Sfoglia per Autore
Fast ML estimation of dynamic bifactor models: An application to European inflation
2015 Fiorentini, Gabriele; Galesi, Alessandro; Sentana, Enrique
Tests for serial depedence in static, non-Gaussian factor models
2015 Fiorentini, Gabriele
Skewness and kurtosis of multivariate Markov-switching processes
2016 Fiorentini, Gabriele; Planas, Christophe; Rossi, Alessandro
Neglected serial correlation tests in UCARIMA models
2016 Fiorentini, Gabriele; Sentana, Enrique
Introduction to the special issue in honor of Agustín Maravall
2016 Fiorentini, Gabriele; Perez Quiros, Gabriel
Marginal distribution of Markov-switching VAR processes*
2017 Fiorentini, Gabriele; Planas, Christophe; Rossi, Alessandro
A spectral EM algorithm for dynamic factor models
2018 Gabriele, Fiorentini; Alessandro, Galesi; Enrique, Sentana
Specification tests for non-Gaussian maximum likelihood estimators, Centre for Economic Policy Research DP12934, ISSN: 0265-8003
2018 Gabriele Fiorentini; Enrique Sentana
Consistent non-Gaussian pseudo maximum likelihood estimators, Centre for Economic Policy Research DP 12682, ISSN: 0265-8003
2018 Gabriele Fiorentini; Enrique Sentana
The Rise and Fall of the Natural Interest Rate
2018 Gabriele Fiorentini; Alessandro Galesi; Gabriel Perez-Quiros; Enrique Sentana
Dynamic specification tests for dynamic factor models
2019 Fiorentini, Gabriele; Sentana, Enrique
New testing approaches for mean-variance predictability, Centre for Economic Policy Research DP 13426, ISSN: 0265-8003
2019 Gabriele Fiorentini; Enrique Sentana
Consistent non-Gaussian pseudo maximum likelihood estimators
2019 Fiorentini G.; Sentana E.
Specification tests for non-Gaussian maximum likelihood estimators,
2021 GABRIELE FIORENTINI; ENRIQUE SENTANA
New testing approaches for mean–variance predictability
2021 Fiorentini, Gabriele; Sentana, Enrique
Tests for Random Coefficient Variation in Vector Autoregressive Models
2022 Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique
Moment tests of independent components
2022 Dante Amengual; Gabriele Fiorentini; Enrique Sentana
PML versus minimum ?(2): the comeback
2023 Amengual, D; Fiorentini, G; Sentana, E
Aggregate Output Measurements: A Common Trend Approach
2023 Almuzara, Martín; Fiorentini, Gabriele; Sentana, Enrique
Discrete mixtures of normals pseuda maximum likelihood estimators of structural vector autoregressions
2023 Gabriele Fiorentini, Enrique Sentana
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