Gabriele Fiorentini

Available identifiers

zbMath Open fiorentini.gabrieleMaRDI QIDQ201167

List of research outcomes

Publication	Date of Publication	Type
Comment	2025-01-20	Paper
Specification tests for non-Gaussian structural vector autoregressions	2025-01-16	Paper
GDP Solera: The Ideal Vintage Mix	2024-10-28	Paper
Control variates for variance reduction in indirect inference: Interest rate models in continuous time	2023-07-07	Paper
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions	2023-06-29	Paper
Specification tests for non‐Gaussian maximum likelihood estimators	2021-11-11	Paper
New testing approaches for mean-variance predictability	2021-03-24	Paper
Consistent non-Gaussian pseudo maximum likelihood estimators	2019-12-19	Paper
Skewness and kurtosis of multivariate Markov-switching processes	2018-08-15	Paper
A spectral EM algorithm for dynamic factor models	2018-05-31	Paper
Marginal distribution of Markov-switching <scp>VAR</scp> processes	2017-08-23	Paper
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks	2016-06-13	Paper
Efficient MCMC sampling in dynamic mixture models	2015-11-19	Paper
Sequential estimation of shape parameters in multivariate dynamic models	2014-06-06	Paper
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models	2013-01-01	Paper
The marginal likelihood of dynamic mixture models	2012-12-30	Paper
Likelihood-Based Estimation of Latent Generalized ARCH Structures	2006-06-16	Paper
Constrained Indirect Estimation	2005-03-30	Paper
Indirect inference and variance reduction using control variates	2002-07-29	Paper
Identification, estimation and testing of conditionally heteroskedastic factor models	2002-01-24	Paper
From autocovariances to moving average: An algorithm comparison	1999-09-14	Paper
A tobit model with garch errors	1998-04-13	Paper
https://portal.mardi4nfdi.de/entity/Q4854065	1995-12-11	Paper
Alternative covariance estimators of the standard Tobit model	1994-01-13	Paper

Research outcomes over time

This page was built for person: Gabriele Fiorentini