The following pages link to Gabriele Fiorentini (Q201167):
Displaying 24 items.
- Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks (Q295688) (← links)
- Efficient MCMC sampling in dynamic mixture models (Q892446) (← links)
- From autocovariances to moving average: An algorithm comparison (Q1297872) (← links)
- Alternative covariance estimators of the standard Tobit model (Q1311267) (← links)
- Indirect inference and variance reduction using control variates (Q1606003) (← links)
- Skewness and kurtosis of multivariate Markov-switching processes (Q1659107) (← links)
- A spectral EM algorithm for dynamic factor models (Q1754525) (← links)
- The marginal likelihood of dynamic mixture models (Q1927041) (← links)
- On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models (Q1927501) (← links)
- Consistent non-Gaussian pseudo maximum likelihood estimators (Q2280575) (← links)
- Sequential estimation of shape parameters in multivariate dynamic models (Q2453083) (← links)
- New testing approaches for mean-variance predictability (Q2658802) (← links)
- A tobit model with garch errors (Q4385002) (← links)
- Constrained Indirect Estimation (Q4663334) (← links)
- (Q4854065) (← links)
- Specification tests for non‐Gaussian maximum likelihood estimators (Q5164499) (← links)
- Marginal distribution of Markov-switching <scp>VAR</scp> processes (Q5349185) (← links)
- Likelihood-Based Estimation of Latent Generalized ARCH Structures (Q5475052) (← links)
- Identification, estimation and testing of conditionally heteroskedastic factor models (Q5942680) (← links)
- Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions (Q6108270) (← links)
- Control variates for variance reduction in indirect inference: Interest rate models in continuous time (Q6166855) (← links)
- GDP Solera: The Ideal Vintage Mix (Q6626264) (← links)
- Specification tests for non-Gaussian structural vector autoregressions (Q6664656) (← links)
- Comment (Q6666955) (← links)
