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Gabriele Fiorentini
Gabriele Fiorentini
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Titolo
Citata da
Citata da
Anno
Identification, estimation and testing of conditionally heteroskedastic factor models
E Sentana, G Fiorentini
Journal of econometrics 102 (2), 143-164, 2001
3282001
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models With Student t Innovations
G Fiorentini, E Sentana, G Calzolari
Journal of Business & Economic Statistics 21 (4), 532-546, 2003
2162003
Analytic derivatives and the computation of GARCH estimates
G Fiorentini, G Calzolari, L Panattoni
Journal of applied econometrics 11 (4), 399-417, 1996
1901996
Likelihood‐based estimation of latent generalized ARCH structures
G Fiorentini, E Sentana, N Shephard
Econometrica 72 (5), 1481-1517, 2004
1402004
E. Sentana (2004), Constrained Indirect Inference Estimation
C Calzolari, G Fiorentini
Review of Economic Studies 71, 945, 0
95*
Estimation and empirical performance of Heston's stochastic volatility model: the case of a thinly traded market
G Fiorentini, A Leon, G Rubio
Journal of empirical Finance 9 (2), 225-255, 2002
90*2002
The rise and fall of the natural interest rate
G Fiorentini, A Galesi, G Prez-Quirs, E Sentana
Banco de Espana Working Paper, 2018
812018
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
E Sentana, G Calzolari, G Fiorentini
Journal of Econometrics 146 (1), 10-25, 2008
67*2008
On the validity of the Jarque–Bera normality test in conditionally heteroskedastic dynamic regression models
G Fiorentini, E Sentana, G Calzolari
Economics Letters 83 (3), 307-312, 2004
542004
Bayesian analysis of the output gap
C Planas, A Rossi, G Fiorentini
Journal of Business & Economic Statistics 26 (1), 18-32, 2008
532008
Conditional means of time series processes and time series processes for conditional means
G Fiorentini, E Sentana
International Economic Review, 1101-1118, 1998
411998
On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models
G Fiorentini, E Sentana
The Rimini Centre for Economic Analysis Working Paper Series, 2007
362007
Control variates for variance reduction in indirect inference: interest rate models in continuous time
G Calzolari, F Di Iorio, G Fiorentini
The Econometrics Journal 1 (1), 100-112, 1998
35*1998
Unobserved components in ARCH models: An application to seasonal adjustment
A MARAVALL
Journal of Forecasting 15, 175-201, 1996
35*1996
A tobit model with garch errors
G Calzolari, G Fiorentini
Econometric Reviews 17 (1), 85-104, 1998
311998
A spectral EM algorithm for dynamic factor models
G Fiorentini, A Galesi, E Sentana
Journal of Econometrics 205 (1), 249-279, 2018
272018
Tests for serial dependence in static, non-Gaussian factor models
G Fiorentini, E Sentana
Unobserved components and time series econometrics 118, 189, 2015
25*2015
Sequential estimation of shape parameters in multivariate dynamic models
D Amengual, G Fiorentini, E Sentana
Journal of Econometrics 177 (2), 233-249, 2013
202013
Dynamic specification tests for dynamic factor models
G Fiorentini, E Sentana
Journal of Applied Econometrics 34 (3), 325-346, 2019
19*2019
Alternative covariance estimators of the standard tobit model
G Calzolari, G Fiorentini
Economics Letters 42 (1), 5-13, 1993
18*1993
Il sistema al momento non pu eseguire l'operazione. Riprova pi tardi.
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