches for mean-variance predictability 0 0 0 12 3 4 5 38
Non-Admissible Decompositions in Unobserved Components Models 0 0 0 0 3 3 4 508
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 5 8 10 212
On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 1 5 10 10 19
On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models 0 0 0 5 1 2 4 48
PML vs minimum χ 2: the comeback 0 0 1 15 2 4 8 21
SHORT-TERM OPTIONS WITH STOCHASTIC VOLATILITY: ESTIMATION AND EMPIRICAL PERFORMANCE 0 0 0 54 1 4 9 161
Sequential Estimation of Shape Parameters in Multivariate Dynamic Models 0 0 0 56 4 11 12 159
Short-term options with stochastic volatility: Estimation and empirical performance 0 0 0 307 5 5 9 869
Specification Tests for Non-Gaussian Maximum Likelihood Estimators 0 0 0 6 3 8 9 25
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 34 1 2 5 26
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 44 2 5 9 53
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 10 4 7 8 52
Specification tests for non-Gaussian structural vector autoregressions 0 0 0 85 3 9 13 78
THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY 0 0 0 18 4 8 9 116
Tests for Serial Dependence in Static, Non-Gaussian Factor Models 0 1 1 51 3 9 9 113
Tests for random coefficient variation in vector autoregressive models 0 0 0 12 1 3 3 29
Tests for random coefficient variation in vector autoregressive models 0 0 1 6 6 10 12 23
Tests for random coefficient variation in vector autoregressive models 0 0 1 65 2 4 8 50
The Rise and Fall of the Natural Interest Rate 1 1 1 114 5 6 11 298
The Rise and Fall of the Natural Interest Rate 0 0 0 109 1 2 2 192
The Rise and Fall of the Natural Interest Rate 0 0 0 33 9 10 11 73
The Rise and Fall of the Natural Interest Rate 0 0 1 93 6 8 14 201
The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality 0 0 0 1 3 7 8 575
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 2 2 2 10
The information matrix test for Gaussian mixtures 0 0 0 20 5 6 8 40
The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities 1 2 14 14 4 5 31 31
The marginal likelihood of Structural Time Series Models, with application to the euro area and US NAIRU 0 0 0 2 3 6 10 38
The rise and fall of the natural interest rate 1 1 4 96 3 6 23 211
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment 0 0 0 0 0 1 2 382
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment 0 0 0 0 1 3 4 15
Total Working Papers 3 7 35 3,106 313 564 790 14,102

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 4 9 13 65
A tobit model with garch errors 0 0 0 113 4 4 7 383
Alternative covariance estimators of the standard Tobit model 0 0 0 27 2 3 5 103
Analytic Derivatives and the Computation of GARCH Estimates 2 2 3 750 5 10 16 1,417
Bayesian Analysis of the Output Gap 0 0 0 165 3 5 6 352
Comment 0 0 0 6 4 4 6 38
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 2 5 8 350
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 0 3 8 8 23
Constrained Indirect Estimation 0 0 0 78 3 5 9 294
Control variates for variance reduction in indirect inference: Interest rate models in continuous time 0 0 0 0 0 4 6 917
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions 0 0 0 2 2 6 6 11
Dynamic specification tests for dynamic factor models 0 0 0 8 5 5 8 58
Estimation and empirical performance of Heston's stochastic volatility model: the case of a thinly traded market 0 0 1 533 3 4 13 1,219
GDP Solera: The Ideal Vintage Mix 0 1 2 5 3 6 11 15
Identification, estimation and testing of conditionally heteroskedastic factor models 0 0 2 232 1 6 21 498
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 43 3 4 5 139
Indirect inference and variance reduction using control variates 0 0 0 56 1 5 6 191
Information matrix tests for multinomial logit models 0 0 0 0 5 9 13 13
Likelihood-Based Estimation of Latent Generalized ARCH Structures 0 0 0 170 4 6 6 632
Marginal distribution of Markov-switching VAR processes 0 0 0 0 1 4 7 12
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 0 0 0 4 7 11 14 795
Moment tests of independent components 0 0 0 4 4 9 11 29
Neglected serial correlation tests in UCARIMA models 0 0 0 3 7 9 9 51
New testing approaches for mean–variance predictability 0 0 0 3 1 4 6 22
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models 0 0 0 202 4 6 7 1,209
Overcoming Nonadmissibility in ARIMA-Model-Based Signal Extraction 0 0 0 0 1 4 5 333
PML versus minimum $${\chi }^{2}$$ χ 2: the comeback 0 0 0 1 2 5 5 8
Sequential estimation of shape parameters in multivariate dynamic models 0 0 0 38 2 7 10 183
Skewness and kurtosis of multivariate Markov-switching processes 0 0 1 6 4 5 6 43
Specification tests for non-Gaussian structural vector autoregressions 0 0 0 0 6 8 13 14
Specification tests for non‐Gaussian maximum likelihood estimators 0 0 0 2 11 15 15 33
The marginal likelihood of dynamic mixture models 0 0 0 25 5 5 5 100
Total Journal Articles 2 3 10 2,486 112 200 286 9,550

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 15 18
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 0 3 4 7 10 37
Tests for Random Coefficient Variation in Vector Autoregressive Models 0 0 0 0 2 12 12 15
Total Chapters 0 0 1 4 9 26 37 70

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Statistics updated 2026-02-12